Journal of Statistical Planning and Inference

Article	Citations
On misspecification in cusp-type change-point models	21
Generalized accelerated failure time model with censored data from case-cohort studies	19
A Quasi-Bayesian change point detection with exchangeable weights	15
A criterion for estimating the largest linear homoscedastic zone in Gaussian data	11
Distributed eQTL analysis with auxiliary information	11
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting	10
Accelerated failure time model under dependent truncated data	10
Goodness-of-fit test for partial functional linear model with errors in scalar covariates	9
Column expanded Latin hypercube designs	9
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity	9
Minimax designs for partially linear models	9
Subgroup analysis for the functional linear model	8
A selective review of sufficient dimension reduction for multivariate response regression	8
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas	8
Model robust hybrid likelihood	7
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration	7
S -l	7
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices	7
Evaluation of diagnostic biomarkers: A comparative analysis by area under the receiver operating characteristic curve	7
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions	7
Editorial Board	7
Maximum Projection Gini Correlation (MaGiC) for mixed categorical and numerical data	7
Local linear regression with nonparametrically generated covariates for weakly dependent data	7
Semiparametric regression modeling of the global percentile outcome	7
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	7

Estimation for the Cox model with biased sampling data via risk set sampling	7
Whittle parameter estimation for vector ARMA models with heavy-tailed noises	7
Zero-modified count time series with Markovian intensities	6
Editorial Board	6
Assessing goodness-of-fit for sparse categories using Rényi divergence	6
Approximating the operating characteristics of Bayesian Uncertainty directed trial Designs	6
Optimal s-level fractional factorial designs under baseline parameterization	6
Copula-based bivariate binomial ARCH(p,q	6
Causal inference in early phase clinical trials: Variance decomposition and order of patient inclusion	6
Hermite regression estimation in noisy convolution model	6
Shifted BH methods for controlling false discovery rate in multiple testing of the means of correlated normals against two-sided alternatives	6
Weighted empirical minimum distance estimators in linear errors-in-variables regression models	6
U-statistic based on overlapping sample spacings	5
Model checking for parametric single-index models with massive datasets	5
Regression analysis of longitudinal data with mixed synchronous and asynchronous longitudinal covariates	5
Uniformly more powerful tests for a subset of the components of a Normal Mean Vector	5
The two-sample location shift model under log-concavity	5
A comparison of likelihood-based methods for size-biased sampling	5
Z-valued time series: Models, propertie	5
Mixed-integer linear programming for computing optimal experimental designs	5
New perspectives on knockoffs construction	5
A modelling framework for regression with collinearity	5
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes	5
A new filtering inference procedure for a GED state-space volatility model	5
Oracle-efficient estimation and global inferences for variance function of functional data	5
The proximal bootstrap for constrained estimators	5
Some clustering-based change-point detection methods applicable to high dimension, low sample size data	5
Uniformly valid inference for partially linear high-dimensional single-index models	4
Pursuing sparsity and homogeneity for multi-source high-dimensional current status data	4
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women	4
A general Bayesian bootstrap for censored data based on the beta-Stacy process	4
Statistical inference for wavelet curve estimators of symmetric positive definite matrices	4
Testing the equality of distributions using integrated maximum mean discrepancy	4
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise	4
Editorial Board	4
Editorial Board	4
Editorial Board	4
Marginally constrained nonparametric Bayesian inference through Gaussian processes	4
Local polynomial smoothing based on the Kaplan–Meier estimate	4
Poisson limit theorems for the Cressie–Read statistics	4
A new non-parametric estimation of the expected shortfall for dependent financial losses	4
Privacy-preserving estimation for non-randomly distributed data	4
Mallows model averaging based on kernel regression imputation with responses missing at random	4
Penalised t-walk MCMC	4
Orthogonal Latin hypercube designs with hidden low-dimensional projection	4
Proximal operator for the sorted ℓ	4
Deep learning for ψ-weakly dependent processes	4
Editorial Board	4
A smoothed p-value test when there is a nuisance parameter under the alternative	4
A multidimensional objective prior distribution from a scoring rule	3

