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 2022-06-01 to 2026-06-01.)

Article	Citations
On misspecification in cusp-type change-point models	21
Generalized accelerated failure time model with censored data from case-cohort studies	19
A Quasi-Bayesian change point detection with exchangeable weights	15
Distributed eQTL analysis with auxiliary information	11
A criterion for estimating the largest linear homoscedastic zone in Gaussian data	11
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting	10
Accelerated failure time model under dependent truncated data	10
Goodness-of-fit test for partial functional linear model with errors in scalar covariates	9
Column expanded Latin hypercube designs	9
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity	9
Minimax designs for partially linear models	9
Subgroup analysis for the functional linear model	8
A selective review of sufficient dimension reduction for multivariate response regression	8
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas	8
Model robust hybrid likelihood	7
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration	7
S -l	7
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices	7
Evaluation of diagnostic biomarkers: A comparative analysis by area under the receiver operating characteristic curve	7
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions	7
Editorial Board	7
Maximum Projection Gini Correlation (MaGiC) for mixed categorical and numerical data	7
Local linear regression with nonparametrically generated covariates for weakly dependent data	7
Semiparametric regression modeling of the global percentile outcome	7
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	7

Estimation for the Cox model with biased sampling data via risk set sampling	7
Whittle parameter estimation for vector ARMA models with heavy-tailed noises	7
Assessing goodness-of-fit for sparse categories using Rényi divergence	6
Approximating the operating characteristics of Bayesian Uncertainty directed trial Designs	6
Optimal s-level fractional factorial designs under baseline parameterization	6
Copula-based bivariate binomial ARCH(p,q	6
Causal inference in early phase clinical trials: Variance decomposition and order of patient inclusion	6
Hermite regression estimation in noisy convolution model	6
Shifted BH methods for controlling false discovery rate in multiple testing of the means of correlated normals against two-sided alternatives	6
Weighted empirical minimum distance estimators in linear errors-in-variables regression models	6
Zero-modified count time series with Markovian intensities	6
Editorial Board	6
U-statistic based on overlapping sample spacings	5
Model checking for parametric single-index models with massive datasets	5
Regression analysis of longitudinal data with mixed synchronous and asynchronous longitudinal covariates	5
Uniformly more powerful tests for a subset of the components of a Normal Mean Vector	5
The two-sample location shift model under log-concavity	5
A comparison of likelihood-based methods for size-biased sampling	5
Z-valued time series: Models, propertie	5
Mixed-integer linear programming for computing optimal experimental designs	5
New perspectives on knockoffs construction	5
A modelling framework for regression with collinearity	5
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes	5
A new filtering inference procedure for a GED state-space volatility model	5
Oracle-efficient estimation and global inferences for variance function of functional data	5
The proximal bootstrap for constrained estimators	5
Some clustering-based change-point detection methods applicable to high dimension, low sample size data	5
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women	4
A general Bayesian bootstrap for censored data based on the beta-Stacy process	4
Statistical inference for wavelet curve estimators of symmetric positive definite matrices	4
Testing the equality of distributions using integrated maximum mean discrepancy	4
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise	4
Editorial Board	4
Editorial Board	4
Editorial Board	4
Marginally constrained nonparametric Bayesian inference through Gaussian processes	4
Local polynomial smoothing based on the Kaplan–Meier estimate	4
Poisson limit theorems for the Cressie–Read statistics	4
A new non-parametric estimation of the expected shortfall for dependent financial losses	4
Privacy-preserving estimation for non-randomly distributed data	4
Mallows model averaging based on kernel regression imputation with responses missing at random	4
Penalised t-walk MCMC	4
Orthogonal Latin hypercube designs with hidden low-dimensional projection	4
Proximal operator for the sorted ℓ	4
Deep learning for ψ-weakly dependent processes	4
Editorial Board	4
A smoothed p-value test when there is a nuisance parameter under the alternative	4
Uniformly valid inference for partially linear high-dimensional single-index models	4
Pursuing sparsity and homogeneity for multi-source high-dimensional current status data	4
A multidimensional objective prior distribution from a scoring rule	3

Designs for half-diallel experiments with commutative orthogonal block structure	3
Variable selection with the knockoffs: Composite null hypotheses	3
A monotone frequentist measure of evidence for testing variance components in linear mixed models	3
Self-weighted estimation for nonstationary processes with infinite variance GARCH errors	3
Editorial Board	3
Measures of conditional dependence for nonlinearity, asymmetry and beyond	3
Multiple testing in genome-wide association studies via hierarchical hidden Markov models	3
Mixed latent graphical models with mixed measurement error and misclassification in variables	3
A framework of zero-inflated Bayesian negative binomial regression models for spatiotemporal data	3
Asymptotic uncertainty quantification for communities in sparse planted bi-section models	3
Bayesian analysis of nonparanormal graphical models using rank-likelihood	3
Statistical inference in factor analysis for diffusion processes from discrete observations	3
Model averaging prediction for survival data with time-dependent effects	3
Editorial Board	3
Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood	3
Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions	3
Inference for trend functions in partially linear models	3