Journal of Statistical Planning and Inference

Article	Citations
Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach	15
Deterministic construction methods for uniform designs	14
Generating optimal order-of-addition designs with flexible run sizes	14
Bayesian predictive density estimation for a Chi-squared model using information from a normal observation with unknown mean and variance	14
Adaptive nonparametric estimation of a component density in a two-class mixture model	13
Editorial Board	12
Scale tests for a multilevel step-stress model with exponential lifetimes under Type-II censoring	12
Distributed eQTL analysis with auxiliary information	11
A note on the construction of incomplete row–column designs: An algorithmic approach	11
Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold	11
A new approach for ultrahigh dimensional precision matrix estimation	11
Testing higher and infinite degrees of stochastic dominance for small samples: A Bayesian approach	11
Construction of component orthogonal arrays with any number of components	10
Gibbs posterior inference on multivariate quantiles	10
An adaptive group LASSO approach for domain selection in functional generalized linear models	10
Estimation of a distribution function with increasing failure rate average	9
Corrected empirical Bayes confidence region in a multivariate Fay–Herriot model	9
Testing for adequacy of seasonal adjustment in the frequency domain	8
On optimal fMRI designs for correlated errors	8
Piecewise autoregression for general integer-valued time series	8
Portmanteau-type test for unit root with heavy-tailed noise	7
A note on estimation of α-stable CARMA processes sampled at low freq	7
A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics	7
Properties of Fisher information gain for Bayesian design of experiments	7
Testing the skewness of skew-normal distribution by Bayes factors	7

Editorial Board	6
Asymptotic efficiency of the calibration estimator in a high-dimensional data setting	6
Editorial Board	6
LAMN property for jump diffusion processes with discrete observations on a fixed time interval	6
A Quasi-Bayesian change point detection with exchangeable weights	6
Goodness-of-fit test for partial functional linear model with errors in scalar covariates	6
Nonparametric methods for clustered data in pre-post intervention design	6
Deep learning for ψ-weakly dependent processes	5
Column-orthogonal nearly strong orthogonal arrays	5
Column expanded Latin hypercube designs	5
Poisson limit theorems for the Cressie–Read statistics	5
Removing inessential points in c-and 5
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting	5
Construction of 2fi-optimal row–column designs	5
An empirical likelihood-based unified test for the integer-valued AR(1) models	5
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate	5
Construction on large four-level designs via quaternary codes	5
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity	5
Informed censoring: The parametric combination of data and expert information	4
Estimation in functional single-index varying coefficient model	4
High-dimensional variable screening through kernel-based conditional mean dependence	4
Optimal designs for mean–covariance models with missing observations	4
Adjusted maximum likelihood method for multivariate Fay–Herriot model	4
Reduced-bias estimation of the extreme conditional tail expectation for Box–Cox transforms of heavy-tailed distributions	4
Generalized accelerated failure time model with censored data from case-cohort studies	4
A new non-parametric estimation of the expected shortfall for dependent financial losses	4
Semiparametric Bayesian doubly robust causal estimation	4
Editorial Board	4
Multiplier subsample bootstrap for statistics of time series	4
Exact model comparisons in the plausibility framework	4
Graph signal denoising usingt-shrinkage priors	4
A modification of MaxT procedure using spurious correlations	4
Inference on regression model with misclassified binary response	4
Ridge rerandomization: An experimental design strategy in the presence of covariate collinearity	4
Semiparametric regression modeling of the global percentile outcome	3
Choice of smoothing parameter in multivariate copula-based tail coefficients	3
Proximal operator for the sortedℓ	3
M-type penalized splines with auxiliary scale estimation	3
Regularized matrix-variate logistic regression with response subject to misclassification	3
Semiparametric inference for merged data from multiple data sources	3
Construction of optimal supersaturated designs by the expansive replacement method	3
Detecting non-isomorphic orthogonal design	3
Local polynomial smoothing based on the Kaplan–Meier estimate	3
High-dimensional asymptotic expansion of the null distribution for L<	3
Asymptotically most powerful tests for random number generators	3
An integrative framework for geometric and hidden projections in three-level fractional factorial designs	3
Multimatricvariate distribution under elliptical models	3
A Bayesian stochastic approximation method	3
Results on constructing sn	3
Semiparametric estimation for average causal effects using propensity score-based spline	3

