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 2020-03-01 to 2024-03-01.)

Article	Citations
Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case	17
Multiscale change point detection for dependent data	16
Stable inverse probability weighting estimation for longitudinal studies	15
Max‐infinitely divisible models and inference for spatial extremes	13
Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo	11
Linear censored quantile regression: A novel minimum‐distance approach	11
Functional central limit theorems for persistent Betti numbers on cylindrical networks	10
Identifiability and estimation of recursive max‐linear models	10
Nonparametric extreme conditional expectile estimation	9
Expectile‐based measures of skewness	8
A test for Gaussianity in Hilbert spaces via the empirical characteristic functional	8
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	8
Multivariate conditional transformation models	8
Stratified proportional subdistribution hazards model with covariate‐adjusted censoring weight for case‐cohort studies	7
Multivariate analysis of variance and change points estimation for high‐dimensional longitudinal data	7
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	6
Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces	6
A new Gini correlation between quantitative and qualitative variables	6
Flexible clustering via hidden hierarchical Dirichlet priors	6
Post hoc false positive control for structured hypotheses	6
Bayesian variable selection for multioutcome models through shared shrinkage	6
An n‐dimensional Rosenbrock distribution for Markov chain Monte Carlo testing	5
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	5
Multiply robust estimators of causal effects for survival outcomes	5
A goodness‐of‐fit test for the functional linear model with functional response	5

A new lack‐of‐fit test for quantile regression with censored data	5
Pseudo likelihood‐based estimation and testing of missingness mechanism function in nonignorable missing data problems	5
Asymptotic theory for statistics based on cumulant vectors with applications	4
Statistics for Gaussian random fields with unknown location and scale using Lipschitz‐Killing curvatures	4
Ordinal patterns in long‐range dependent time series	4
Copula measures and Sklar's theorem in arbitrary dimensions	4
Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models	4
A framework for covariate balance using Bregman distances	4
Statistical inference for Cox proportional hazards models with a diverging number of covariates	3
Multiply robust matching estimators of average and quantile treatment effects	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
Ensemble updating of binary state vectors by maximizing the expected number of unchanged components	3
Emulation‐based inference for spatial infectious disease transmission models incorporating event time uncertainty	3
On the assumption of independent right censoring	3
High‐dimensional robust inference for Cox regression models using desparsified Lasso	3
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	3
Interactions and computer experiments	3
Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations	3
The Kendall and Spearman rank correlations of the bivariate skew normal distribution	3
Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach	3
Nonparametric estimation of the fragmentation kernel based on a partial differential equation stationary distribution approximation	3
Generalizing the information content for stepped wedge designs: A marginal modeling approach	3
Maximum likelihood estimation for totally positive log‐concave densities	3
Multivariate boundary regression models	2
Combining information across diverse sources: The II‐CC‐FF paradigm	2
Moment‐based estimation for the multivariate COGARCH(1,1) process	2
Sequential monitoring of high‐dimensional time series	2
Cramér‐von Mises tests for change points	2
Failure time studies with intermittent observation and losses to follow‐up	2
Semiparametric estimation and model selection for conditional mixture copula models	2
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	2
Tests of multivariate copula exchangeability based on Lévy measures	2
Computationally efficient familywise error rate control in genome‐wide association studies using score tests for generalized linear models	2
Detecting early or late changes in linear models with heteroscedastic errors	2
A reproducing kernel Hilbert space log‐rank test for the two‐sample problem	2
Estimation of change‐point for a class of count time series models	2
Grenander functionals and Cauchy's formula	2
Accounting for model uncertainty in multiple imputation under complex sampling	2
Sufficient dimension reduction based on distance‐weighted discrimination	2
Preliminary test estimation in uniformly locally asymptotically normal models	2
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	2
The Greenwood statistic, stochastic dominance, clustering and heavy tails	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel	2
Empirical best prediction of small area bivariate parameters	2
Transform orders and stochastic monotonicity of statistical functionals	2
Break point detection for functional covariance	2
Identifying groups of determinants in Bayesian model averaging using Dirichlet process clustering	1
Bias approximations for likelihood‐based estimators	1
A historical overview of textbook presentations of statistical science	1

