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 2020-11-01 to 2024-11-01.)

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	14
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
Tractable Bayesian density regression via logit stick-breaking priors	11
Projection pursuit based tests of normality with functional data	11
Piecewise autoregression for general integer-valued time series	11
Analysis of convolutional neural network image classifiers in a hierarchical max-pooling model with additional local pooling	11
Generating optimal order-of-addition designs with flexible run sizes	11
A precise local limit theorem for the multinomial distribution and some applications	10
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes	10
Ridge rerandomization: An experimental design strategy in the presence of covariate collinearity	9
On energy tests of normality	9
Column-orthogonal nearly strong orthogonal arrays	9
Estimation in functional single-index varying coefficient model	8
Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces	8
Construction of space-filling orthogonal designs	8
Minimax D-optimal designs for multivariate regression models with multi-factors	7
A scalable surrogate L0	7

A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics	7
Two-way ORDANOVA: Analyzing ordinal variation in a cross-balanced design	7
Testing for lack-of-fit in functional regression models against general alternatives	7
Checking the adequacy of functional linear quantile regression model	7
Support point of locally optimal designs for multinomial logistic regression models	7
Robust designs for generalized linear mixed models with possible model misspecification	7
Asymptotic efficiency of the calibration estimator in a high-dimensional data setting	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
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
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
Bayesian tests for circular uniformity	5
Z-valued time series: Models, propertie	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
Multivariate non-central Birnbaum–Saunders kernel density estimator for nonnegative data	5
Saturated and supersaturated order-of-addition designs	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
Generalization performance of Lagrangian support vector machine based on Markov sampling	4
On large deviations for combinatorial sums	4
K-sign depth: From asymptotics to efficient implementation	4
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net	4
Testing hypotheses about covariance matrices in general MANOVA designs	4
Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach	4
Efficient estimation in periodic INA	4
Temporal aggregation and systematic sampling for INGARCH processes	4
On IPW-based estimation of conditional average treatment effects	4
Optimal finite sample post-selection confidence distributions in generalized linear models	4
A regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theory	4
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate	4
Rerandomization: A complement or substitute for stratification in randomized experiments?	4
Estimating the proportion of true null hypotheses under dependency: A marginal bootstrap approach	4
Uniform semi-Latin squares and their pairwise-variance aberrations	4
Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis	4
Efficient and direct estimation of the variance–covariance matrix in EM algorithm with interpolation method	4
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	4
Using nonregular designs to generate space-filling designs	3
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

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