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 2021-11-01 to 2025-11-01.)
ArticleCitations
Column expanded Latin hypercube designs18
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity18
A criterion for estimating the largest linear homoscedastic zone in Gaussian data16
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting16
Generalized accelerated failure time model with censored data from case-cohort studies15
A Quasi-Bayesian change point detection with exchangeable weights13
Goodness-of-fit test for partial functional linear model with errors in scalar covariates11
Distributed eQTL analysis with auxiliary information10
Semiparametric regression modeling of the global percentile outcome9
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate9
A selective review of sufficient dimension reduction for multivariate response regression9
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing8
Subgroup analysis for the functional linear model8
Regularized matrix-variate logistic regression with response subject to misclassification8
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration8
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas8
A sequential approach to feature selection in high-dimensional additive models7
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions7
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net7
Whittle parameter estimation for vector ARMA models with heavy-tailed noises7
Zero-modified count time series with Markovian intensities7
Local linear regression with nonparametrically generated covariates for weakly dependent data7
Editorial Board7
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices7
Z-valued time series: Models, propertie6
Optimal s-level fractional factorial designs under baseline parame6
Shifted BH methods for controlling false discovery rate in multiple testing of the means of correlated normals against two-sided alternatives6
Increasing cluster size asymptotics for nested error regression models6
Hermite regression estimation in noisy convolution model6
Mixed-integer linear programming for computing optimal experimental designs6
D-optimal augmented designs and the existence of tight orthogonal arrays with high strength6
Estimation for the Cox model with biased sampling data via risk set sampling6
Oracle-efficient estimation and global inferences for variance function of functional data6
A modelling framework for regression with collinearity5
Model checking for parametric single-index models with massive datasets5
U-statistic based on overlapping sample spacings5
Regression analysis of longitudinal data with mixed synchronous and asynchronous longitudinal covariates5
A precise local limit theorem for the multinomial distribution and some applications5
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes5
Semiparametric two-sample admixture components comparison test: The symmetric case5
A new filtering inference procedure for a GED state-space volatility model5
Maximum likelihood estimation of sparse networks with missing observations5
A comparison of likelihood-based methods for size-biased sampling5
Approximating the operating characteristics of Bayesian Uncertainty directed trial Designs5
Weighted empirical minimum distance estimators in linear errors-in-variables regression models5
Variable selection in the Box–Cox power transformation model5
The proximal bootstrap for constrained estimators5
Mallows model averaging based on kernel regression imputation with responses missing at random4
Poisson limit theorems for the Cressie–Read statistics4
Marginally constrained nonparametric Bayesian inference through Gaussian processes4
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise4
Editorial Board4
Some clustering-based change-point detection methods applicable to high dimension, low sample size data4
New perspectives on knockoffs construction4
Penalised t-walk MCMC4
Restricted estimation of the cumulative incidence functions of two competing risks4
Limit laws for the norms of extremal samples4
Testing the equality of distributions using integrated maximum mean discrepancy4
Editorial Board4
A smoothed p-value test when there is a nuisance parameter under the alternative4
Two-sample functional linear models with functional responses4
Uniformly more powerful tests for a subset of the components of a Normal Mean Vector4
The two-sample location shift model under log-concavity4
Testing hypothesis on transition distributions of a Markov sequence4
Editorial Board4
Deep learning for ψ-weakly dependent processes4
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women4
Editorial Board4
Uniformly valid inference for partially linear high-dimensional single-index models4
A note on the smoothness of densities4
Local polynomial smoothing based on the Kaplan–Meier estimate3
A multidimensional objective prior distribution from a scoring rule3
Asymptotic uncertainty quantification for communities in sparse planted bi-section models3
Multiple testing in genome-wide association studies via hierarchical hidden Markov models3
A monotone frequentist measure of evidence for testing variance components in linear mixed models3
Mixed latent graphical models with mixed measurement error and misclassification in variables3
Editorial Board3
Proximal operator for the sorted 3
Exact confidence limits compatible with the result of a sequential trial3
Statistical inference for wavelet curve estimators of symmetric positive definite matrices3
Equivalence theorems for multiple-design problems with application in mixed models3
Statistical inference in factor analysis for diffusion processes from discrete observations3
The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications3
Variable selection with the knockoffs: Composite null hypotheses3
Bayesian analysis of nonparanormal graphical models using rank-likelihood3
A general Bayesian bootstrap for censored data based on the beta-Stacy process3
Measures of conditional dependence for nonlinearity, asymmetry and beyond3
An integrative framework for geometric and hidden projections in three-level fractional factorial designs3
Designs for half-diallel experiments with commutative orthogonal block structure3
A new non-parametric estimation of the expected shortfall for dependent financial losses3
Uniformity of saturated orthogonal arrays3
Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions3
Density estimation of a mixture distribution with unknown point-mass and normal error3
Temporal aggregation and systematic sampling for INGARCH processes3
Model averaging prediction for survival data with time-dependent effects3
A framework of zero-inflated Bayesian negative binomial regression models for spatiotemporal data3
Generalized linear–quadratic model with a change point due to a covariate threshold3
Editorial Board3
Bi-s3
Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood3
Adaptive nonparametric estimation of a component density in a two-class mixture model3
Testing hypotheses about covariance matrices in general MANOVA designs2
An adaptive group LASSO approach for domain selection in functional generalized linear models2
Trading information, price discreteness, and volatility estimation2
