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 2020-03-01 to 2024-03-01.)

Article	Citations
Parametric estimation for a parabolic linear SPDE model based on discrete observations	14
Information-based optimal subdata selection for big data logistic regression	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	12
Model-free posterior inference on the area under the receiver operating characteristic curve	12
Orthogonal uniform composite designs	12
Two-sample Behrens–Fisher problems for high-dimensional data: A normal reference approach	12
Constructing minimum aberration split-plot designs via complementary sets when the whole plot factors are important	11
Piecewise autoregression for general integer-valued time series	11
Modified Pillai’s trace statistics for two high-dimensional sample covariance matrices	11
Construction of component orthogonal arrays with any number of components	11
Simultaneous confidence bands for functional data using the Gaussian Kinematic formula	11
Contraction properties of shrinkage priors in logistic regression	11
Bandwidth selection for the Wolverton–Wagner estimator	10
Semiparametric estimate of the efficiency of imperfect maintenance actions for a gamma deteriorating system	10
Normalized power prior Bayesian analysis	9
Projection pursuit based tests of normality with functional data	9
On energy tests of normality	9
Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments	8
Column-orthogonal nearly strong orthogonal arrays	8
Strong and weak consistency of least squares estimators in simple linear EV regression models	8
On Benjamini–Hochberg procedure applied to midp-values	8
Generating optimal order-of-addition designs with flexible run sizes	8
A precise local limit theorem for the multinomial distribution and some applications	8
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes	8

Ridge rerandomization: An experimental design strategy in the presence of covariate collinearity	8
Tractable Bayesian density regression via logit stick-breaking priors	7
A note on coding and standardization of categorical variables in (sparse) group lasso regression	7
Robust designs for generalized linear mixed models with possible model misspecification	7
Model-free tests for series correlation in multivariate linear regression	7
Optimal maximin L2<	6
A multinomial autoregressive model for finite-range time series of counts	6
Testing for lack-of-fit in functional regression models against general alternatives	6
M-type penalized splines with auxiliary scale estimation	6
Generalized k-variations and Hurst parameter estimation for the frac	6
Minimax D-optimal designs for multivariate regression models with multi-factors	6
Kernel density regression	6
On the Nadaraya–Watson kernel regression estimator for irregularly spaced spatial data	6
Asymptotic efficiency of the calibration estimator in a high-dimensional data setting	6
A new classified mixed model predictor	6
Robust estimation for moment condition models with data missing not at random	6
Construction of space-filling orthogonal designs	6
Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates	6
Sequential online subsampling for thinning experimental designs	5
A Mann–Whitney test of distributional effects in a multivalued treatment	5
Bayesian tests for circular uniformity	5
Semiparametric sieve maximum likelihood estimation for accelerated hazards model with interval-censored data	5
Anisotropic multivariate deconvolution using projection on the Laguerre basis	5
Principal envelope model	5
Goodness-of-fit tests for Markov Switching VAR models using spectral analysis	5
Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces	5
Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity	5
Saturated and supersaturated order-of-addition designs	5
Optimal designs for some bivariate cokriging models	5
Multivariate non-central Birnbaum–Saunders kernel density estimator for nonnegative data	5
A single-index model with multiple-links	5
Two-way ORDANOVA: Analyzing ordinal variation in a cross-balanced design	5
Analysis of convolutional neural network image classifiers in a hierarchical max-pooling model with additional local pooling	5
A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics	5
Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations	4
Support point of locally optimal designs for multinomial logistic regression models	4
On large deviations for combinatorial sums	4
Random norming aids analysis of non-linear regression models with sequential informative dose selection	4
Predictive density estimation under the Wasserstein loss	4
Tensor product splines and functional principal components	4
Gibbs posterior inference on multivariate quantiles	4
Regression analysis for multivariate process data of counts using convolved Gaussian processes	4
Efficient estimation in periodic INA	4
Generalization performance of Lagrangian support vector machine based on Markov sampling	4
A-optimal designs for quadratic mixture canonical polynomials with spline	4
Finite sample properties of confidence intervals centered on a model averaged estimator	4
A regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theory	4
Estimation in functional single-index varying coefficient model	4
Checking the adequacy of functional linear quantile regression model	4
Regularization methods for high-dimensional sparse control function models	4

The disorder problem for purely jump Lévy processes with completely monotone jumps	4
Robust approximate Bayesian inference	4
Estimating the proportion of true null hypotheses under dependency: A marginal bootstrap approach	4
Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis	4
Semiparametric estimation for average causal effects using propensity score-based spline	4
Estimation of mean squared prediction error of empirically spatial predictor of small area means under a linear mixed model	4
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate	4
Estimation of a distribution function with increasing failure rate average	4
Random distributional response model based on spline method	3
A scalable surrogate L0	3
K-sign depth: From asymptotics to efficient implementation	3
Corrected empirical Bayes confidence region in a multivariate Fay–Herriot model	3
Quantile regression for panel count data based on quadratic inference functions	3
Fitting time series models for longitudinal surveys with nonignorable missing data	3
Outcome-adjusted balance measure for generalized propensity score model selection	3
On IPW-based estimation of conditional average treatment effects	3
Moderate deviations in a class of stable but nearly unstable processes	3
A scan procedure for multiple testing: Beyond threshold-type procedures	3
Group orthogonal greedy algorithm for change-point estimation of multivariate time series	3
Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes	3
Bayesian predictive density estimation for a Chi-squared model using information from a normal observation with unknown mean and variance	3
Temporal aggregation and systematic sampling for INGARCH processes	3
A Bayesian semiparametric Archimedean copula	3
Maximum likelihood estimation of sparse networks with missing observations	3
Combining envelope methodology and aster models for variance reduction in life history analyses	3
Equivalence theorems for multiple-design problems with application in mixed models	3
Semiparametric estimation for proportional hazards mixture cure model allowing non-curable competing risk	3
Testing hypotheses about covariance matrices in general MANOVA designs	3
A likelihood-ratio type test for stochastic block models with bounded degrees	3
On the asymptotic behaviour of the variance estimator of a U-statisti	3
Joint estimation of heterogeneous exponential Markov Random Fields through an approximate likelihood inference	3
A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix	3
Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach	3
Optimal experimental designs for treatment contrasts in heteroscedastic models with covariates	3
A review of Gaussian Markov models for conditional independence	3
Flexible binomial AR(1) processes using copulas	3
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net	3
Efficient and direct estimation of the variance–covariance matrix in EM algorithm with interpolation method	3
Analytical approach for designing accelerated degradation tests under an exponential dispersion model	3
Discrete choice experiments—A unified approach	3
Efficient analysis of time-to-event endpoints when the event involves a continuous variable crossing a threshold	3