Journal of Statistical Planning and Inference

Article	Citations
Information-based optimal subdata selection for big data logistic regression	18
Parametric estimation for a parabolic linear SPDE model based on discrete observations	15
Construction of component orthogonal arrays with any number of components	14
Two-sample Behrens–Fisher problems for high-dimensional data: A normal reference approach	14
Two-sample nonparametric test for comparing mean time to failure functions in age replacement	13
A brief review of linear sufficient dimension reduction through optimization	13
Simultaneous confidence bands for functional data using the Gaussian Kinematic formula	12
Normalized power prior Bayesian analysis	12
Model-free posterior inference on the area under the receiver operating characteristic curve	12
Projection pursuit based tests of normality with functional data	11
Piecewise autoregression for general integer-valued time series	11
Constructing minimum aberration split-plot designs via complementary sets when the whole plot factors are important	11
Generating optimal order-of-addition designs with flexible run sizes	11
Tractable Bayesian density regression via logit stick-breaking priors	10
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes	10
A precise local limit theorem for the multinomial distribution and some applications	10
Column-orthogonal nearly strong orthogonal arrays	9
Analysis of convolutional neural network image classifiers in a hierarchical max-pooling model with additional local pooling	9
Ridge rerandomization: An experimental design strategy in the presence of covariate collinearity	9
On energy tests of normality	9
Estimation in functional single-index varying coefficient model	8
Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces	8
Construction of space-filling orthogonal designs	8
Two-way ORDANOVA: Analyzing ordinal variation in a cross-balanced design	7
Robust designs for generalized linear mixed models with possible model misspecification	7

A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics	7
Support point of locally optimal designs for multinomial logistic regression models	7
Testing for lack-of-fit in functional regression models against general alternatives	7
Checking the adequacy of functional linear quantile regression model	7
Minimax D-optimal designs for multivariate regression models with multi-factors	7
A scalable surrogate L0	7
Asymptotic efficiency of the calibration estimator in a high-dimensional data setting	7
Gibbs posterior inference on multivariate quantiles	6
A Mann–Whitney test of distributional effects in a multivalued treatment	6
M-type penalized splines with auxiliary scale estimation	6
Goodness-of-fit tests for Markov Switching VAR models using spectral analysis	6
Maximum likelihood estimation of sparse networks with missing observations	6
Analytical approach for designing accelerated degradation tests under an exponential dispersion model	6
Sequential online subsampling for thinning experimental designs	6
Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates	6
Multivariate non-central Birnbaum–Saunders kernel density estimator for nonnegative data	5
Saturated and supersaturated order-of-addition designs	5
Anisotropic multivariate deconvolution using projection on the Laguerre basis	5
Optimal designs for some bivariate cokriging models	5
Estimation of a distribution function with increasing failure rate average	5
Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations	5
A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix	5
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions	5
High-dimensional variable screening through kernel-based conditional mean dependence	5
Bayesian tests for circular uniformity	5
Fitting time series models for longitudinal surveys with nonignorable missing data	5
Semiparametric estimation for average causal effects using propensity score-based spline	5
Predictive density estimation under the Wasserstein loss	5
On IPW-based estimation of conditional average treatment effects	4
Efficient and direct estimation of the variance–covariance matrix in EM algorithm with interpolation method	4
A regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theory	4
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	4
Efficient estimation in periodic INA	4
Temporal aggregation and systematic sampling for INGARCH processes	4
Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis	4
Estimation of mean squared prediction error of empirically spatial predictor of small area means under a linear mixed model	4
Moderate deviations in a class of stable but nearly unstable processes	4
Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach	4
Estimating the proportion of true null hypotheses under dependency: A marginal bootstrap approach	4
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net	4
Optimal finite sample post-selection confidence distributions in generalized linear models	4
Tensor product splines and functional principal components	4
Testing hypotheses about covariance matrices in general MANOVA designs	4
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate	4
Generalization performance of Lagrangian support vector machine based on Markov sampling	4
On large deviations for combinatorial sums	4
Optimal experimental designs for treatment contrasts in heteroscedastic models with covariates	3
Flexible binomial AR(1) processes using copulas	3
Outcome-adjusted balance measure for generalized propensity score model selection	3
Efficient analysis of time-to-event endpoints when the event involves a continuous variable crossing a threshold	3

