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 2021-11-01 to 2025-11-01.)
ArticleCitations
Probabilistic weighted Dirichlet process mixture with an application to stochastic volatility models14
Simultaneous variable selection, clustering, and smoothing in function‐on‐scalar regression13
Finite sample and asymptotic distributions of a statistic for sufficient follow‐up in cure models12
Volatility analysis for the GARCH‐Itô model with option data12
A calibration method to stabilize estimation with missing data11
Divide and conquer for accelerated failure time model with massive time‐to‐event data9
Missing data analysis with sufficient dimension reduction9
Nonparametric simulation extrapolation for measurement‐error models9
Semiparametric estimation for the functional additive hazards model8
A new test for high‐dimensional regression coefficients in partially linear models7
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Football group draw probabilities and corrections7
Optimal subsampling for large‐sample quantile regression with massive data7
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Estimating design operating characteristics in Bayesian adaptive clinical trials6
Reflections on Bayesian inference and Markov chain Monte Carlo6
Unifying genetic association tests via regression: Prospective and retrospective, parametric and nonparametric, and genotype‐ and allele‐based tests6
Regression model selection via log‐likelihood ratio and constrained minimum criterion6
A new class of asymptotic maximin distance Latin hypercube designs6
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A deep support vector clustering algorithm for unsupervised and semi‐supervised learning5
Objective model selection with parallel genetic algorithms using an eradication strategy5
Multiple change‐point detection for regression curves5
Robust change point detection for high‐dimensional linear models with tolerance for outliers and heavy tails5
An SIR‐based Bayesian framework for COVID‐19 infection estimation5
Acknowledgement of Referees' Services Remerciements aux membres des jurys5
Asymptotic theory in bipartite graph models with a growing number of parameters4
Sensitivity analysis in classification using Bayesian smoothing spline ANOVA probit regression4
On asymptotic approximation of ratio models for weakly dependent sequences4
Bayesian Model Selection via Composite Likelihood for High‐dimensional Data Integration4
Integrating information from existing risk prediction models with no model details4
True and false discoveries with independent and sequential e‐values4
The quantile‐based classifier with variable‐wise parameters4
Matrix compatibility and correlation mixture representation of generalized Gini's gamma4
Cluster analysis with regression of non‐Gaussian functional data on covariates4
D. A. S. Fraser: From structural inference to asymptotics4
Causal inference: Critical developments, past and future4
A tale of two variances4
Graphon estimation via nearest‐neighbour algorithm and two‐dimensional fused‐lasso denoising4
Minimax A‐, c‐, and I‐optimal regression designs for models with heteroscedastic errors4
Better experimental design by hybridizing binary matching with imbalance optimization3
A class of space‐filling designs with low‐dimensional stratification and column orthogonality3
High‐dimensional variable selection accounting for heterogeneity in regression coefficients across multiple data sources3
Joint modelling of quantile regression for longitudinal data with information observation times and a terminal event3
Life history analysis with multistate models: A review and some current issues3
A probabilistic diagnostic for Laplace approximations: Introduction and experimentation3
A high‐dimensional inverse norm sign test for two‐sample location problems3
Efficient and model‐agnostic parameter estimation under privacy‐preserving post‐randomization data3
Functional regression with intensively measured longitudinal outcomes: a new lens through data partitioning3
Issue Information3
Inducement of population sparsity3
Testing normality in any dimension by Fourier methods in a multivariate Stein equation3
A multivariate Poisson model based on a triangular comonotonic shock construction3
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Dynamic treatment regimes with interference2
Issue Information2
Issue Information2
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A random walk through Canadian contributions on empirical processes and their applications in probability and statistics2
A framework for incorporating behavioural change into individual‐level spatial epidemic models2
Optimal multiwave validation of secondary use data with outcome and exposure misclassification2
Censored autoregressive regression models with Student‐t innovations2
Bayesian instrumental variable estimation in linear measurement error models2
Balanced longitudinal data clustering with a copula kernel mixture model2
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Acknowledgement of referees' services remerciements aux membres des jurys2
On the correlation analysis of stocks with zero returns2
Let's practice what we preach: Planning and interpreting simulation studies with design and analysis of experiments2
Robust estimation of loss‐based measures of model performance under covariate shift2
Robust joint modelling of sparsely observed paired functional data2
Estimation of the additive hazards model based on case‐cohort interval‐censored data with dependent censoring2
High‐dimensional model averaging for quantile regression2
The EAS approach for graphical selection consistency in vector autoregression models2
Smoothed model‐assisted small area estimation of proportions2
Clustering and semi‐supervised classification for clickstream data via mixture models2
A class of directed acyclic graphs with mixed data types in mediation analysis2
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