Journal of Statistical Planning and Inference

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 2022-07-01 to 2026-07-01.)
ArticleCitations
On misspecification in cusp-type change-point models21
Generalized accelerated failure time model with censored data from case-cohort studies19
A Quasi-Bayesian change point detection with exchangeable weights17
A criterion for estimating the largest linear homoscedastic zone in Gaussian data11
Distributed eQTL analysis with auxiliary information11
Accelerated failure time model under dependent truncated data11
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity10
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting10
Minimax designs for partially linear models9
Goodness-of-fit test for partial functional linear model with errors in scalar covariates9
Subgroup analysis for the functional linear model9
Column expanded Latin hypercube designs9
A selective review of sufficient dimension reduction for multivariate response regression9
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas8
Evaluation of diagnostic biomarkers: A comparative analysis by area under the receiver operating characteristic curve8
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing8
Zero-modified count time series with Markovian intensities7
Semiparametric regression modeling of the global percentile outcome7
Estimation for the Cox model with biased sampling data via risk set sampling7
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration7
Maximum Projection Gini Correlation (MaGiC) for mixed categorical and numerical data7
Model robust hybrid likelihood7
Editorial Board7
S -l7
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices7
Local linear regression with nonparametrically generated covariates for weakly dependent data7
On deriving Liouville process from Liouville distribution and its application in nonparametric Bayesian inference7
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions7
Hermite regression estimation in noisy convolution model6
Shifted BH methods for controlling false discovery rate in multiple testing of the means of correlated normals against two-sided alternatives6
Approximating the operating characteristics of Bayesian Uncertainty directed trial Designs6
Optimal s-level fractional factorial designs under baseline parameterization6
Editorial Board6
Assessing goodness-of-fit for sparse categories using Rényi divergence6
Model checking for parametric single-index models with massive datasets6
Whittle parameter estimation for vector ARMA models with heavy-tailed noises6
Copula-based bivariate binomial ARCH(p,q6
Weighted empirical minimum distance estimators in linear errors-in-variables regression models6
Causal inference in early phase clinical trials: Variance decomposition and order of patient inclusion6
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes5
Uniformly more powerful tests for a subset of the components of a Normal Mean Vector5
The two-sample location shift model under log-concavity5
The proximal bootstrap for constrained estimators5
A comparison of likelihood-based methods for size-biased sampling5
A modelling framework for regression with collinearity5
Mixed-integer linear programming for computing optimal experimental designs5
New perspectives on knockoffs construction5
Pursuing sparsity and homogeneity for multi-source high-dimensional current status data5
A new filtering inference procedure for a GED state-space volatility model5
Z-valued time series: Models, propertie5
Regression analysis of longitudinal data with mixed synchronous and asynchronous longitudinal covariates5
Some clustering-based change-point detection methods applicable to high dimension, low sample size data5
Uniformly valid inference for partially linear high-dimensional single-index models5
Oracle-efficient estimation and global inferences for variance function of functional data5
U-statistic based on overlapping sample spacings5
Editorial Board4
A smoothed p-value test when there is a nuisance parameter under the alternative4
Penalised t-walk MCMC4
Deep learning for ψ-weakly dependent processes4
Testing the equality of distributions using integrated maximum mean discrepancy4
Local polynomial smoothing based on the Kaplan–Meier estimate4
Orthogonal Latin hypercube designs with hidden low-dimensional projection4
Mallows model averaging based on kernel regression imputation with responses missing at random4
Privacy-preserving estimation for non-randomly distributed data4
Editorial Board4
Marginally constrained nonparametric Bayesian inference through Gaussian processes4
Statistical inference for wavelet curve estimators of symmetric positive definite matrices4
Poisson limit theorems for the Cressie–Read statistics4
Editorial Board4
Editorial Board4
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise4
A new non-parametric estimation of the expected shortfall for dependent financial losses4
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women4
A general Bayesian bootstrap for censored data based on the beta-Stacy process4
Self-weighted estimation for nonstationary processes with infinite variance GARCH errors3
Editorial Board3
A monotone frequentist measure of evidence for testing variance components in linear mixed models3
Model averaging prediction for survival data with time-dependent effects3
Asymptotic uncertainty quantification for communities in sparse planted bi-section models3
Homogeneity testing under finite mixtures of multivariate Poisson distributions3
Designs for half-diallel experiments with commutative orthogonal block structure3
A framework of zero-inflated Bayesian negative binomial regression models for spatiotemporal data3
Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions3
Variable selection with the knockoffs: Composite null hypotheses3
Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood3
Proximal operator for the sorted 3
A multidimensional objective prior distribution from a scoring rule3
Mixed latent graphical models with mixed measurement error and misclassification in variables3
Editorial Board3
Temporal aggregation and systematic sampling for INGARCH processes3
Statistical inference in factor analysis for diffusion processes from discrete observations3
Measures of conditional dependence for nonlinearity, asymmetry and beyond3
A class of mixed-level amplified designs and their space-filling properties3
Inference for trend functions in partially linear models3
Uniformity pattern and uniform projection designs based on absolute discrepancy3
Multiple testing in genome-wide association studies via hierarchical hidden Markov models3
Bayesian analysis of nonparanormal graphical models using rank-likelihood3
0.079709053039551