Whittle parameter estimation for vector ARMA models with heavy-tailed noises	3
On the asymptotic behaviour of the variance estimator of a U-statisti	3
Semiparametric estimation for proportional hazards mixture cure model allowing non-curable competing risk	3
Correcting for linkage errors in contingency tables—A cautionary tale	3
Corrected empirical Bayes confidence region in a multivariate Fay–Herriot model	3
Joint estimation of heterogeneous exponential Markov Random Fields through an approximate likelihood inference	3
Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes	3
Z-valued time series: Models, propertie	3
Optimal rerandomization designs via a criterion that provides insurance against failed experiments	3
A scan procedure for multiple testing: Beyond threshold-type procedures	3
On the ruin probabilities for a general perturbed renewal risk process	3
A likelihood-ratio type test for stochastic block models with bounded degrees	3
Asymptotically most powerful tests for random number generators	3
Rerandomization: A complement or substitute for stratification in randomized experiments?	3
Estimation and inference in partially functional linear regression with multiple functional covariates	3
Circular designs for total effects under interference models	3
Uniform semi-Latin squares and their pairwise-variance aberrations	3
Universally consistent estimation of the reach	3
Construction of uniform projection designs via level permutation and expansion	3
Using nonregular designs to generate space-filling designs	3
Equivalence theorems for multiple-design problems with application in mixed models	3
Group orthogonal greedy algorithm for change-point estimation of multivariate time series	3
Bayesian predictive density estimation for a Chi-squared model using information from a normal observation with unknown mean and variance	3
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications	3
K-sign depth: From asymptotics to efficient implementation	3
Estimating change-point latent factor models for high-dimensional time series	2
A Bayesian analysis of the matching problem	2
Optimal model averaging estimator for expectile regressions	2
Calculating degrees of freedom in multivariate local polynomial regression	2
Results on constructing sn	2
Asymptotic delay times of sequential tests based on U-statistics for	2
Adjusted maximum likelihood method for multivariate Fay–Herriot model	2
A spectral approach to estimate the autocovariance function	2
Testing for adequacy of seasonal adjustment in the frequency domain	2
Unified statistical inference for a nonlinear dynamic functional/longitudinal data model	2
Minimax estimation of a restricted mean for a one-parameter exponential family	2
Variable selection in the Box–Cox power transformation model	2
Bayesian change point detection for functional data	2
A monotone frequentist measure of evidence for testing variance components in linear mixed models	2
Reference priors viaα-divergence for a certain non-regular model in th	2
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices	2
Generalized principal component analysis for moderately non-stationary vector time series	2
A new user specific multiple testing method for business applications: The SiMaFlex procedure	2
A bent line Tobit regression model with application to household financial assets	2
Analysis of odds, probability, and hazard ratios: From 2 by 2 tables to two-sample survival data	2
On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity	2
An adaptive group LASSO approach for domain selection in functional generalized linear models	2
On expectile-assisted inverse regression estimation for sufficient dimension reduction	2
Properties of Fisher information gain for Bayesian design of experiments	2
New perspectives on knockoffs construction	2
Covariate-adjusted response-adaptive designs for censored survival responses	2
D-optimal augmented designs and the existence of tight orthogonal arrays with high strength	2
Semiparametric two-sample admixture components comparison test: The symmetric case	2
Simultaneous inference for partial areas under receiver operating curves—With a view towards efficiency	2
Representative points for distribution recovering	2
Jackknife empirical likelihood confidence intervals for the categorical Gini correlation	2
Empirical likelihood in single-index quantile regression with high dimensional and missing observations	2
Estimation of state-dependent jump activity and drift for Markovian semimartingales	2
Model constraints independent optimal subsampling probabilities for softmax regression	2
Robust active learning with binary responses	2
Matrix variate Birnbaum–Saunders distribution under elliptical models	2
On the meaning of block effects in paired comparison choice experiments and a relationship with blocked2
Adaptive controls of FWER and FDR under block dependence	2
Poisson limit theorems for the Cressie–Read statistics	2
Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems	2
SYMARFIMA: A dynamical model for conditionally symmetric time series with long range dependence mean structure	2
The properties of entropy as a measure of randomness in a clinical trial	2
The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications	2
On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results	2
Optimal model averaging for semiparametric partially linear models with measurement errors	1
Graph signal denoising using t-shrinkage priors	1
Optimal designs for comparing curves in regression models with asymmetric errors	1
A nonparametric measure of heteroskedasticity	1
Bregman divergence to generalize Bayesian influence measures for data analysis	1
