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 2021-10-01 to 2025-10-01.)

Article	Citations
Robust optimal estimation of location from discretely sampled functional data	35
	23
Kernel mean embedding of probability measures and its applications to functional data analysis	18
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	15
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	10
Asymptotic inference of the ARMA model with time‐functional variance noises	9
Nonparametric adaptive estimation for interacting particle systems	9
Issue Information	9
On some publications of Sir David Cox	9
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
Sparse principal component analysis for high‐dimensional stationary time series	8
Empirical best prediction of small area bivariate parameters	8
Sparse concordance‐based ordinal classification	8
Editorial	8
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	7
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	7
Bandwidth selection for kernel intensity estimators for spatial point processes	7
A joint estimation approach for monotonic regression functions in general dimensions	6
Revisiting the sequence symmetry analysis design	6
Testing relevant hypotheses in functional variance function via self‐normalization	6
Statistical inference in the presence of imputed survey data through regression trees and random forests	6
Estimating absorption time distributions of general Markov jump processes	6
Pointwise comparison of two multivariate density functions	5
Lancaster correlation: A new dependence measure linked to maximum correlation	5
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	5

Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	5
On high‐dimensional variance estimation in survey sampling	4
	4
Construction of maximum projection Latin hypercube designs using number‐theoretic methods	4
Sequential change point tests based on U‐statistics	4
Distorted distributions and ROC curves	4
Weighted reduced rank estimators under cointegration rank uncertainty	4
Interactions and computer experiments	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	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
Confidence intervals in monotone regression	4
Deep neural network classifier for multidimensional functional data	4
Selection of linear mixed‐effects models for clustered data	4
	4
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
A proper concordance index for models with crossing hazards	3
Regularized t$$ t $$ distribution: definition, properties, and applications	3
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	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
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	3
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	3
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	3
A special section honoring Nils Lid Hjort	3
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	3
Empirical and instance‐dependent estimation of Markov chain and mixing time	3
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	3
Bayesian nonparametric estimation in the current status continuous mark model	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
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates	3
Semiparametric regression with localized Bregman divergence	3
	3
A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages	2
Approximate reference priors for Gaussian random fields	2
Sparse additive models in high dimensions with wavelets	2
Time‐varying β‐model for dynamic directed networks	2
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
Looking back: Selected contributions by C. R. Rao to multivariate analysis	2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2
On maximizing the likelihood function of general geostatistical models	2
Errata for “A framework for covariate balance using Bregman distances”	2
	2
Extrapolation estimation for nonparametric regression with measurement error	2
Accurate bias estimation with applications to focused model selection	2
Collapsibility of the Conditional Models of CG‐Graphical Models	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
Issue Information	2
	2

On the robustness to outliers of the Student‐t process	2
Prior distributions expressing ignorance about convex increasing failure rates	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Issue Information	2
Learning under commission and omission event outliers	2
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
Issue Information	2
Conditional Aalen–Johansen estimation	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2