OOIR: Observatory of International Research

Papers

(The TQCC of Scandinavian Journal of Statistics is 2. 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 2022-06-01 to 2026-06-01.)

Article	Citations
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	40
On some publications of Sir David Cox	30
	18
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	13
Kernel mean embedding of probability measures and its applications to functional data analysis	12
Time‐Varying Degree‐Corrected Stochastic Block Models	11
Asymptotic inference of the ARMA model with time‐functional variance noises	11
Spectral characteristics of Harmonizable VARMA processes	10
Editorial	9
Empirical best prediction of small area bivariate parameters	9
Sparse concordance‐based ordinal classification	8
Sparse principal component analysis for high‐dimensional stationary time series	8
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	8
Nonparametric adaptive estimation for interacting particle systems	7
Group Regression With Tailored Penalties for High‐Dimensional Data With or Without Predefined Groups	7
Greenland, S. (2023). Divergence vs. decision P‐values: A distinction worth making in theory and keeping in practice. Scandinavian Journal of Statistics	7
Fixed effects Bayesian testing in high‐dimensional linear mixed models	6
Revisiting the sequence symmetry analysis design	6
Testing relevant hypotheses in functional variance function via self‐normalization	6
Optimal subsampling for estimation of dimension reduction directions	6
Statistical inference in the presence of imputed survey data through regression trees and random forests	6
Variable selection via thresholding	6
Issue Information	6
A joint estimation approach for monotonic regression functions in general dimensions	6
Efficient multiple‐robust estimation for nonresponse data under informative sampling	6

Estimating absorption time distributions of general Markov jump processes	5
On high‐dimensional variance estimation in survey sampling	5
Bandwidth selection for kernel intensity estimators for spatial point processes	5
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	5
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	5
Lancaster correlation: A new dependence measure linked to maximum correlation	5
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	5
A general framework on conditions for constraint‐based causal learning	4
Confidence intervals in monotone regression	4
Selection of linear mixed‐effects models for clustered data	4
Deep neural network classifier for multidimensional functional data	4
Semiparametric regression with localized Bregman divergence	4
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects	4
	4
Recursive Bayesian prediction of remaining useful life for gamma degradation process under conjugate priors	4
Distorted distributions and ROC curves	4
Construction of maximum projection Latin hypercube designs using number‐theoretic methods	4
Corrigendum to “Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions” published in Scandinavian Journal of Statistics (2013), vol. 40, pp. 42–62	4
Weighted reduced rank estimators under cointegration rank uncertainty	4
Kernel‐based marginal testing for covariate effects in high‐dimensional settings	4
Issue Information	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	4
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	4
Issue Information	4
Regularized t$$ t $$ distribution: definition, properties, and applications	3
Rolf Sundberg's contribution to the Discussion of “On optimal linear prediction” by I. Helland	3
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
Empirical and instance‐dependent estimation of Markov chain and mixing time	3
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	3
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	3
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates	3
A special section honoring Nils Lid Hjort	3
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	3
	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
Dimension reduction for optimal design problems with Kronecker product structure	3
Discussion of “Divergence vs. Decision P$$ P $$‐values: A Distinction Worth Making in Theory and Keeping in Practice – or, How Divergence P$$ P $$‐values Measure Evidence Even When Decision P$$ P $$‐v	3
Semiparametric regression for circular response with application in ecology	3
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	3
	3
	3
	3
General purpose multiply robust data integration procedures for handling nonprobability samples	2
Asymptotic approximation of the likelihood of stationary determinantal point processes	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Looking back: Selected contributions by C. R. Rao to multivariate analysis	2
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
Accurate bias estimation with applications to focused model selection	2

On the robustness to outliers of the Student‐t process	2
Collapsibility of the Conditional Models of CG‐Graphical Models	2
David J. Olive's contribution to the Discussion of “On optimal linear prediction” by I. Helland	2
Learning under commission and omission event outliers	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
On maximizing the likelihood function of general geostatistical models	2
A non‐asymptotic analysis of the single component PLS regression	2
Double debiased transfer learning for adaptive Huber regression	2
Estimation of generalized tail distortion risk measures with applications in reinsurance	2
Issue Information	2
	2
Errata for “A framework for covariate balance using Bregman distances”	2
Extended generalized Marshall–Olkin model for dependent censoring	2
Repelled Point Processes With Application to Numerical Integration	2
A proper concordance index for models with crossing hazards	2
Sparse additive models in high dimensions with wavelets	2
Conditional Aalen–Johansen estimation	2
Issue Information	2
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	2
	2
Efficient drift parameter estimation for ergodic solutions of backward SDEs	2
Time‐varying β‐model for dynamic directed networks	2
On goodness‐of‐fit testing for self‐exciting point processes	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2
Sensitivity analysis for generalized estimating equation with non‐ignorable missing data	2
Issue Information	2
Extrapolation estimation for nonparametric regression with measurement error	2