Inference on regression model with misclassified binary response2
Sparse multiple kernel learning: Minimax rates with random projection2
Regression-assisted Bayesian record linkage for causal inference in observational studies with covariates spread over two files2
A faster U-statistic for testing independence in the functional linear models2
Maximum correntropy criterion regression models with tending-to-zero scale parameters2
Editorial Board2
LAMN property for jump diffusion processes with discrete observations on a fixed time interval2
High-dimensional variable screening through kernel-based conditional mean dependence2
Construction of optimal supersaturated designs by the expansive replacement method2
Reduced-bias estimation of the extreme conditional tail expectation for Box–Cox transforms of heavy-tailed distributions2
Optimal subsampling for the Cox proportional hazards model with massive survival data2
Optimal designs for mean–covariance models with missing observations2
Bayesian nonparametrics for directional statistics2
Column-orthogonal nearly strong orthogonal arrays2
Semi-parametric empirical likelihood inference on quantile difference between two samples with length-biased and right-censored data2
Circular designs for total effects under interference models2
Two-way ORDANOVA: Analyzing ordinal variation in a cross-balanced design2
A note on the construction of incomplete row–column designs: An algorithmic approach2
A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics2
Robust estimation of a regression function in exponential families2
Estimating diffusion with compound Poisson jumps based on self-normalized residuals2
Efficient inference of parent-of-origin effect using case-control mother–child genotype data2
Adjusted maximum likelihood method for multivariate Fay–Herriot model2
Construction of 2fi-optimal row–column designs2
Properties of Fisher information gain for Bayesian design of experiments2
Penalized kernel quantile regression for varying coefficient models2
Robust nonparametric regression based on deep ReLU neural networks2
Distributed optimal subsampling for quantile regression with massive data2
Editorial Board2
Beta regression misspecification tests2
An empirical likelihood-based unified test for the integer-valued AR(1) models2
Multimatricvariate distribution under elliptical models2
Results on constructing sn2
Bayesian predictive density estimation for a Chi-squared model using information from a normal observation with unknown mean and variance1
Fast construction of efficient two-level parallel flats designs1
Editorial Board1
A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators1
Semiparametric estimation of a principal functional coefficient panel data model with cross-sectional dependence and its application to cigarette demand1
A stable sequential multiple test for Koopman–Darmois family1
Posterior contraction in group sparse logit models for categorical responses1
Deterministic construction methods for asymmetrical uniform designs1
Alternative asymptotic inference theory for a nonstationary Hawkes process1
Nonparametric estimators of inequality curves and inequality measures1
Penalized unimodal spline density estimation with application to M-estimation1
Statistical analysis of concentric objects estimation problem under the heteroscedastic Berman model1
Construction of mixed-level screening designs using Hadamard matrices1
Frequentist model averaging under inequality constraints1
Confidence intervals for a ratio of percentiles of location-scale distributions1
Generating optimal order-of-addition designs with flexible run sizes1
Estimating change-point latent factor models for high-dimensional time series1
Feature screening via concordance indices for left-truncated and right-censored survival data1
Non-asymptotic model selection for models of network data with parameter vectors of increasing dimension1
Estimation of a regression function on a manifold by fully connected deep neural networks1
Evaluation of early phase dose finding algorithms in heterogeneous populations1
Self-normalized inference for stationarity of irregular spatial data1
Choice of smoothing parameter in multivariate copula-based tail coefficients1
Editorial Board1
Further results on controlling the false discovery rate under some complex grouping structure of hypotheses1
Convergence guarantees for forward gradient descent in the linear regression model1
Change-detection-assisted multiple testing for spatiotemporal data1
Optimal design for estimating the mean ability over time in repeated item response testing1
Editorial Board1
Empirical likelihood in single-index quantile regression with high dimensional and missing observations1
Universally consistent estimation of the reach1
Editorial Board1
Layer sparsity in neural networks1
Editorial Board1
Covariate-adjusted response-adaptive designs for censored survival responses1
Saturated and supersaturated order-of-addition designs1
An efficient approach for statistical matching of survey data through calibration, optimal transport and balanced sampling1
Jackknife empirical likelihood confidence intervals for the categorical Gini correlation1
Bayesian nonparametric tests for multivariate locations1
On IPW-based estimation of conditional average treatment effects1
Approximate I-optimal designs for polynomial models over the unit 1
A dynamic count process1
Semiparametric inference for merged data from multiple data sources1
A new First-Order mixture integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning1
Optimal designs for some bivariate cokriging models1
Outcome dependent subsampling divide and conquer in generalized linear models for massive data1
A note on estimation of α-stable CARMA processes sampled at low freq1
Robust penalized empirical likelihood in high dimensional longitudinal data analysis1
An algorithm for searching optimal variance component estimators in linear mixed models1
The impact of misclassification on covariate-adaptive randomized clinical trials with generalized linear models1
Construction of uniform projection designs via level permutation and expansion1
Preserving projection properties when regular two-level designs are blocked1
A sup-norm oracle inequality for a partially linear regression model1
Optimal model averaging for semiparametric partially linear models with measurement errors1
Representative points for distribution recovering1
Entropic regularization of neural networks: Self-similar approximations1
Weighted bootstrap for two-sample U-statistics1
K-sign depth: From asymptotics to efficient implementation1
A spectral approach to estimate the autocovariance function1
Regression models for circular data based on nonnegative trigonometric sums1
Random and quasi-random designs in group testing1
Anisotropic multivariate deconvolution using projection on the Laguerre basis1
Asymptotic normality and Cramér-type moderate deviations of Yule’s nonsense correlation statistic for Ornstein–Uhlenbeck processes1
Time changes and stationarity issues for extended scalar autoregressive models1
On schematic orthogonal arrays of high strength1
Construction of high-dimensional high-separation distance designs1
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