Canadian Journal of Statistics-Revue Canadienne de Statistique

Papers
(The TQCC of Canadian Journal of Statistics-Revue Canadienne de Statistique 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 2021-05-01 to 2025-05-01.)
ArticleCitations
32
Missing data analysis with sufficient dimension reduction19
Two‐stage cluster samples with judgment post‐stratification11
A calibration method to stabilize estimation with missing data10
Finite sample and asymptotic distributions of a statistic for sufficient follow‐up in cure models10
Volatility analysis for the GARCH‐Itô model with option data10
A modified expectation‐maximization algorithm for latent Gaussian graphical model9
Simultaneous variable selection, clustering, and smoothing in function‐on‐scalar regression9
Divide and conquer for accelerated failure time model with massive time‐to‐event data9
Probabilistic weighted Dirichlet process mixture with an application to stochastic volatility models9
Semiparametric estimation for the functional additive hazards model9
Nonparametric simulation extrapolation for measurement‐error models9
Optimal subsampling for large‐sample quantile regression with massive data7
Testing normality of spatially indexed functional data6
A new test for high‐dimensional regression coefficients in partially linear models6
Football group draw probabilities and corrections6
Reflections on Bayesian inference and Markov chain Monte Carlo5
Unifying genetic association tests via regression: Prospective and retrospective, parametric and nonparametric, and genotype‐ and allele‐based tests5
5
Authors' corrigenda/corrections des auteurs on synthetic data method to incorporate external information into a current study5
5
Regression model selection via log‐likelihood ratio and constrained minimum criterion5
An SIR‐based Bayesian framework for COVID‐19 infection estimation4
Acknowledgement of Referees' Services Remerciements aux membres des jurys4
Estimating design operating characteristics in Bayesian adaptive clinical trials4
Best approach direction for spherical random variables4
Multiple change‐point detection for regression curves4
4
Objective model selection with parallel genetic algorithms using an eradication strategy4
4
Graphon estimation via nearest‐neighbour algorithm and two‐dimensional fused‐lasso denoising4
On asymptotic approximation of ratio models for weakly dependent sequences4
Matrix compatibility and correlation mixture representation of generalized Gini's gamma4
A new class of asymptotic maximin distance Latin hypercube designs4
Robust change point detection for high‐dimensional linear models with tolerance for outliers and heavy tails4
Bayesian Model Selection via Composite Likelihood for High‐dimensional Data Integration4
Synthetic estimation for the complier average causal effect4
The quantile‐based classifier with variable‐wise parameters4
A tale of two variances4
Sensitivity analysis in classification using Bayesian smoothing spline ANOVA probit regression3
True and false discoveries with independent and sequential e‐values3
A high‐dimensional inverse norm sign test for two‐sample location problems3
Integrating information from existing risk prediction models with no model details3
D. A. S. Fraser: From structural inference to asymptotics3
Asymptotic theory in bipartite graph models with a growing number of parameters3
Continuum centroid classifier for functional data3
Better experimental design by hybridizing binary matching with imbalance optimization3
Issue Information3
Cluster analysis with regression of non‐Gaussian functional data on covariates3
Causal inference: Critical developments, past and future3
Estimation of design‐based mean squared error of a small area mean model‐based estimator under a nested error linear regression model3
Issue Information3
Imputation and likelihood methods for matrix‐variate logistic regression with response misclassification3
Assessing the calibration of subdistribution hazard models in discrete time3
Minimax A‐, c‐, and I‐optimal regression designs for models with heteroscedastic errors3
Testing normality in any dimension by Fourier methods in a multivariate Stein equation2
Smoothed model‐assisted small area estimation of proportions2
A class of space‐filling designs with low‐dimensional stratification and column orthogonality2
Subspace clustering for panel data with interactive effects2
A multivariate Poisson model based on a triangular comonotonic shock construction2
Robust estimation of loss‐based measures of model performance under covariate shift2
Balanced longitudinal data clustering with a copula kernel mixture model2
The EAS approach for graphical selection consistency in vector autoregression models2
Clustering and semi‐supervised classification for clickstream data via mixture models2
A framework for incorporating behavioural change into individual‐level spatial epidemic models2
High‐dimensional variable selection accounting for heterogeneity in regression coefficients across multiple data sources2
Inducement of population sparsity2
Efficient and model‐agnostic parameter estimation under privacy‐preserving post‐randomization data2
Optimal multiwave validation of secondary use data with outcome and exposure misclassification2
Issue Information2
Bayesian spline smoothing with ambiguous penalties2
2
On the correlation analysis of stocks with zero returns2
Life history analysis with multistate models: A review and some current issues2
A random walk through Canadian contributions on empirical processes and their applications in probability and statistics2
Let's practice what we preach: Planning and interpreting simulation studies with design and analysis of experiments2
Extreme quantile estimation for partial functional linear regression models with heavy‐tailed distributions2
Joint modelling of quantile regression for longitudinal data with information observation times and a terminal event2
2
Acknowledgement of referees' services remerciements aux membres des jurys2
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