OOIR: Observatory of International Research

Papers

(The median citation count of Scandinavian Journal of Statistics is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-11-01 to 2024-11-01.)

Article	Citations
Divergence versus decisionP‐values: A distinction worth making in theory and keeping in practice: Or, how divergenceP‐values measure evidence even when decisionP‐values do not	21
Stable inverse probability weighting estimation for longitudinal studies	20
Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case	19
Nonparametric extreme conditional expectile estimation	13
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	13
Multivariate conditional transformation models	11
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	10
Flexible clustering via hidden hierarchical Dirichlet priors	10
Functional central limit theorems for persistent Betti numbers on cylindrical networks	9
Expectile‐based measures of skewness	9
Emulation‐based inference for spatial infectious disease transmission models incorporating event time uncertainty	6
Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models	6
A new lack‐of‐fit test for quantile regression with censored data	5
Statistics for Gaussian random fields with unknown location and scale using Lipschitz‐Killing curvatures	5
Generalizing the information content for stepped wedge designs: A marginal modeling approach	5
Copula measures and Sklar's theorem in arbitrary dimensions	5
An n‐dimensional Rosenbrock distribution for Markov chain Monte Carlo testing	5
Multiply robust matching estimators of average and quantile treatment effects	4
Asymptotic theory for statistics based on cumulant vectors with applications	4
Multiply robust estimators of causal effects for survival outcomes	4
Nonparametric estimation of the fragmentation kernel based on a partial differential equation stationary distribution approximation	4
Exact uniformly most powerful postselection confidence distributions	4
Nonparametric adaptive estimation for interacting particle systems	4
Break point detection for functional covariance	4
Improving Lasso for model selection and prediction	4

Identification and estimation of threshold matrix‐variate factor models	4
The Kendall and Spearman rank correlations of the bivariate skew normal distribution	4
Transform orders and stochastic monotonicity of statistical functionals	3
Design for order‐of‐addition experiments with two‐level components	3
The Greenwood statistic, stochastic dominance, clustering and heavy tails	3
Deep neural network classifier for multidimensional functional data	3
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel	3
On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising	3
Bivariate change point detection: Joint detection of changes in expectation and variance	3
Statistical inference for Cox proportional hazards models with a diverging number of covariates	3
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	3
High‐dimensional robust inference for Cox regression models using desparsified Lasso	3
Interactions and computer experiments	3
On the robustness to outliers of the Student‐t process	3
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	3
Empirical best prediction of small area bivariate parameters	3
Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach	3
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	3
Distributed inference for two‐sample U‐statistics in massive data analysis	3
Sequential monitoring of high‐dimensional time series	3
Cramér‐von Mises tests for change points	3
A reproducing kernel Hilbert space log‐rank test for the two‐sample problem	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
Improper priors and improper posteriors	2
Large‐scale simultaneous inference under dependence	2
Robust optimal estimation of location from discretely sampled functional data	2
Envelopes for censored quantile regression	2
Tests of multivariate copula exchangeability based on Lévy measures	2
Detecting early or late changes in linear models with heteroscedastic errors	2
Moment‐based estimation for the multivariate COGARCH(1,1) process	2
Generalized linear model for subordinated Lévy processes	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
Pitfalls of amateur regression: The Dutch New Herring controversies	2
Frequentist model averaging for envelope models	2
Semiparametric estimation and model selection for conditional mixture copula models	2
Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care	2
Preliminary test estimation in uniformly locally asymptotically normal models	2
Combining information across diverse sources: The II‐CC‐FF paradigm	2
Multivariate boundary regression models	2
Multidimensional parameter estimation of heavy‐tailed moving averages	2
Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models	2
Sparse principal component analysis for high‐dimensional stationary time series	2
Nonstationary space–time covariance functions induced by dynamical systems	2
State estimation for aoristic models	2
Soft maximin estimation for heterogeneous data	2
Efficient spatial designs using Hausdorff distances and Bayesian optimization	2
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	2
Feature screening for case‐cohort studies with failure time outcome	1
Multivariate geometric anisotropic Cox processes	1
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Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers	1
Locally adaptive Bayesian isotonic regression using half shrinkage priors	1
Bayesian nonparametric estimation in the current status continuous mark model	1
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	1
Ultrahigh‐dimensional generalized additive model: Unified theory and methods	1
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	1
On some publications of Sir David Cox	1
Projection‐based and cross‐validated estimation in high‐dimensional Cox model	1
Partial correlation graphical LASSO	1
Approximate exchangeability and de Finetti priors in 2022	1
Robust sure independence screening for nonpolynomial dimensional generalized linear models	1
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables	1
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	1
Robust inference with censored survival data	1
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data	1
Time‐varying β‐model for dynamic directed networks	1
Optimal designs for the development of personalized treatment rules	1
Confidence intervals in monotone regression	1
Variable selection for high‐dimensional generalized linear model with block‐missing data	1
Bayesian mixture models (in)consistency for the number of clusters	1
The negative binomial process: A tractable model with composite likelihood‐based inference	1
Modeling multivariate extreme value distributions via Markov trees	1
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Approximate reference priors for Gaussian random fields	1
Sequential change point tests based on U‐statistics	1
Extrapolation estimation for nonparametric regression with measurement error	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	1
Outlier detection based on extreme value theory and applications	1
G‐optimal grid designs for kriging models	1
The role of propensity score structure in asymptotic efficiency of estimated conditional quantile treatment effect	1
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	1
Nonparametric asymptotic confidence intervals for extreme quantiles	1
Epistemic confidence in the observed confidence interval	1
Estimation of the conditional tail moment for Weibull‐type distributions	1
Identifying groups of determinants in Bayesian model averaging using Dirichlet process clustering	1
Large spatial data modeling and analysis: A Krylov subspace approach	1
Pointwise comparison of two multivariate density functions	1
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	1
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Estimation for change point of discretely observed ergodic diffusion processes	1
On estimation in the nested case‐control design under nonproportional hazards	1
Approximate Bayesian inference for a spatial point process model exhibiting regularity and random aggregation	1
Efficiency of naive estimators for accelerated failure time models under length‐biased sampling	1
Asymptotic properties of resampling‐based processes for the average treatment effect in observational studies with competing risks	1
A robust model averaging approach for partially linear models with responses missing at random	1
Asymptotic theory for the inference of the latent trawl model for extreme values	1
Two‐part D‐vine copula models for longitudinal insurance claim data	1
Estimating absorption time distributions of general Markov jump processes	1
Semiparametric analysis of interval‐censored failure time data with outcome‐dependent observation schemes	1
Dimension‐independent Markov chain Monte Carlo on the sphere	1
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE	1
Multivariate quantiles with both overall and directional probability interpretation	1
Conditional distribution regression for functional responses	1
Maximum likelihood estimator for skew Brownian motion: The convergence rate	1
Spectral analysis of Markov switching GARCH models with statistical inference	1
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Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data	1
Adaptive estimation of intensity in a doubly stochastic Poisson process	1
Double debiased transfer learning for adaptive Huber regression	1
Bias approximations for likelihood‐based estimators	1
A historical overview of textbook presentations of statistical science	1
The geometry of Gaussian double Markovian distributions	1
Statistical inference with semiparametric nonignorable nonresponse models	1
Nonparametric volatility change detection	1
Penalized angular regression for personalized predictions	1
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	1