Journal of Statistical Planning and Inference

Article	Citations
Parametric estimation for a parabolic linear SPDE model based on discrete observations	14
Information-based optimal subdata selection for big data logistic regression	14
Two-sample nonparametric test for comparing mean time to failure functions in age replacement	13
Model-free posterior inference on the area under the receiver operating characteristic curve	12
Orthogonal uniform composite designs	12
Two-sample Behrens–Fisher problems for high-dimensional data: A normal reference approach	12
A brief review of linear sufficient dimension reduction through optimization	12
Modified Pillai’s trace statistics for two high-dimensional sample covariance matrices	11
Construction of component orthogonal arrays with any number of components	11
Simultaneous confidence bands for functional data using the Gaussian Kinematic formula	11
Contraction properties of shrinkage priors in logistic regression	11
Constructing minimum aberration split-plot designs via complementary sets when the whole plot factors are important	11
Piecewise autoregression for general integer-valued time series	11
Bandwidth selection for the Wolverton–Wagner estimator	10
Semiparametric estimate of the efficiency of imperfect maintenance actions for a gamma deteriorating system	10
On energy tests of normality	9
Normalized power prior Bayesian analysis	9
Projection pursuit based tests of normality with functional data	9
A precise local limit theorem for the multinomial distribution and some applications	8
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes	8
Ridge rerandomization: An experimental design strategy in the presence of covariate collinearity	8
Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments	8
Column-orthogonal nearly strong orthogonal arrays	8
Strong and weak consistency of least squares estimators in simple linear EV regression models	8
On Benjamini–Hochberg procedure applied to midp-values	8

Generating optimal order-of-addition designs with flexible run sizes	8
Robust designs for generalized linear mixed models with possible model misspecification	7
Model-free tests for series correlation in multivariate linear regression	7
Tractable Bayesian density regression via logit stick-breaking priors	7
A note on coding and standardization of categorical variables in (sparse) group lasso regression	7
Generalized k-variations and Hurst parameter estimation for the frac	6
Minimax D-optimal designs for multivariate regression models with multi-factors	6
Kernel density regression	6
On the Nadaraya–Watson kernel regression estimator for irregularly spaced spatial data	6
Asymptotic efficiency of the calibration estimator in a high-dimensional data setting	6
A new classified mixed model predictor	6
Robust estimation for moment condition models with data missing not at random	6
Construction of space-filling orthogonal designs	6
Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates	6
Optimal maximin L2<	6
A multinomial autoregressive model for finite-range time series of counts	6
Testing for lack-of-fit in functional regression models against general alternatives	6
M-type penalized splines with auxiliary scale estimation	6
Multivariate non-central Birnbaum–Saunders kernel density estimator for nonnegative data	5
A single-index model with multiple-links	5
Two-way ORDANOVA: Analyzing ordinal variation in a cross-balanced design	5
Analysis of convolutional neural network image classifiers in a hierarchical max-pooling model with additional local pooling	5
A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics	5
Sequential online subsampling for thinning experimental designs	5
A Mann–Whitney test of distributional effects in a multivalued treatment	5
Bayesian tests for circular uniformity	5
Semiparametric sieve maximum likelihood estimation for accelerated hazards model with interval-censored data	5
Anisotropic multivariate deconvolution using projection on the Laguerre basis	5
Principal envelope model	5
Goodness-of-fit tests for Markov Switching VAR models using spectral analysis	5
Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces	5
Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity	5
Saturated and supersaturated order-of-addition designs	5
Optimal designs for some bivariate cokriging models	5
A-optimal designs for quadratic mixture canonical polynomials with spline	4
Finite sample properties of confidence intervals centered on a model averaged estimator	4
A regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theory	4
Estimation in functional single-index varying coefficient model	4
Checking the adequacy of functional linear quantile regression model	4
Regularization methods for high-dimensional sparse control function models	4
The disorder problem for purely jump Lévy processes with completely monotone jumps	4
Robust approximate Bayesian inference	4
Estimating the proportion of true null hypotheses under dependency: A marginal bootstrap approach	4
Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis	4
Semiparametric estimation for average causal effects using propensity score-based spline	4
Estimation of mean squared prediction error of empirically spatial predictor of small area means under a linear mixed model	4
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate	4
Estimation of a distribution function with increasing failure rate average	4
Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations	4
Support point of locally optimal designs for multinomial logistic regression models	4

On large deviations for combinatorial sums	4
Random norming aids analysis of non-linear regression models with sequential informative dose selection	4
Predictive density estimation under the Wasserstein loss	4
Tensor product splines and functional principal components	4
Gibbs posterior inference on multivariate quantiles	4
