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 2021-05-01 to 2025-05-01.)

Article	Citations
Issue Information	28
Kernel mean embedding of probability measures and its applications to functional data analysis	27
	16
On some publications of Sir David Cox	15
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	13
Conditional Monte Carlo revisited	9
Asymptotic inference of the ARMA model with time‐functional variance noises	8
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	8
Robust optimal estimation of location from discretely sampled functional data	8
Editorial	7
Sparse concordance‐based ordinal classification	7
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	6
Nonparametric adaptive estimation for interacting particle systems	6
Empirical best prediction of small area bivariate parameters	6
Revisiting the sequence symmetry analysis design	5
Statistical inference in the presence of imputed survey data through regression trees and random forests	5
Lancaster correlation: A new dependence measure linked to maximum correlation	5
Sparse principal component analysis for high‐dimensional stationary time series	5
Bandwidth selection for kernel intensity estimators for spatial point processes	4
A joint estimation approach for monotonic regression functions in general dimensions	4
Confidence intervals in monotone regression	4
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	4
Testing relevant hypotheses in functional variance function via self‐normalization	4
Estimating absorption time distributions of general Markov jump processes	4
	3

Selection of linear mixed‐effects models for clustered data	3
Sequential change point tests based on U‐statistics	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
Conditional distribution regression for functional responses	3
Generalized linear model for subordinated Lévy processes	3
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	3
Interactions and computer experiments	3
Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data	3
Deep neural network classifier for multidimensional functional data	3
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	3
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	3
Weighted reduced rank estimators under cointegration rank uncertainty	3
On high‐dimensional variance estimation in survey sampling	3
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	3
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	3
	3
Pointwise comparison of two multivariate density functions	3
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	2
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	2
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	2
	2
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2
Prior distributions expressing ignorance about convex increasing failure rates	2
Issue Information	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
Semiparametric regression with localized Bregman divergence	2
Empirical and instance‐dependent estimation of Markov chain and mixing time	2
Bayesian nonparametric estimation in the current status continuous mark model	2
A special section honoring Nils Lid Hjort	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers	2
Accurate bias estimation with applications to focused model selection	2
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	2
Regularized t$$ t $$ distribution: definition, properties, and applications	2
	2
Extrapolation estimation for nonparametric regression with measurement error	2
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	2
	2
Errata for “A framework for covariate balance using Bregman distances”	2
Approximate reference priors for Gaussian random fields	2
Sparse additive models in high dimensions with wavelets	2
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	1
Remove unwanted variation retrieves unknown experimental designs	1
A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages	1
Daisee: Adaptive importance sampling by balancing exploration and exploitation	1
Data‐driven estimation for multithreshold accelerated failure time model	1
Looking back: Selected contributions by C. R. Rao to multivariate analysis	1
Ultrahigh‐dimensional generalized additive model: Unified theory and methods	1
Multiply robust matching estimators of average and quantile treatment effects	1

Estimation of win, loss probabilities, and win ratio based on right‐censored event data	1
Efficient semiparametric estimation of time‐censored intensity‐reduction models for repairable systems	1
Efficient drift parameter estimation for ergodic solutions of backward SDEs	1
On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising	1
	1
Likelihood analysis of latent functional response regression models for sequences of correlated binary data	1
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	1
Flexible clustering via hidden hierarchical Dirichlet priors	1
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	1
Modeling multivariate extreme value distributions via Markov trees	1
On the robustness to outliers of the Student‐t process	1
Statistical inference for Cox proportional hazards models with a diverging number of covariates	1
	1
Issue Information	1
Estimation of graphical models for skew continuous data	1
Multidimensional parameter estimation of heavy‐tailed moving averages	1
Moment‐based estimation for the multivariate COGARCH(1,1) process	1
Asymptotic approximation of the likelihood of stationary determinantal point processes	1
A historical overview of textbook presentations of statistical science	1
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes	1
Unconditional empirical likelihood approach for analytic use of public survey data	1
Identifying groups of determinants in Bayesian model averaging using Dirichlet process clustering	1
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	1
Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data	1
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	1
Enriched Pitman–Yor processes	1
Distributed inference for two‐sample U‐statistics in massive data analysis	1
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
Time‐varying β‐model for dynamic directed networks	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
Envelopes for censored quantile regression	1
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	1
Double debiased transfer learning for adaptive Huber regression	1
The role of propensity score structure in asymptotic efficiency of estimated conditional quantile treatment effect	1
On maximizing the likelihood function of general geostatistical models	1
Kernel density estimation in metric spaces	1
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	1
Issue Information	1
Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs	1
	1
The geometry of Gaussian double Markovian distributions	1
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	1
Density estimation and regression analysis on hyperspheres in the presence of measurement error	1
Issue Information	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Conditional Aalen–Johansen estimation	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1