Optimal designs for some bivariate cokriging models	3
A selective review of sufficient dimension reduction for multivariate response regression	3
Nonparametric inference for distribution functions with stratified samples	3
Time changes and stationarity issues for extended scalar autoregressive models	3
Estimating change-point latent factor models for high-dimensional time series	2
Testing hypotheses about covariance matrices in general MANOVA designs	2
A general Bayesian bootstrap for censored data based on the beta-Stacy process	2
A new user specific multiple testing method for business applications: The SiMaFlex procedure	2
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net	2
Analytical approach for designing accelerated degradation tests under an exponential dispersion model	2
Bi-s∗	2
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	2
Optimal model averaging estimator for expectile regressions	2
The effects of adaptation on maximum likelihood inference for nonlinear models with normal errors	2
Statistical inference for wavelet curve estimators of symmetric positive definite matrices	2
Editorial Board	2
Fast construction of efficient two-level parallel flats designs	2
Inference for seemingly unrelated linear mixed models	2
Non-asymptotic model selection for models of network data with parameter vectors of increasing dimension	2
Tractable Bayesian density regression via logit stick-breaking priors	2
Robust estimation of nonparametric function via addition sequence	2
A new First-Order mixture integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning	2
Evaluation of early phase dose finding algorithms in heterogeneous populations	2
A scalable surrogate L0	2
Some results for stochastic orders and aging properties related to the Laplace transform	2
A dynamic count process	2
General minimum lower-order confounding split-plot designs with important whole-plot factors	2
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas	2
Robust estimation of a regression function in exponential families	2
Subgroup analysis for the functional linear model	2
Estimating diffusion with compound Poisson jumps based on self-normalized residuals	2
Locally adaptive sparse additive quantile regression model with TV penalty	2
Variable selection with the knockoffs: Composite null hypotheses	2
On IPW-based estimation of conditional average treatment effects	2
Two-sample Behrens–Fisher problems for high-dimensional data: A normal reference approach	2
A systematic construction of compromise designs under baseline parameterization	2
Equivalence theorems for multiple-design problems with application in mixed models	2
Analysis of odds, probability, and hazard ratios: From 2 by 2 tables to two-sample survival data	2
Efficient inference of parent-of-origin effect using case-control mother–child genotype data	2
Efficient and direct estimation of the variance–covariance matrix in EM algorithm with interpolation method	2
Augmented projection Wasserstein distances: Multi-dimensional projection with neural surface	2
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes	2
Regression to the mean for overdispersed count data	2
Construction of high-dimensional high-separation distance designs	2
On card guessing with two types of cards	2
Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates	2
Generalized linear–quadratic model with a change point due to a covariate threshold	2
Convergence guarantees for forward gradient descent in the linear regression model	2
Robust active learning with binary responses	2
Mixed-integer linear programming for computing optimal experimental designs	1
Multiple testing in genome-wide association studies via hierarchical hidden Markov models	1
Self-normalized inference for stationarity of irregular spatial data	1
Statistical theory for image classification using deep convolutional neural network with cross-entropy loss under the hierarchical max-pooling model	1
Semi-parametric homogeneity test and sample size calculation for a two-sample problem under an inequality constraint	1
Editorial Board	1
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes	1
Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions	1
Density estimation of a mixture distribution with unknown point-mass and normal error	1
Whittle parameter estimation for vector ARMA models with heavy-tailed noises	1
Model checking for parametric single-index models with massive datasets	1
Editorial Board	1
Optimal rerandomization designs via a criterion that provides insurance against failed experiments	1
Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis	1
Toward improved inference for Krippendorff’s Alpha agreement coefficient	1
Hypothesis testing for Panels of Semi-Markov Processes with parametric sojourn time distributions	1
A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators	1
Semiparametric estimation for proportional hazards mixture cure model allowing non-curable competing risk	1
On energy tests of normality	1
Regression models for circular data based on nonnegative trigonometric sums	1
Optimal crossover designs for inference on total effects	1
An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes	1
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices	1
Jackknife empirical likelihood confidence intervals for the categorical Gini correlation	1
Random and quasi-random designs in group testing	1
Zero-modified count time series with Markovian intensities	1
A sequential approach to feature selection in high-dimensional additive models	1
A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix	1
Testing truncation dependence: The Gumbel–Barnett copula	1
Bayesian analysis of nonparanormal graphical models using rank-likelihood	1
An inverse Sanov theorem for exponential families	1

Measures of conditional dependence for nonlinearity, asymmetry and beyond	1
Uniformity of saturated orthogonal arrays	1
A nonparametric measure of heteroskedasticity	1
Uniform semi-Latin squares and their pairwise-variance aberrations	1
Approximate I-optimal designs for polynomial models over the unit	1
Representative points for distribution recovering	1
A test for the identity of a high-dimensional correlation matrix based on the	1
Comparing adaptive interventions under a general sequential multiple assignment randomized trial design via multiple comparisons with the best	1
Hilbert space-valued fractionally integrated autoregressive moving average processes with long memory operators	1
On the ruin probabilities for a general perturbed renewal risk process	1
Robust penalized empirical likelihood in high dimensional longitudinal data analysis	1
Outcome-adjusted balance measure for generalized propensity score model selection	1
Estimation of a regression function on a manifold by fully connected deep neural networks	1
Construction of space-filling orthogonal designs	1
Editorial Board	1
Anisotropic multivariate deconvolution using projection on the Laguerre basis	1
Optimal finite sample post-selection confidence distributions in generalized linear models	1
Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series	1
Reference priors viaα-divergence for a certain non-regular model in th	1
Designs for half-diallel experiments with commutative orthogonal block structure	1
Efficient tapered local Whittle estimation of multivariate fractional processes	1
Maximum likelihood estimation of sparse networks with missing observations	1
On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results	1
Multivariate expectile-based distribution: Properties, Bayesian inference, and applications	1
Marginal posterior distributions for regression parameters in the Cox model using Dirichlet and gamma process priors	1
Exact confidence limits compatible with the result of a sequential trial	1
A multidimensional objective prior distribution from a scoring rule	1
Projection pursuit based tests of normality with functional data	1
Editorial Board	1
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions	1
Local linear regression with nonparametrically generated covariates for weakly dependent data	1
Entropic regularization of neural networks: Self-similar approximations	1
Statistical inference in factor analysis for diffusion processes from discrete observations	1
Estimation for the Cox model with biased sampling data via risk set sampling	1
Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores	1
New robust confidence intervals for the mean under dependence	1
Analysis of convolutional neural network image classifiers in a hierarchical max-pooling model with additional local pooling	1
Construction of uniform projection designs via level permutation and expansion	1
A non-parametric solution to the multi-armed bandit problem with covariates	1