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 2021-03-01 to 2025-03-01.)

Article	Citations
	22
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	21
	13
	10
State estimation for aoristic models	10
Robust sure independence screening for nonpolynomial dimensional generalized linear models	9
The Kendall and Spearman rank correlations of the bivariate skew normal distribution	9
The effect of the working correlation on fitting models to longitudinal data	6
Empirical and instance‐dependent estimation of Markov chain and mixing time	5
	5
Kernel mean embedding of probability measures and its applications to functional data analysis	5
G‐optimal grid designs for kriging models	4
Epistemic confidence in the observed confidence interval	4
Posterior consistency for the spectral density of non‐Gaussian stationary time series	4
Statistical inference for Cox proportional hazards models with a diverging number of covariates	4
Issue Information	4
Adaptive estimation of intensity in a doubly stochastic Poisson process	4
Semiparametric estimation and model selection for conditional mixture copula models	4
Some mechanisms leading to underdispersion: Old and new proposals	4
Conditional Monte Carlo revisited	4
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
A conversation with Nils Lid Hjort	3
Issue Information	3
Transform orders and stochastic monotonicity of statistical functionals	3
Issue Information	3

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	3
Asymptotic inference of the ARMA model with time‐functional variance noises	3
Nonparametric estimation of densities on the hypersphere using a parametric guide	3
Partial correlation graphical LASSO	3
Flexible clustering via hidden hierarchical Dirichlet priors	3
Regression‐based network‐flow and inner‐matrix reconstruction	3
Empirical best prediction of small area bivariate parameters	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
	3
Maximum likelihood estimator for skew Brownian motion: The convergence rate	3
Robust optimal estimation of location from discretely sampled functional data	3
Copula measures and Sklar's theorem in arbitrary dimensions	3
On some publications of Sir David Cox	3
Stable inverse probability weighting estimation for longitudinal studies	3
Editorial	2
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	2
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	2
Emulation‐based inference for spatial infectious disease transmission models incorporating event time uncertainty	2
Extrapolation estimation for nonparametric regression with measurement error	2
Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression	2
Daisee: Adaptive importance sampling by balancing exploration and exploitation	2
Efficient inference of longitudinal/functional data models with time‐varying additive structure	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
Bayesian nonparametric estimation in the current status continuous mark model	2
Editorial	2
Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model	2
Flexible specification testing in quantile regression models	2
Two‐part D‐vine copula models for longitudinal insurance claim data	2
Nonparametric adaptive estimation for interacting particle systems	2
Sparse concordance‐based ordinal classification	2
	2
Dimension‐independent Markov chain Monte Carlo on the sphere	2
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	2
Regularized t$$ t $$ distribution: definition, properties, and applications	2
Multivariate quantiles with both overall and directional probability interpretation	2
4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019	2
Comments on Divergence vs. Decision P‐values	2
Enriched Pitman–Yor processes	2
A special section honoring Nils Lid Hjort	1
Exact uniformly most powerful postselection confidence distributions	1
Confidence bands for survival curves from outcome‐dependent stratified samples	1
Model‐based clustering in simple hypergraphs through a stochastic blockmodel	1
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	1
Asymptotic theory for statistics based on cumulant vectors with applications	1
Approximate reference priors for Gaussian random fields	1
A robust model averaging approach for partially linear models with responses missing at random	1
Identification and estimation of threshold matrix‐variate factor models	1
Issue Information	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
Issue Information	1

Remove unwanted variation retrieves unknown experimental designs	1
Robust Lasso‐Zero for sparse corruption and model selection with missing covariates	1
Lancaster correlation: A new dependence measure linked to maximum correlation	1
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	1
Inference for all variants of the multivariate coefficient of variation in factorial designs	1
Improper priors and improper posteriors	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Sparse additive models in high dimensions with wavelets	1
Frequentist model averaging for envelope models	1
Estimation of treatment effect among treatment responders with a time‐to‐event endpoint	1
Expectile‐based measures of skewness	1
Bayesian mixture models (in)consistency for the number of clusters	1
Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions	1
Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers	1
Envelopes for multivariate linear regression with linearly constrained coefficients	1
Empirical likelihood M‐estimation for the varying‐coefficient model with functional response	1
Issue Information	1
Minimax estimation of functional principal components from noisy discretized functional data	1
Statistical evidence and surprise unified under possibility theory	1
Tobit models for count time series	1
Estimating absorption time distributions of general Markov jump processes	1
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE	1
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	1
Cutoff for a class of auto‐regressive models with vanishing additive noise	1
Efficiency of naive estimators for accelerated failure time models under length‐biased sampling	1
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	1
Pitfalls of amateur regression: The Dutch New Herring controversies	1
Sparse principal component analysis for high‐dimensional stationary time series	1
Martingale posterior distributions for cumulative hazard functions	1
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	1
Bivariate change point detection: Joint detection of changes in expectation and variance	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
Structure learning for continuous time Bayesian networks via penalized likelihood	1
Accurate bias estimation with applications to focused model selection	1
Modeling multivariate extreme value distributions via Markov trees	1
Cramér‐von Mises tests for change points	1
Issue Information	1
Bayesian inverse problems with heterogeneous variance	1
Issue Information	1
Revisiting the sequence symmetry analysis design	1
Prior distributions expressing ignorance about convex increasing failure rates	1
A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot	1
Regularization in dynamic random‐intercepts models for analysis of longitudinal data	1
Robust quasi‐randomization‐based estimation with ensemble learning for missing data	1
Use of multiple imputation in supersampled nested case‐control and case‐cohort studies	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1
Large‐scale simultaneous inference under dependence	1
Multivariate geometric anisotropic Cox processes	1
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation	1
Multiply robust estimators of causal effects for survival outcomes	1
Factorized estimation of high‐dimensional nonparametric covariance models	1