Variable selection with the knockoffs: Composite null hypotheses	3
A monotone frequentist measure of evidence for testing variance components in linear mixed models	3
Measures of conditional dependence for nonlinearity, asymmetry and beyond	3
Mixed latent graphical models with mixed measurement error and misclassification in variables	3
Self-weighted estimation for nonstationary processes with infinite variance GARCH errors	3
Editorial Board	3
Multiple testing in genome-wide association studies via hierarchical hidden Markov models	3
A framework of zero-inflated Bayesian negative binomial regression models for spatiotemporal data	3
Asymptotic uncertainty quantification for communities in sparse planted bi-section models	3
Model averaging prediction for survival data with time-dependent effects	3
Bayesian analysis of nonparanormal graphical models using rank-likelihood	3
Statistical inference in factor analysis for diffusion processes from discrete observations	3
Editorial Board	3
Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood	3
Designs for half-diallel experiments with commutative orthogonal block structure	3
Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions	3
Inference for trend functions in partially linear models	3
Editorial Board	2
Optimal subsampling for the Cox proportional hazards model with massive survival data	2
Construction of 2fi-optimal row–column designs	2
Asymptotically efficient estimation under local constraint in Wicksell’s problem	2
Optimal designs for mean–covariance models with missing observations	2
Inference on regression model with misclassified binary response	2
Editorial Board	2
Individual aliased effect number pattern for two-level designs and its applications	2
Trading information, price discreteness, and volatility estimation	2
Regression-assisted Bayesian record linkage for causal inference in observational studies with covariates spread over two files	2
Editorial Board	2
Distributed optimal subsampling for quantile regression with massive data	2
Uniformly asymptotic normality of estimation of the drift function for diffusion processes	2
Analysis of the rate of convergence of an over-parametrized convolutional neural network image classifier learned by gradient descent	2
The Safety Belt estimator under multivariate linear models with inequality constraints	2
A note on the construction of incomplete row–column designs: An algorithmic approach	2
Semi-parametric empirical likelihood inference on quantile difference between two samples with length-biased and right-censored data	2
Neighborhood VAR: Efficient estimation of multivariate timeseries with neighborhood information	2
Robust nonparametric regression based on deep ReLU neural networks	2
Beta regression misspecification tests	2
Circular designs for total effects under interference models	2
Maximum correntropy criterion regression models with tending-to-zero scale parameters	2
Efficient partially replicated block designs with each replication number one or two	2
LAMN property for jump diffusion processes with discrete observations on a fixed time interval	2
An adaptive group LASSO approach for domain selection in functional generalized linear models	2
Reduced-bias estimation of the extreme conditional tail expectation for Box–Cox transforms of heavy-tailed distributions	2
An empirical likelihood-based unified test for the integer-valued AR(1) models	2
Adjusted maximum likelihood method for multivariate Fay–Herriot model	2
Sparse multiple kernel learning: Minimax rates with random projection	2
Editorial Board	2
Temporal aggregation and systematic sampling for INGARCH processes	2
Variable selection in high-dimensional varying coefficient panel data models with fixed effects	1
Choice of smoothing parameter in multivariate copula-based tail coefficients	1
Robust estimation of a regression function in exponential families	1
A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators	1
Construction of optimal supersaturated designs by the expansive replacement method	1
A nonparametric test for the heterogeneity of the spatial autoregressive parameter	1
High-dimensional variable screening through kernel-based conditional mean dependence	1
A new survey design and analysis for a sensitive attribute based on Benford’s law	1
A new First-Order mixture integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning	1
M-procedures robust to structural changes detection under strong mixing heavy-tailed time series models	1
Saturated and supersaturated order-of-addition designs	1
Editorial Board	1
Robust and consistent model evaluation criteria in high-dimensional regression	1
Optimal model averaging for semiparametric partially linear models with measurement errors	1
Maximum likelihood estimation for nonlinear reflected stochastic differential equations	1
Empirical likelihood in single-index quantile regression with high dimensional and missing observations	1
Optimal design for estimating the mean ability over time in repeated item response testing	1
Too Many, Too Improbable: Testing joint hypotheses and closed testing shortcuts	1
Deterministic construction methods for asymmetrical uniform designs	1
Nonparametric regression with predictors missing at random and the scale depending on auxiliary covariates	1
Random and quasi-random designs in group testing	1
Convergence guarantees for forward gradient descent in the linear regression model	1
Construction of high-dimensional high-separation distance designs	1
Editorial Board	1
Time changes and stationarity issues for extended scalar autoregressive models	1
Jackknife empirical likelihood confidence intervals for the categorical Gini correlation	1
A dynamic count process	1
Results on constructing sn	1
A stable sequential multiple test for Koopman–Darmois family	1
Testing hypotheses about covariance matrices in general MANOVA designs	1
Regression models for circular data based on nonnegative trigonometric sums	1
An algorithm for searching optimal variance component estimators in linear mixed models	1

A note on estimation of α-stable CARMA processes sampled at low freq	1
On schematic orthogonal arrays of high strength	1
Semiparametric estimation of a principal functional coefficient panel data model with cross-sectional dependence and its application to cigarette demand	1
Semiparametric modal regression with varying coefficients and measurement error	1
Self-normalized inference for stationarity of irregular spatial data	1
Change-detection-assisted multiple testing for spatiotemporal data	1
Editorial Board	1
Alternative asymptotic inference theory for a nonstationary Hawkes process	1
Penalized unimodal spline density estimation with application to M-estimation	1
Approximate I	1
Inference on linear quantile regression with dyadic data	1
Construction of uniform projection designs via level permutation and expansion	1
Representative points for distribution recovering	1
Evaluation of early phase dose finding algorithms in heterogeneous populations	1
Further results on controlling the false discovery rate under some complex grouping structure of hypotheses	1
Fast construction of efficient two-level parallel flats designs	1
Preserving projection properties when regular two-level designs are blocked	1
Optimal designs for some bivariate cokriging models	1
Efficient inference of parent-of-origin effect using case-control mother–child genotype data	1
Deconvolution density estimation using penalized splines	1
Construction of mixed-level screening designs using Hadamard matrices	1
Non-asymptotic model selection for models of network data with parameter vectors of increasing dimension	1
Confidence intervals for a ratio of percentiles of location-scale distributions	1
Divide and conquer for generalized approximately expectile regression	1
Entropic regularization of neural networks: Self-similar approximations	1
Outcome dependent subsampling divide and conquer in generalized linear models for massive data	1
Consistent community detection approach in the nonparametric weighted stochastic blockmodel with unspecified number of communities	1
The impact of misclassification on covariate-adaptive randomized clinical trials with generalized linear models	1
Estimation and testing for varying-coefficient single-index quantile regression models	1
Asymptotic normality and Cramér-type moderate deviations of Yule’s nonsense correlation statistic for Ornstein–Uhlenbeck processes	1
Universally consistent estimation of the reach	1
Posterior contraction in group sparse logit models for categorical responses	1
Estimation of a regression function on a manifold by fully connected deep neural networks	1
Editorial Board	1
Robust penalized empirical likelihood in high dimensional longitudinal data analysis	1