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 2021-10-01 to 2025-10-01.)

Article	Citations
Generalized accelerated failure time model with censored data from case-cohort studies	18
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate	17
A Quasi-Bayesian change point detection with exchangeable weights	16
Distributed eQTL analysis with auxiliary information	16
Goodness-of-fit test for partial functional linear model with errors in scalar covariates	15
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting	13
A criterion for estimating the largest linear homoscedastic zone in Gaussian data	11
Column expanded Latin hypercube designs	10
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	9
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity	9
Regularized matrix-variate logistic regression with response subject to misclassification	9
Semiparametric regression modeling of the global percentile outcome	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
Subgroup analysis for the functional linear model	8
Optimal s-level fractional factorial designs under baseline parame	7
A sequential approach to feature selection in high-dimensional additive models	7
Zero-modified count time series with Markovian intensities	7
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions	7
Editorial Board	7
Local linear regression with nonparametrically generated covariates for weakly dependent data	7
D-optimal augmented designs and the existence of tight orthogonal arrays with high strength	6
Oracle-efficient estimation and global inferences for variance function of functional data	6
Whittle parameter estimation for vector ARMA models with heavy-tailed noises	6
Hermite regression estimation in noisy convolution model	6

Maximum likelihood estimation of sparse networks with missing observations	6
Estimation for the Cox model with biased sampling data via risk set sampling	6
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration	6
Semiparametric two-sample admixture components comparison test: The symmetric case	6
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net	6
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices	6
Regression analysis of longitudinal data with mixed synchronous and asynchronous longitudinal covariates	5
Z-valued time series: Models, propertie	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
A comparison of likelihood-based methods for size-biased sampling	5
Mixed-integer linear programming for computing optimal experimental designs	5
U-statistic based on overlapping sample spacings	5
Variable selection in the Box–Cox power transformation model	5
Weighted empirical minimum distance estimators in linear errors-in-variables regression models	5
A modelling framework for regression with collinearity	5
Shifted BH methods for controlling false discovery rate in multiple testing of the means of correlated normals against two-sided alternatives	5
Approximating the operating characteristics of Bayesian Uncertainty directed trial Designs	5
Increasing cluster size asymptotics for nested error regression models	5
Model checking for parametric single-index models with massive datasets	5
The proximal bootstrap for constrained estimators	4
The two-sample location shift model under log-concavity	4
Some clustering-based change-point detection methods applicable to high dimension, low sample size data	4
Editorial Board	4
Editorial Board	4
Two-sample functional linear models with functional responses	4
New perspectives on knockoffs construction	4
Uniformly more powerful tests for a subset of the components of a Normal Mean Vector	4
Testing hypothesis on transition distributions of a Markov sequence	4
A precise local limit theorem for the multinomial distribution and some applications	4
Causal inference in early phase clinical trials: Variance decomposition and order of patient inclusion	4
Uniformly valid inference for partially linear high-dimensional single-index models	4
A note on the smoothness of densities	4
Limit laws for the norms of extremal samples	4
Restricted estimation of the cumulative incidence functions of two competing risks	4
Editorial Board	4
A monotone frequentist measure of evidence for testing variance components in linear mixed models	3
Testing the equality of distributions using integrated maximum mean discrepancy	3
Equivalence theorems for multiple-design problems with application in mixed models	3
Local polynomial smoothing based on the Kaplan–Meier estimate	3
A general Bayesian bootstrap for censored data based on the beta-Stacy process	3
Marginally constrained nonparametric Bayesian inference through Gaussian processes	3
Editorial Board	3
Designs for half-diallel experiments with commutative orthogonal block structure	3
Deep learning for ψ-weakly dependent processes	3
A smoothed p-value test when there is a nuisance parameter under the alternative	3
Poisson limit theorems for the Cressie–Read statistics	3
Uniformity of saturated orthogonal arrays	3
Editorial Board	3
Orthogonal Latin hypercube designs with hidden low-dimensional projection	3

Variable selection with the knockoffs: Composite null hypotheses	3
An integrative framework for geometric and hidden projections in three-level fractional factorial designs	3
Model averaging prediction for survival data with time-dependent effects	3
Adaptive nonparametric estimation of a component density in a two-class mixture model	3
Exact confidence limits compatible with the result of a sequential trial	3
A multidimensional objective prior distribution from a scoring rule	3
Penalised t-walk MCMC	3
Editorial Board	3
Mallows model averaging based on kernel regression imputation with responses missing at random	3
Proximal operator for the sortedℓ	3
Bayesian analysis of nonparanormal graphical models using rank-likelihood	3
Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood	3
Bi-s∗	3
Statistical inference in factor analysis for diffusion processes from discrete observations	3
A new non-parametric estimation of the expected shortfall for dependent financial losses	3
Density estimation of a mixture distribution with unknown point-mass and normal error	3
Multiple testing in genome-wide association studies via hierarchical hidden Markov models	3
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women	3
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise	3
Generalized linear–quadratic model with a change point due to a covariate threshold	3
Statistical inference for wavelet curve estimators of symmetric positive definite matrices	3