Journal of Statistical Planning and Inference

Papers
(The median citation count of Journal of Statistical Planning and Inference 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 2021-04-01 to 2025-04-01.)
ArticleCitations
Deterministic construction methods for uniform designs17
A note on the construction of incomplete row–column designs: An algorithmic approach15
Editorial Board15
Distributed eQTL analysis with auxiliary information14
Properties of Fisher information gain for Bayesian design of experiments13
Portmanteau-type test for unit root with heavy-tailed noise13
A criterion for estimating the largest linear homoscedastic zone in Gaussian data13
Asymptotic efficiency of the calibration estimator in a high-dimensional data setting12
Editorial Board10
Nonparametric methods for clustered data in pre-post intervention design10
Editorial Board10
A Quasi-Bayesian change point detection with exchangeable weights10
Deep learning for ψ-weakly dependent processes9
Column-orthogonal nearly strong orthogonal arrays9
Multiplier subsample bootstrap for statistics of time series8
Editorial Board8
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting8
Adjusted maximum likelihood method for multivariate Fay–Herriot model7
Removing inessential points in c-and 7
Estimation in functional single-index varying coefficient model7
On optimal fMRI designs for correlated errors7
Optimal designs for mean–covariance models with missing observations7
Gibbs posterior inference on multivariate quantiles7
Estimation of a distribution function with increasing failure rate average7
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate7
Testing the skewness of skew-normal distribution by Bayes factors6
A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics6
Goodness-of-fit test for partial functional linear model with errors in scalar covariates5
Construction of 2fi-optimal row–column designs5
Adaptive nonparametric estimation of a component density in a two-class mixture model5
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women5
Testing higher and infinite degrees of stochastic dominance for small samples: A Bayesian approach5
Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold5
Graph signal denoising usingt-shrinkage priors5
A note on estimation of α-stable CARMA processes sampled at low freq5
Column expanded Latin hypercube designs5
An empirical likelihood-based unified test for the integer-valued AR(1) models5
LAMN property for jump diffusion processes with discrete observations on a fixed time interval5
A new approach for ultrahigh dimensional precision matrix estimation4
An adaptive group LASSO approach for domain selection in functional generalized linear models4
Informed censoring: The parametric combination of data and expert information4
Generalized accelerated failure time model with censored data from case-cohort studies4
Generating optimal order-of-addition designs with flexible run sizes4
A new non-parametric estimation of the expected shortfall for dependent financial losses4
Construction on large four-level designs via quaternary codes4
Poisson limit theorems for the Cressie–Read statistics4
Inference on regression model with misclassified binary response4
Reduced-bias estimation of the extreme conditional tail expectation for Box–Cox transforms of heavy-tailed distributions4
A modification of MaxT procedure using spurious correlations4
Bayesian predictive density estimation for a Chi-squared model using information from a normal observation with unknown mean and variance4
Scale tests for a multilevel step-stress model with exponential lifetimes under Type-II censoring4
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity4
Construction of component orthogonal arrays with any number of components4
Exact model comparisons in the plausibility framework4
Regression to the mean for overdispersed count data3
Locally adaptive sparse additive quantile regression model with TV penalty3
An integrative framework for geometric and hidden projections in three-level fractional factorial designs3
Local polynomial smoothing based on the Kaplan–Meier estimate3
M-type penalized splines with auxiliary scale estimation3
Robust estimation of a regression function in exponential families3
Semiparametric estimation for average causal effects using propensity score-based spline3
Statistical inference for wavelet curve estimators of symmetric positive definite matrices3
The effects of adaptation on maximum likelihood inference for nonlinear models with normal errors3
Time changes and stationarity issues for extended scalar autoregressive models3
Detecting non-isomorphic orthogonal design3
Proximal operator for the sorted3
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas3
Asymptotically most powerful tests for random number generators3
Fast construction of efficient two-level parallel flats designs3
Evaluation of early phase dose finding algorithms in heterogeneous populations3
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes3
Editorial Board3
Multimatricvariate distribution under elliptical models3
Semiparametric regression modeling of the global percentile outcome3
On card guessing with two types of cards3
A scalable surrogate L03
Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates3
A new user specific multiple testing method for business applications: The SiMaFlex procedure3
Analysis of odds, probability, and hazard ratios: From 2 by 2 tables to two-sample survival data2
Optimal designs for some bivariate cokriging models2
Toward improved inference for Krippendorff’s Alpha agreement coefficient2
Semiparametric inference for merged data from multiple data sources2
Semiparametric Bayesian doubly robust causal estimation2
Regularized matrix-variate logistic regression with response subject to misclassification2
Construction of high-dimensional high-separation distance designs2
A systematic construction of compromise designs under baseline parameterization2
A dynamic count process2
On energy tests of normality2
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net2
Semi-parametric homogeneity test and sample size calculation for a two-sample problem under an inequality constraint2
High-dimensional variable screening through kernel-based conditional mean dependence2
Construction of optimal supersaturated designs by the expansive replacement method2
Testing hypotheses about covariance matrices in general MANOVA designs2
Jackknife empirical likelihood confidence intervals for the categorical Gini correlation2
