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 2021-12-01 to 2025-12-01.)

Article	Citations
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	37
Robust optimal estimation of location from discretely sampled functional data	26
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	18
Issue Information	15
Kernel mean embedding of probability measures and its applications to functional data analysis	11
On some publications of Sir David Cox	10
Asymptotic inference of the ARMA model with time‐functional variance noises	10
	10
Empirical best prediction of small area bivariate parameters	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
Sparse concordance‐based ordinal classification	8
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	8
Variable selection via thresholding	7
Sparse principal component analysis for high‐dimensional stationary time series	7
Nonparametric adaptive estimation for interacting particle systems	7
Bandwidth selection for kernel intensity estimators for spatial point processes	7
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	6
Revisiting the sequence symmetry analysis design	6
Testing relevant hypotheses in functional variance function via self‐normalization	6
Estimating absorption time distributions of general Markov jump processes	6
Statistical inference in the presence of imputed survey data through regression trees and random forests	6
Lancaster correlation: A new dependence measure linked to maximum correlation	6
A joint estimation approach for monotonic regression functions in general dimensions	6
Confidence intervals in monotone regression	5

Professor Elja Arjas: A prominent figure in establishing statistics in Finland	5
Pointwise comparison of two multivariate density functions	5
	5
On high‐dimensional variance estimation in survey sampling	4
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	4
Distorted distributions and ROC curves	4
Issue Information	4
Weighted reduced rank estimators under cointegration rank uncertainty	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
Selection of linear mixed‐effects models for clustered data	4
A general framework on conditions for constraint‐based causal learning	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	4
Construction of maximum projection Latin hypercube designs using number‐theoretic methods	4
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
Regularized t$$ t $$ distribution: definition, properties, and applications	3
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	3
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates	3
	3
Semiparametric regression with localized Bregman divergence	3
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
Semiparametric regression for circular response with application in ecology	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
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
	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
Extrapolation estimation for nonparametric regression with measurement error	3
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	2
On the robustness to outliers of the Student‐t process	2
Efficient drift parameter estimation for ergodic solutions of backward SDEs	2
	2
Conditional Aalen–Johansen estimation	2
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	2
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	2
Collapsibility of the Conditional Models of CG‐Graphical Models	2
Time‐varying β‐model for dynamic directed networks	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2
Issue Information	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Estimation of generalized tail distortion risk measures with applications in reinsurance	2

On maximizing the likelihood function of general geostatistical models	2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2
Issue Information	2
Approximate reference priors for Gaussian random fields	2
Sparse additive models in high dimensions with wavelets	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
Multiply robust matching estimators of average and quantile treatment effects	2
	2
Prior distributions expressing ignorance about convex increasing failure rates	2
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	2
	2
Looking back: Selected contributions by C. R. Rao to multivariate analysis	2
Errata for “A framework for covariate balance using Bregman distances”	2
Accurate bias estimation with applications to focused model selection	2
Learning under commission and omission event outliers	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
On goodness‐of‐fit testing for self‐exciting point processes	2