Robust inference with censored survival data	1
Soft maximin estimation for heterogeneous data	1
Local quadratic estimation of the curvature in a functional single index model	1
Objective priors in the empirical Bayes framework	1
Spectral analysis of Markov switching GARCH models with statistical inference	1
Bayesian nonparametric estimation in the current status continuous mark model	1
Optimal designs for the development of personalized treatment rules	1
Orientation relationship in finite dimensional space	1
Deep neural network classifier for multidimensional functional data	1
Distributed inference for two‐sample U‐statistics in massive data analysis	1
Schwartz‐type model selection for ergodic stochastic differential equation models	1
Locally adaptive Bayesian isotonic regression using half shrinkage priors	1
Identification and estimation of threshold matrix‐variate factor models	1
	1
Semiparametric analysis of interval‐censored failure time data with outcome‐dependent observation schemes	1
Estimating absorption time distributions of general Markov jump processes	1
Multivariate extremes over a random number of observations	1
Conditional distribution regression for functional responses	1
Extrapolation estimation for nonparametric regression with measurement error	1
On estimation in the nested case‐control design under nonproportional hazards	1
Time‐varying β‐model for dynamic directed networks	1
Semiparametric estimation with spatially correlated recurrent events	1
Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models	1
Feature screening for case‐cohort studies with failure time outcome	1
Pointwise comparison of two multivariate density functions	1
Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care	1
Nonparametric volatility change detection	1
The negative binomial process: A tractable model with composite likelihood‐based inference	1
General purpose multiply robust data integration procedures for handling nonprobability samples	1
Nonparametric adaptive estimation for interacting particle systems	1
Penalized angular regression for personalized predictions	1
Variable screening for survival data in the presence of heterogeneous censoring	1
Clustering with statistical error control	1
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	1
Large‐scale simultaneous inference under dependence	1
Efficient spatial designs using Hausdorff distances and Bayesian optimization	1
Bivariate change point detection: Joint detection of changes in expectation and variance	1
Robust optimal estimation of location from discretely sampled functional data	1
Projection‐based and cross‐validated estimation in high‐dimensional Cox model	1
Exact uniformly most powerful postselection confidence distributions	1
Nonstationary space–time covariance functions induced by dynamical systems	1
Multidimensional parameter estimation of heavy‐tailed moving averages	1
Testing the missing at random assumption in generalized linear models in the presence of instrumental variables	1
Approximate exchangeability and de Finetti priors in 2022	1
Robust estimation for discrete‐time state space models	1
Approximate Bayesian inference for a spatial point process model exhibiting regularity and random aggregation	1
On the robustness to outliers of the Student‐t process	1
Envelopes for censored quantile regression	1
Nonparametric asymptotic confidence intervals for extreme quantiles	1
Statistical inference with semiparametric nonignorable nonresponse models	1
On inference for modes under long memory	1
Dimension‐independent Markov chain Monte Carlo on the sphere	1
Estimation for change point of discretely observed ergodic diffusion processes	1
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	1
Sequential change point tests based on U‐statistics	1
Improving Lasso for model selection and prediction	1
Two‐part D‐vine copula models for longitudinal insurance claim data	1
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	1
Modeling multivariate extreme value distributions via Markov trees	1
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	1
Ultrahigh‐dimensional generalized additive model: Unified theory and methods	1
Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers	1
Models and inference for on–off data via clipped Ornstein–Uhlenbeck processes	1
Outlier detection based on extreme value theory and applications	1
Pitfalls of amateur regression: The Dutch New Herring controversies	1
Robust sure independence screening for nonpolynomial dimensional generalized linear models	1
Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data	1
The geometry of Gaussian double Markovian distributions	1