Bi-s2
Results on constructing sn2
General minimum lower-order confounding split-plot designs with important whole-plot factors2
A new First-Order mixture integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning2
Two-sample Behrens–Fisher problems for high-dimensional data: A normal reference approach2
Representative points for distribution recovering2
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing2
A selective review of sufficient dimension reduction for multivariate response regression2
Optimal rerandomization designs via a criterion that provides insurance against failed experiments2
Inference for seemingly unrelated linear mixed models2
Optimal crossover designs for inference on total effects2
Generalized linear–quadratic model with a change point due to a covariate threshold2
High-dimensional asymptotic expansion of the null distribution for L<2
Nonparametric inference for distribution functions with stratified samples2
Estimating change-point latent factor models for high-dimensional time series2
Estimating diffusion with compound Poisson jumps based on self-normalized residuals2
Analytical approach for designing accelerated degradation tests under an exponential dispersion model2
Choice of smoothing parameter in multivariate copula-based tail coefficients2
Augmented projection Wasserstein distances: Multi-dimensional projection with neural surface2
Robust active learning with binary responses2
Optimal model averaging estimator for expectile regressions2
Efficient inference of parent-of-origin effect using case-control mother–child genotype data2
Uniformity of saturated orthogonal arrays2
A sequential approach to feature selection in high-dimensional additive models2
A general Bayesian bootstrap for censored data based on the beta-Stacy process2
An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes2
Subgroup analysis for the functional linear model2
Editorial Board1
Self-normalized inference for stationarity of irregular spatial data1
A modelling framework for regression with collinearity1
Estimation for the Cox model with biased sampling data via risk set sampling1
Anisotropic multivariate deconvolution using projection on the Laguerre basis1
Asymptotic results with estimating equations for time-evolving clustered data1
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration1
Maximum likelihood estimation of sparse networks with missing observations1
Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series1
A new filtering inference procedure for a GED state-space volatility model1
A nonparametric measure of heteroskedasticity1
Hypothesis testing for Panels of Semi-Markov Processes with parametric sojourn time distributions1
Optimal finite sample post-selection confidence distributions in generalized linear models1
Regression models for circular data based on nonnegative trigonometric sums1
Construction of uniform projection designs via level permutation and expansion1
Whittle parameter estimation for vector ARMA models with heavy-tailed noises1
Density estimation of a mixture distribution with unknown point-mass and normal error1
A graph decomposition-based approach for the graph-fused lasso1
The properties of entropy as a measure of randomness in a clinical trial1
Simultaneous inference for partial areas under receiver operating curves—With a view towards efficiency1
Designs for half-diallel experiments with commutative orthogonal block structure1
A unified Fourier slice method to derive ridgelet transform for a variety of depth-2 neural networks1
Some results for stochastic orders and aging properties related to the Laplace transform1
Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions1
Editorial Board1
Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis1
D-optimal designs for estimation of parameters in a simplex disper1
Multiple testing in genome-wide association studies via hierarchical hidden Markov models1
Fitting time series models for longitudinal surveys with nonignorable missing data1
Approximate I-optimal designs for polynomial models over the unit 1
Uniform semi-Latin squares and their pairwise-variance aberrations1
Zero-modified count time series with Markovian intensities1
On the ruin probabilities for a general perturbed renewal risk process1
Outcome-adjusted balance measure for generalized propensity score model selection1
A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators1
On IPW-based estimation of conditional average treatment effects1
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions1
Convergence guarantees for forward gradient descent in the linear regression model1
A multidimensional objective prior distribution from a scoring rule1
Hilbert space-valued fractionally integrated autoregressive moving average processes with long memory operators1
Non-asymptotic model selection for models of network data with parameter vectors of increasing dimension1
Multivariate expectile-based distribution: Properties, Bayesian inference, and applications1
Entropic regularization of neural networks: Self-similar approximations1
Model checking for parametric single-index models with massive datasets1
Bayes oracle property of multiple tests of multivariate normal means under sparsity1
Random and quasi-random designs in group testing1
Editorial Board1
Editorial Board1
Higher-order approximate confidence intervals1
Local linear regression with nonparametrically generated covariates for weakly dependent data1
Marginal posterior distributions for regression parameters in the Cox model using Dirichlet and gamma process priors1
Equivalence theorems for multiple-design problems with application in mixed models1
Statistical inference in factor analysis for diffusion processes from discrete observations1
Robust penalized empirical likelihood in high dimensional longitudinal data analysis1
Variable selection with the knockoffs: Composite null hypotheses1
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices1
Analysis of convolutional neural network image classifiers in a hierarchical max-pooling model with additional local pooling1
Construction of space-filling orthogonal designs1
Estimation of a regression function on a manifold by fully connected deep neural networks1
Exact confidence limits compatible with the result of a sequential trial1
Asymptotic uncertainty quantification for communities in sparse planted bi-section models1
A test for the identity of a high-dimensional correlation matrix based on the 1
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