Regression analysis for multivariate process data of counts using convolved Gaussian processes	4
Efficient estimation in periodic INA	4
Generalization performance of Lagrangian support vector machine based on Markov sampling	4
Group orthogonal greedy algorithm for change-point estimation of multivariate time series	3
Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes	3
Temporal aggregation and systematic sampling for INGARCH processes	3
Maximum likelihood estimation of sparse networks with missing observations	3
Combining envelope methodology and aster models for variance reduction in life history analyses	3
Equivalence theorems for multiple-design problems with application in mixed models	3
Semiparametric estimation for proportional hazards mixture cure model allowing non-curable competing risk	3
Testing hypotheses about covariance matrices in general MANOVA designs	3
Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach	3
A likelihood-ratio type test for stochastic block models with bounded degrees	3
On the asymptotic behaviour of the variance estimator of a U-statisti	3
Joint estimation of heterogeneous exponential Markov Random Fields through an approximate likelihood inference	3
A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix	3
Optimal experimental designs for treatment contrasts in heteroscedastic models with covariates	3
A review of Gaussian Markov models for conditional independence	3
Flexible binomial AR(1) processes using copulas	3
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net	3
Efficient and direct estimation of the variance–covariance matrix in EM algorithm with interpolation method	3
A scalable surrogate L0	3
Analytical approach for designing accelerated degradation tests under an exponential dispersion model	3
Corrected empirical Bayes confidence region in a multivariate Fay–Herriot model	3
Discrete choice experiments—A unified approach	3
Efficient analysis of time-to-event endpoints when the event involves a continuous variable crossing a threshold	3
Random distributional response model based on spline method	3
K-sign depth: From asymptotics to efficient implementation	3
Quantile regression for panel count data based on quadratic inference functions	3
Fitting time series models for longitudinal surveys with nonignorable missing data	3
Outcome-adjusted balance measure for generalized propensity score model selection	3
On IPW-based estimation of conditional average treatment effects	3
Moderate deviations in a class of stable but nearly unstable processes	3
Bayesian predictive density estimation for a Chi-squared model using information from a normal observation with unknown mean and variance	3
A Bayesian semiparametric Archimedean copula	3
A scan procedure for multiple testing: Beyond threshold-type procedures	3
Bayesian change point detection for functional data	2
A monotone frequentist measure of evidence for testing variance components in linear mixed models	2
Construction of uniform projection designs via level permutation and expansion	2
Estimating change-point latent factor models for high-dimensional time series	2
A Bayesian analysis of the matching problem	2
Consistency of the Horvitz–Thompson estimator under general sampling and experimental designs	2
Optimal model averaging estimator for expectile regressions	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
Sequential monitoring of response-adaptive randomized clinical trials with sample size re-estimation	2
Poisson limit theorems for the Cressie–Read statistics	2
On expectile-assisted inverse regression estimation for sufficient dimension reduction	2
On the meaning of block effects in paired comparison choice experiments and a relationship with blocked 2
Minimax estimation of a restricted mean for a one-parameter exponential family	2
Exact model comparisons in the plausibility framework	2
Universally consistent estimation of the reach	2
A new prediction interval for binomial random variable based on inferential models	2
Logical and test consistency in pairwise multiple comparisons	2
Optimal rerandomization designs via a criterion that provides insurance against failed experiments	2
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions	2
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	2
Inference in partially identified models with many moment inequalities using Lasso	2
Calculating degrees of freedom in multivariate local polynomial regression	2
Analysis of odds, probability, and hazard ratios: From 2 by 2 tables to two-sample survival data	2
New perspectives on knockoffs construction	2
Asymptotically most powerful tests for random number generators	2
Correcting for linkage errors in contingency tables—A cautionary tale	2
Properties of Fisher information gain for Bayesian design of experiments	2
Rerandomization: A complement or substitute for stratification in randomized experiments?	2
Testing for adequacy of seasonal adjustment in the frequency domain	2
Variable selection in the Box–Cox power transformation model	2
An adaptive group LASSO approach for domain selection in functional generalized linear models	2
The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications	2
The properties of entropy as a measure of randomness in a clinical trial	2
Reference priors via α-divergence for a certain non-regular model in t	2
Multinomial goodness-of-fit based on U-statistics: High-dimensional	2
Whittle parameter estimation for vector ARMA models with heavy-tailed noises	2
Iterative construction of Gaussian process surrogate models for Bayesian inference	2
Robust active learning with binary responses	2

Using nonregular designs to generate space-filling designs	2
Estimation of state-dependent jump activity and drift for Markovian semimartingales	2
Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems	2
High-dimensional variable screening through kernel-based conditional mean dependence	2
