OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Statistical Planning and Inference is 3. 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 2020-09-01 to 2024-09-01.)

Article	Citations
Information-based optimal subdata selection for big data logistic regression	18
Parametric estimation for a parabolic linear SPDE model based on discrete observations	15
Two-sample Behrens–Fisher problems for high-dimensional data: A normal reference approach	14
Construction of component orthogonal arrays with any number of components	14
Two-sample nonparametric test for comparing mean time to failure functions in age replacement	13
A brief review of linear sufficient dimension reduction through optimization	13
Model-free posterior inference on the area under the receiver operating characteristic curve	12
Simultaneous confidence bands for functional data using the Gaussian Kinematic formula	12
Normalized power prior Bayesian analysis	12
Constructing minimum aberration split-plot designs via complementary sets when the whole plot factors are important	11
Generating optimal order-of-addition designs with flexible run sizes	11
Projection pursuit based tests of normality with functional data	11
Piecewise autoregression for general integer-valued time series	11
A precise local limit theorem for the multinomial distribution and some applications	10
Tractable Bayesian density regression via logit stick-breaking priors	10
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes	10
On energy tests of normality	9
Column-orthogonal nearly strong orthogonal arrays	9
Analysis of convolutional neural network image classifiers in a hierarchical max-pooling model with additional local pooling	9
Ridge rerandomization: An experimental design strategy in the presence of covariate collinearity	9
Construction of space-filling orthogonal designs	8
Estimation in functional single-index varying coefficient model	8
Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces	8
Minimax D-optimal designs for multivariate regression models with multi-factors	7
A scalable surrogate L0	7

Asymptotic efficiency of the calibration estimator in a high-dimensional data setting	7
Two-way ORDANOVA: Analyzing ordinal variation in a cross-balanced design	7
Robust designs for generalized linear mixed models with possible model misspecification	7
A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics	7
Support point of locally optimal designs for multinomial logistic regression models	7
Testing for lack-of-fit in functional regression models against general alternatives	7
Checking the adequacy of functional linear quantile regression model	7
Sequential online subsampling for thinning experimental designs	6
Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates	6
Gibbs posterior inference on multivariate quantiles	6
A Mann–Whitney test of distributional effects in a multivalued treatment	6
M-type penalized splines with auxiliary scale estimation	6
Goodness-of-fit tests for Markov Switching VAR models using spectral analysis	6
Maximum likelihood estimation of sparse networks with missing observations	6
Analytical approach for designing accelerated degradation tests under an exponential dispersion model	6
Bayesian tests for circular uniformity	5
Fitting time series models for longitudinal surveys with nonignorable missing data	5
Semiparametric estimation for average causal effects using propensity score-based spline	5
Predictive density estimation under the Wasserstein loss	5
Multivariate non-central Birnbaum–Saunders kernel density estimator for nonnegative data	5
Saturated and supersaturated order-of-addition designs	5
Anisotropic multivariate deconvolution using projection on the Laguerre basis	5
Optimal designs for some bivariate cokriging models	5
Estimation of a distribution function with increasing failure rate average	5
Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations	5
A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix	5
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions	5
High-dimensional variable screening through kernel-based conditional mean dependence	5
Optimal finite sample post-selection confidence distributions in generalized linear models	4
Tensor product splines and functional principal components	4
Testing hypotheses about covariance matrices in general MANOVA designs	4
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate	4
Generalization performance of Lagrangian support vector machine based on Markov sampling	4
On large deviations for combinatorial sums	4
On IPW-based estimation of conditional average treatment effects	4
Efficient and direct estimation of the variance–covariance matrix in EM algorithm with interpolation method	4
A regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theory	4
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	4
Efficient estimation in periodic INA	4
Temporal aggregation and systematic sampling for INGARCH processes	4
Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis	4
Estimation of mean squared prediction error of empirically spatial predictor of small area means under a linear mixed model	4
Moderate deviations in a class of stable but nearly unstable processes	4
Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach	4
Estimating the proportion of true null hypotheses under dependency: A marginal bootstrap approach	4
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net	4
Group orthogonal greedy algorithm for change-point estimation of multivariate time series	3
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications	3
K-sign depth: From asymptotics to efficient implementation	3
Uniform semi-Latin squares and their pairwise-variance aberrations	3

Universally consistent estimation of the reach	3
Construction of uniform projection designs via level permutation and expansion	3
Equivalence theorems for multiple-design problems with application in mixed models	3
Bayesian predictive density estimation for a Chi-squared model using information from a normal observation with unknown mean and variance	3
Efficient analysis of time-to-event endpoints when the event involves a continuous variable crossing a threshold	3
On the asymptotic behaviour of the variance estimator of a U-statisti	3
Correcting for linkage errors in contingency tables—A cautionary tale	3
Joint estimation of heterogeneous exponential Markov Random Fields through an approximate likelihood inference	3
Optimal experimental designs for treatment contrasts in heteroscedastic models with covariates	3
Flexible binomial AR(1) processes using copulas	3
Outcome-adjusted balance measure for generalized propensity score model selection	3
Whittle parameter estimation for vector ARMA models with heavy-tailed noises	3
Semiparametric estimation for proportional hazards mixture cure model allowing non-curable competing risk	3
Corrected empirical Bayes confidence region in a multivariate Fay–Herriot model	3
A scan procedure for multiple testing: Beyond threshold-type procedures	3
A likelihood-ratio type test for stochastic block models with bounded degrees	3
Rerandomization: A complement or substitute for stratification in randomized experiments?	3
Circular designs for total effects under interference models	3
Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes	3
Z-valued time series: Models, propertie	3
Optimal rerandomization designs via a criterion that provides insurance against failed experiments	3
On the ruin probabilities for a general perturbed renewal risk process	3
Asymptotically most powerful tests for random number generators	3
Estimation and inference in partially functional linear regression with multiple functional covariates	3
Using nonregular designs to generate space-filling designs	3