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 2020-11-01 to 2024-11-01.)

Article	Citations
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	21
Stable inverse probability weighting estimation for longitudinal studies	20
Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case	19
Nonparametric extreme conditional expectile estimation	13
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	13
Multivariate conditional transformation models	11
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	10
Flexible clustering via hidden hierarchical Dirichlet priors	10
Functional central limit theorems for persistent Betti numbers on cylindrical networks	9
Expectile‐based measures of skewness	9
Emulation‐based inference for spatial infectious disease transmission models incorporating event time uncertainty	6
Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models	6
A new lack‐of‐fit test for quantile regression with censored data	5
Statistics for Gaussian random fields with unknown location and scale using Lipschitz‐Killing curvatures	5
Generalizing the information content for stepped wedge designs: A marginal modeling approach	5
Copula measures and Sklar's theorem in arbitrary dimensions	5
An n‐dimensional Rosenbrock distribution for Markov chain Monte Carlo testing	5
Nonparametric estimation of the fragmentation kernel based on a partial differential equation stationary distribution approximation	4
Exact uniformly most powerful postselection confidence distributions	4
Nonparametric adaptive estimation for interacting particle systems	4
Break point detection for functional covariance	4
Improving Lasso for model selection and prediction	4
Identification and estimation of threshold matrix‐variate factor models	4
The Kendall and Spearman rank correlations of the bivariate skew normal distribution	4
Multiply robust matching estimators of average and quantile treatment effects	4

Asymptotic theory for statistics based on cumulant vectors with applications	4
Multiply robust estimators of causal effects for survival outcomes	4
Design for order‐of‐addition experiments with two‐level components	3
The Greenwood statistic, stochastic dominance, clustering and heavy tails	3
Deep neural network classifier for multidimensional functional data	3
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel	3
On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising	3
Bivariate change point detection: Joint detection of changes in expectation and variance	3
Statistical inference for Cox proportional hazards models with a diverging number of covariates	3
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	3
High‐dimensional robust inference for Cox regression models using desparsified Lasso	3
Interactions and computer experiments	3
On the robustness to outliers of the Student‐t process	3
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	3
Empirical best prediction of small area bivariate parameters	3
Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach	3
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	3
Distributed inference for two‐sample U‐statistics in massive data analysis	3
Sequential monitoring of high‐dimensional time series	3
Cramér‐von Mises tests for change points	3
Transform orders and stochastic monotonicity of statistical functionals	3
Robust optimal estimation of location from discretely sampled functional data	2
Envelopes for censored quantile regression	2
Tests of multivariate copula exchangeability based on Lévy measures	2
Detecting early or late changes in linear models with heteroscedastic errors	2
Moment‐based estimation for the multivariate COGARCH(1,1) process	2
Generalized linear model for subordinated Lévy processes	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
Pitfalls of amateur regression: The Dutch New Herring controversies	2
Frequentist model averaging for envelope models	2
Semiparametric estimation and model selection for conditional mixture copula models	2
Equivalence theorems for c and DA‐optimality for linear mixed effects models with applications to multitreatment group assignments in health care	2
Preliminary test estimation in uniformly locally asymptotically normal models	2
Combining information across diverse sources: The II‐CC‐FF paradigm	2
Multivariate boundary regression models	2
Multidimensional parameter estimation of heavy‐tailed moving averages	2
Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models	2
Sparse principal component analysis for high‐dimensional stationary time series	2
Nonstationary space–time covariance functions induced by dynamical systems	2
State estimation for aoristic models	2
Soft maximin estimation for heterogeneous data	2
Efficient spatial designs using Hausdorff distances and Bayesian optimization	2
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	2
A reproducing kernel Hilbert space log‐rank test for the two‐sample problem	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
Improper priors and improper posteriors	2
Large‐scale simultaneous inference under dependence	2