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications	2
Adjusted maximum likelihood method for multivariate Fay–Herriot model	2
Adaptive controls of FWER and FDR under block dependence	2
Estimation and inference in partially functional linear regression with multiple functional covariates	2
On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results	2
Projected tests for high-dimensional covariance matrices	2
Targeted testing for bias in order assignment, with an application to Texas election ballots	2
Nearly unstable family of stochastic processes given by stochastic differential equations with time delay	1
Local polynomial smoothing based on the Kaplan–Meier estimate	1
Feature screening for ultrahigh-dimensional additive logistic models	1
A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors	1
On optimal fMRI designs for correlated errors	1
Asymptotic delay times of sequential tests based on U-statistics for	1
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes	1
Group variable selection in the Andersen–Gill model for recurrent event data	1
Testing hypothesis on transition distributions of a Markov sequence	1
Uniform semi-Latin squares and their pairwise-variance aberrations	1
Bayesian nonparametrics for directional statistics	1
Group-sequential response-adaptive designs for censored survival outcomes	1
Bregman divergence to generalize Bayesian influence measures for data analysis	1
Optimality regions for designs in multiple linear regression models with correlated random coefficients	1
Uniformity of saturated orthogonal arrays	1
Martingale-difference-divergence-based tests for goodness-of-fit in quantile models	1
On the ruin probabilities for a general perturbed renewal risk process	1
Covariate-adjusted response-adaptive designs for censored survival responses	1
Estimation of a regression function on a manifold by fully connected deep neural networks	1
A spectral approach to estimate the autocovariance function	1
A sequential approach to feature selection in high-dimensional additive models	1
Properties of increasing odds rate distributions with a statistical application	1
Results on constructing sn	1
An integrated precision matrix estimation for multivariate regression problems	1
A systematic construction of compromise designs under baseline parameterization	1
Optimal designs for comparing curves in regression models with asymmetric errors	1
Optimal designs for binary response models with multiple nonnegative variables	1
Increasing cluster size asymptotics for nested error regression models	1
Graph signal denoising using t-shrinkage priors	1
Model constraints independent optimal subsampling probabilities for softmax regression	1
Simultaneous inference for partial areas under receiver operating curves—With a view towards efficiency	1
Statistical inference of locally stationary functional coefficient models	1
Restricted estimation of the cumulative incidence functions of two competing risks	1
Monitoring parameter changes in models with a trend	1
Graph-based estimators for paired comparison data	1
A new variant of the parallel regression model with variable selection in surveys with sensitive attribute	1
D-optimal augmented designs and the existence of tight orthogonal arrays with high strength	1
Efficient empirical likelihood inference for recovery rate of COVID19 under double-censoring	1
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices	1
Circular designs for total effects under interference models	1
Optimal finite sample post-selection confidence distributions in generalized linear models	1
SYMARFIMA: A dynamical model for conditionally symmetric time series with long range dependence mean structure	1
Robust estimation of nonparametric function via addition sequence	1
Frequentist model averaging under inequality constraints	1
A nonparametric measure of heteroskedasticity	1
On the nature of saturated 2k	1
Semiparametric Bayesian doubly robust causal estimation	1
Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation	1
Estimation of a partially linear additive model with generated covariates	1
A Bayesian stochastic approximation method	1
U-statistic based on overlapping sample spacings	1
A selective review of sufficient dimension reduction for multivariate response regression	1
Semiparametric two-sample admixture components comparison test: The symmetric case	1
A general class of additive semiparametric models for recurrent event data	1
On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity	1
Weighted empirical minimum distance estimators in linear errors-in-variables regression models	1
Penalised quantile periodogram for spectral estimation	1
A bent line Tobit regression model with application to household financial assets	1
On classical and Bayesian asymptotics in stochastic differential equations with random effects having mixture normal distributions	1
Matrix variate Birnbaum–Saunders distribution under elliptical models	1
Adaptive testing method for ergodic diffusion processes based on high frequency data	1
A non-parametric solution to the multi-armed bandit problem with covariates	1
The optimal rate of canonical correlation analysis for stochastic processes	1
Representative points for distribution recovering	1
Change-detection-assisted multiple testing for spatiotemporal data	1
Zero-modified count time series with Markovian intensities	1
Pseudo estimation and variable selection in regression	1
New robust confidence intervals for the mean under dependence	1
Unified statistical inference for a nonlinear dynamic functional/longitudinal data model	1
General minimum lower-order confounding split-plot designs with important whole-plot factors	1
Posterior contraction in group sparse logit models for categorical responses	1
The effects of adaptation on maximum likelihood inference for nonlinear models with normal errors	1