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 2022-07-01 to 2026-07-01.)

Article	Citations
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	41
On some publications of Sir David Cox	30
	21
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	15
Kernel mean embedding of probability measures and its applications to functional data analysis	12
Asymptotic inference of the ARMA model with time‐functional variance noises	12
Spectral characteristics of Harmonizable VARMA processes	11
Time‐Varying Degree‐Corrected Stochastic Block Models	11
Editorial	9
Empirical best prediction of small area bivariate parameters	9
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	9
Group Regression With Tailored Penalties for High‐Dimensional Data With or Without Predefined Groups	8
Nonparametric adaptive estimation for interacting particle systems	8
Greenland, S. (2023). Divergence vs. decision P‐values: A distinction worth making in theory and keeping in practice. Scandinavian Journal of Statistics	8
Sparse concordance‐based ordinal classification	8
Sparse principal component analysis for high‐dimensional stationary time series	7
Revisiting the sequence symmetry analysis design	7
A joint estimation approach for monotonic regression functions in general dimensions	7
Statistical inference in the presence of imputed survey data through regression trees and random forests	7
Variable selection via thresholding	7
Efficient multiple‐robust estimation for nonresponse data under informative sampling	7
Estimating absorption time distributions of general Markov jump processes	6
Optimal subsampling for estimation of dimension reduction directions	6
Lancaster correlation: A new dependence measure linked to maximum correlation	6
Issue Information	6

Bandwidth selection for kernel intensity estimators for spatial point processes	6
Fixed effects Bayesian testing in high‐dimensional linear mixed models	6
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	5
On high‐dimensional variance estimation in survey sampling	5
	5
Testing relevant hypotheses in functional variance function via self‐normalization	5
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	5
Weighted reduced rank estimators under cointegration rank uncertainty	5
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	5
A general framework on conditions for constraint‐based causal learning	5
Distorted distributions and ROC curves	4
Kernel‐based marginal testing for covariate effects in high‐dimensional settings	4
Issue Information	4
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo 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
	4
Selection of linear mixed‐effects models for clustered data	4
Confidence intervals in monotone regression	4
Recursive Bayesian prediction of remaining useful life for gamma degradation process under conjugate priors	4
Deep neural network classifier for multidimensional functional data	4
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	4
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects	4
Construction of maximum projection Latin hypercube designs using number‐theoretic methods	4
Issue Information	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	4
Semiparametric regression with localized Bregman divergence	4
	4
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
Empirical and instance‐dependent estimation of Markov chain and mixing time	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
A proper concordance index for models with crossing hazards	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
	3
A special section honoring Nils Lid Hjort	3
Regularized t$$ t $$ distribution: definition, properties, and applications	3
Semiparametric regression for circular response with application in ecology	3
Extrapolation estimation for nonparametric regression with measurement error	3
Repelled Point Processes With Application to Numerical Integration	3
	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
Learning under commission and omission event outliers	3
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	3
Rolf Sundberg's contribution to the Discussion of “On optimal linear prediction” by I. Helland	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
Dimension reduction for optimal design problems with Kronecker product structure	3
Distributed inference for two‐sample U‐statistics in massive data analysis	2
On the robustness to outliers of the Student‐t process	2
Accurate bias estimation with applications to focused model selection	2

Collapsibility of the Conditional Models of CG‐Graphical Models	2
On maximizing the likelihood function of general geostatistical models	2
Efficient drift parameter estimation for ergodic solutions of backward SDEs	2
Issue Information	2
Issue Information	2
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	2
Estimation of generalized tail distortion risk measures with applications in reinsurance	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
David J. Olive's contribution to the Discussion of “On optimal linear prediction” by I. Helland	2
Sparse additive models in high dimensions with wavelets	2
	2
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	2
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	2
	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
On goodness‐of‐fit testing for self‐exciting point processes	2
Time‐varying β‐model for dynamic directed networks	2
Conditional Aalen–Johansen estimation	2
Errata for “A framework for covariate balance using Bregman distances”	2
Extended generalized Marshall–Olkin model for dependent censoring	2
Issue Information	2
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	2
Sensitivity analysis for generalized estimating equation with non‐ignorable missing data	2
Asymptotic approximation of the likelihood of stationary determinantal point processes	2
A non‐asymptotic analysis of the single component PLS regression	2
	2
Looking back: Selected contributions by C. R. Rao to multivariate analysis	2
Double debiased transfer learning for adaptive Huber regression	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2