OOIR: Observatory of International Research

Papers

(The TQCC 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 2021-02-01 to 2025-02-01.)

Article	Citations
	22
	21
State estimation for aoristic models	13
	10
Robust sure independence screening for nonpolynomial dimensional generalized linear models	10
The effect of the working correlation on fitting models to longitudinal data	9
The Kendall and Spearman rank correlations of the bivariate skew normal distribution	9
Kernel mean embedding of probability measures and its applications to functional data analysis	6
Empirical and instance‐dependent estimation of Markov chain and mixing time	6
Semiparametric estimation and model selection for conditional mixture copula models	5
Statistical inference for Cox proportional hazards models with a diverging number of covariates	5
	5
Issue Information	4
Adaptive estimation of intensity in a doubly stochastic Poisson process	4
	4
Conditional Monte Carlo revisited	4
Posterior consistency for the spectral density of non‐Gaussian stationary time series	4
A conversation with Nils Lid Hjort	4
Some mechanisms leading to underdispersion: Old and new proposals	4
Asymptotic inference of the ARMA model with time‐functional variance noises	4
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	4
Nonparametric estimation of densities on the hypersphere using a parametric guide	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
Flexible clustering via hidden hierarchical Dirichlet priors	3
Maximum likelihood estimator for skew Brownian motion: The convergence rate	3

On some publications of Sir David Cox	3
Issue Information	3
Robust optimal estimation of location from discretely sampled functional data	3
Partial correlation graphical LASSO	3
Copula measures and Sklar's theorem in arbitrary dimensions	3
Issue Information	3
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	3
Empirical best prediction of small area bivariate parameters	3
G‐optimal grid designs for kriging models	3
Epistemic confidence in the observed confidence interval	3
Transform orders and stochastic monotonicity of statistical functionals	3
Stable inverse probability weighting estimation for longitudinal studies	3
Regression‐based network‐flow and inner‐matrix reconstruction	3
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	3
Nonstationary space–time covariance functions induced by dynamical systems	3
Flexible specification testing in quantile regression models	2
Editorial	2
Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model	2
Extrapolation estimation for nonparametric regression with measurement error	2
Two‐part D‐vine copula models for longitudinal insurance claim data	2
Enriched Pitman–Yor processes	2
Daisee: Adaptive importance sampling by balancing exploration and exploitation	2
Efficient inference of longitudinal/functional data models with time‐varying additive structure	2
Sparse concordance‐based ordinal classification	2
Dimension‐independent Markov chain Monte Carlo on the sphere	2
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	2
Regularized t$$ t $$ distribution: definition, properties, and applications	2
Multivariate quantiles with both overall and directional probability interpretation	2
4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019	2
Nonparametric adaptive estimation for interacting particle systems	2
Nearly unstable integer‐valued ARCH process and unit root testing	2
	2
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	2
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	2
Emulation‐based inference for spatial infectious disease transmission models incorporating event time uncertainty	2
Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression	2
Bayesian nonparametric estimation in the current status continuous mark model	2
Comments on Divergence vs. Decision P‐values	2
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	2
Editorial	2
Sparse principal component analysis for high‐dimensional stationary time series	1
Issue Information	1
Frequentist model averaging for envelope models	1
Model‐based clustering in simple hypergraphs through a stochastic blockmodel	1
Confidence bands for survival curves from outcome‐dependent stratified samples	1
Asymptotic theory for statistics based on cumulant vectors with applications	1
Use of multiple imputation in supersampled nested case‐control and case‐cohort studies	1
Envelopes for multivariate linear regression with linearly constrained coefficients	1
Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation	1
Robust Lasso‐Zero for sparse corruption and model selection with missing covariates	1

Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	1
Martingale posterior distributions for cumulative hazard functions	1
A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot	1
Statistical evidence and surprise unified under possibility theory	1
Bivariate change point detection: Joint detection of changes in expectation and variance	1
Minimax estimation of functional principal components from noisy discretized functional data	1
Remove unwanted variation retrieves unknown experimental designs	1
Bayesian mixture models (in)consistency for the number of clusters	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Approximate reference priors for Gaussian random fields	1
Greenland, S. (2023). Divergence vs. decision P‐values: A distinction worth making in theory and keeping in practice. Scandinavian Journal of Statistics, 50, 1–35, https://onlinelibrary.wiley.c	1
Cramér‐von Mises tests for change points	1
Large‐scale simultaneous inference under dependence	1
Exact uniformly most powerful postselection confidence distributions	1
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	1
Structure learning for continuous time Bayesian networks via penalized likelihood	1
Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions	1
Inference for all variants of the multivariate coefficient of variation in factorial designs	1
Pitfalls of amateur regression: The Dutch New Herring controversies	1
Regularization in dynamic random‐intercepts models for analysis of longitudinal data	1
Bayesian inverse problems with heterogeneous variance	1
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	1
Issue Information	1
Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers	1
Revisiting the sequence symmetry analysis design	1
Prior distributions expressing ignorance about convex increasing failure rates	1
Multivariate geometric anisotropic Cox processes	1
A robust model averaging approach for partially linear models with responses missing at random	1
Estimation of treatment effect among treatment responders with a time‐to‐event endpoint	1
Accurate bias estimation with applications to focused model selection	1
Cutoff for a class of auto‐regressive models with vanishing additive noise	1
Identification and estimation of threshold matrix‐variate factor models	1
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
Estimating absorption time distributions of general Markov jump processes	1
Multiply robust estimators of causal effects for survival outcomes	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1
A special section honoring Nils Lid Hjort	1
Sparse additive models in high dimensions with wavelets	1
Expectile‐based measures of skewness	1
Issue Information	1
Empirical likelihood M‐estimation for the varying‐coefficient model with functional response	1
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	1
Issue Information	1
Lancaster correlation: A new dependence measure linked to maximum correlation	1
Issue Information	1
Factorized estimation of high‐dimensional nonparametric covariance models	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
Robust quasi‐randomization‐based estimation with ensemble learning for missing data	1
Improper priors and improper posteriors	1
Tobit models for count time series	1
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE	1
Efficiency of naive estimators for accelerated failure time models under length‐biased sampling	1
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	1
Modeling multivariate extreme value distributions via Markov trees	1