Weighted empirical minimum distance estimators in linear errors-in-variables regression models	1
New robust confidence intervals for the mean under dependence	1
Adaptively robust high-dimensional matrix factor analysis under Huber loss function	1
The effects of adaptation on maximum likelihood inference for nonlinear models with normal errors	1
Restricted estimation of the cumulative incidence functions of two competing risks	1
Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores	1

Evaluation of early phase dose finding algorithms in heterogeneous populations	1
Efficient empirical likelihood inference for recovery rate of COVID19 under double-censoring	1
Comparing adaptive interventions under a general sequential multiple assignment randomized trial design via multiple comparisons with the best	1
Semiparametric inference for merged data from multiple data sources	1
Adaptive testing method for ergodic diffusion processes based on high frequency data	1
Hilbert space-valued fractionally integrated autoregressive moving average processes with long memory operators	1
A selective review of sufficient dimension reduction for multivariate response regression	1
A global test for heteroscedastic one-way FMANOVA with applications	1
Frequentist model averaging under inequality constraints	1
Semiparametric regression modeling of the global percentile outcome	1
Statistical analysis of concentric objects estimation problem under the heteroscedastic Berman model	1
Asymptotically optimal sequential FDR and pFDR control with (or without) prior information on the number of signals	1
On the nature of saturated 2k	1
Adaptive nonparametric estimation of a component density in a two-class mixture model	1
Increasing cluster size asymptotics for nested error regression models	1
On optimal fMRI designs for correlated errors	1
Information content of stepped wedge designs under the working independence assumption	1
Exact model comparisons in the plausibility framework	1
A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors	1
A non-parametric solution to the multi-armed bandit problem with covariates	1
Optimal subsampling for the Cox proportional hazards model with massive survival data	1
Robust estimation of nonparametric function via addition sequence	1
Optimal and efficient designs for fMRI experiments via two-level circulant almost orthogonal arrays	1
U-statistic based on overlapping sample spacings	1
Generalized linear–quadratic model with a change point due to a covariate threshold	1
Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron–Morris type losses	1
Estimation of a regression function on a manifold by fully connected deep neural networks	1
On card guessing with two types of cards	1
Optimality regions for designs in multiple linear regression models with correlated random coefficients	1
Zero-modified count time series with Markovian intensities	1
An integrative framework for geometric and hidden projections in three-level fractional factorial designs	1
A new variant of the parallel regression model with variable selection in surveys with sensitive attribute	1
Uniformity of saturated orthogonal arrays	1
A Bayesian stochastic approximation method	1
An integrated precision matrix estimation for multivariate regression problems	1
Posterior contraction in group sparse logit models for categorical responses	1
General minimum lower-order confounding split-plot designs with important whole-plot factors	1
Properties of increasing odds rate distributions with a statistical application	1
Estimation of a partially linear additive model with generated covariates	1
Change-detection-assisted multiple testing for spatiotemporal data	1
Deterministic construction methods for uniform designs	1
On classical and Bayesian asymptotics in stochastic differential equations with random effects having mixture normal distributions	1
Statistical inference of locally stationary functional coefficient models	1
Generic E-variables for exact sequential k-sample tests that allow	1
Nonparametric methods for clustered data in pre-post intervention design	1
Improved variance estimation for inequality-constrained domain mean estimators using survey data	1
An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes	1
Simultaneous inference of the partially linear model with a multivariate unknown function	1
Robust penalized empirical likelihood in high dimensional longitudinal data analysis	1
Bayesian nonparametrics for directional statistics	1
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes	1
Local polynomial smoothing based on the Kaplan–Meier estimate	1
Testing hypothesis on transition distributions of a Markov sequence	1
A sequential approach to feature selection in high-dimensional additive models	1
A new First-Order mixture integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning	1
Graph-based estimators for paired comparison data	1
Regression models for circular data based on nonnegative trigonometric sums	1
Bi-s∗	1
The Hyvärinen scoring rule in Gaussian linear time series models	1
A faster U-statistic for testing independence in the functional linear models	1
Semiparametric Bayesian doubly robust causal estimation	1
Sliced symmetrical Latin hypercube designs	1
Choice of smoothing parameter in multivariate copula-based tail coefficients	1
Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation	1
A new non-parametric estimation of the expected shortfall for dependent financial losses	1
Constructions for regular-graph semi-Latin rectangles with block size two	1
Testing higher and infinite degrees of stochastic dominance for small samples: A Bayesian approach	1