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 2021-09-01 to 2025-09-01.)

Article	Citations
	33
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	21
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	17
Issue Information	13
Robust optimal estimation of location from discretely sampled functional data	9
Asymptotic inference of the ARMA model with time‐functional variance noises	9
Editorial	8
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	8
On some publications of Sir David Cox	8
Sparse concordance‐based ordinal classification	8
Nonparametric adaptive estimation for interacting particle systems	8
Empirical best prediction of small area bivariate parameters	8
Kernel mean embedding of probability measures and its applications to functional data analysis	8
Sparse principal component analysis for high‐dimensional stationary time series	7
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	7
Revisiting the sequence symmetry analysis design	7
Statistical inference in the presence of imputed survey data through regression trees and random forests	6
A joint estimation approach for monotonic regression functions in general dimensions	6
Estimating absorption time distributions of general Markov jump processes	6
Testing relevant hypotheses in functional variance function via self‐normalization	5
Bandwidth selection for kernel intensity estimators for spatial point processes	5
Lancaster correlation: A new dependence measure linked to maximum correlation	5
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	5
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	4
Confidence intervals in monotone regression	4

Sequential change point tests based on U‐statistics	4
	4
Pointwise comparison of two multivariate density functions	4
Construction of maximum projection Latin hypercube designs using number‐theoretic methods	4
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	4
Interactions and computer experiments	4
Weighted reduced rank estimators under cointegration rank uncertainty	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	4
Selection of linear mixed‐effects models for clustered data	4
On high‐dimensional variance estimation in survey sampling	4
Deep neural network classifier for multidimensional functional data	3
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	3
	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
A proper concordance index for models with crossing hazards	3
Empirical and instance‐dependent estimation of Markov chain and mixing time	3
	3
Corrigendum to “Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions” published in Scandinavian Journal of Statistics (2013), vol. 40, pp. 42–62	3
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	3
A special section honoring Nils Lid Hjort	3
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	3
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	3
Distorted distributions and ROC curves	3
	3
Semiparametric regression with localized Bregman divergence	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
Learning under commission and omission event outliers	3
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	3
On maximizing the likelihood function of general geostatistical models	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
Time‐varying β‐model for dynamic directed networks	2
On the robustness to outliers of the Student‐t process	2
Accurate bias estimation with applications to focused model selection	2
Errata for “A framework for covariate balance using Bregman distances”	2
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	2
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	2
	2
A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages	2
Conditional Aalen–Johansen estimation	2
Looking back: Selected contributions by C. R. Rao to multivariate analysis	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Sparse additive models in high dimensions with wavelets	2
Collapsibility of the Conditional Models of CG‐Graphical Models	2
Extrapolation estimation for nonparametric regression with measurement error	2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2
Bayesian nonparametric estimation in the current status continuous mark model	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2

Approximate reference priors for Gaussian random fields	2
Issue Information	2
Regularized t$$ t $$ distribution: definition, properties, and applications	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
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates	2
Prior distributions expressing ignorance about convex increasing failure rates	2