Journal of Statistical Planning and Inference

Papers
(The TQCC of Journal of Statistical Planning and Inference is 2. 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 2021-03-01 to 2025-03-01.)
ArticleCitations
Deterministic construction methods for uniform designs17
Distributed eQTL analysis with auxiliary information15
A note on the construction of incomplete row–column designs: An algorithmic approach15
Editorial Board15
A criterion for estimating the largest linear homoscedastic zone in Gaussian data14
Portmanteau-type test for unit root with heavy-tailed noise13
Testing for adequacy of seasonal adjustment in the frequency domain13
Properties of Fisher information gain for Bayesian design of experiments12
Asymptotic efficiency of the calibration estimator in a high-dimensional data setting12
Editorial Board11
A Quasi-Bayesian change point detection with exchangeable weights11
Editorial Board11
Deep learning for ψ-weakly dependent processes10
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting10
Nonparametric methods for clustered data in pre-post intervention design10
Column-orthogonal nearly strong orthogonal arrays10
Multiplier subsample bootstrap for statistics of time series9
Editorial Board9
Reduced-bias estimation of the extreme conditional tail expectation for Box–Cox transforms of heavy-tailed distributions9
Piecewise autoregression for general integer-valued time series8
Adjusted maximum likelihood method for multivariate Fay–Herriot model8
Corrected empirical Bayes confidence region in a multivariate Fay–Herriot model8
Construction of component orthogonal arrays with any number of components8
Generating optimal order-of-addition designs with flexible run sizes7
Estimation of a distribution function with increasing failure rate average7
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate7
Gibbs posterior inference on multivariate quantiles7
On optimal fMRI designs for correlated errors7
Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach7
Removing inessential points in c-and 7
Estimation in functional single-index varying coefficient model6
Ridge rerandomization: An experimental design strategy in the presence of covariate collinearity6
Optimal designs for mean–covariance models with missing observations6
Testing the skewness of skew-normal distribution by Bayes factors5
Testing higher and infinite degrees of stochastic dominance for small samples: A Bayesian approach5
Column expanded Latin hypercube designs5
Adaptive nonparametric estimation of a component density in a two-class mixture model5
LAMN property for jump diffusion processes with discrete observations on a fixed time interval5
A note on estimation of α-stable CARMA processes sampled at low freq5
A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics5
Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold5
Graph signal denoising usingt-shrinkage priors5
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women5
Goodness-of-fit test for partial functional linear model with errors in scalar covariates5
Construction of 2fi-optimal row–column designs5
An empirical likelihood-based unified test for the integer-valued AR(1) models5
A new approach for ultrahigh dimensional precision matrix estimation5
M-type penalized splines with auxiliary scale estimation4
Bayesian predictive density estimation for a Chi-squared model using information from a normal observation with unknown mean and variance4
Scale tests for a multilevel step-stress model with exponential lifetimes under Type-II censoring4
Exact model comparisons in the plausibility framework4
A modification of MaxT procedure using spurious correlations4
Detecting non-isomorphic orthogonal design4
Generalized accelerated failure time model with censored data from case-cohort studies4
Inference on regression model with misclassified binary response4
An adaptive group LASSO approach for domain selection in functional generalized linear models4
Informed censoring: The parametric combination of data and expert information4
Uniformly asymptotic normality of estimation of the drift function for diffusion processes4
Local polynomial smoothing based on the Kaplan–Meier estimate4
Semiparametric regression modeling of the global percentile outcome4
Construction on large four-level designs via quaternary codes4
Poisson limit theorems for the Cressie–Read statistics4
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity4
A new non-parametric estimation of the expected shortfall for dependent financial losses4
Proximal operator for the sorted4
Time changes and stationarity issues for extended scalar autoregressive models3
The effects of adaptation on maximum likelihood inference for nonlinear models with normal errors3
Regression to the mean for overdispersed count data3
Evaluation of early phase dose finding algorithms in heterogeneous populations3
Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates3
Tractable Bayesian density regression via logit stick-breaking priors3
Semiparametric estimation for average causal effects using propensity score-based spline3
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas3
Multimatricvariate distribution under elliptical models3
An integrative framework for geometric and hidden projections in three-level fractional factorial designs3
A Bayesian stochastic approximation method3
A systematic construction of compromise designs under baseline parameterization3
A scalable surrogate L03
Fast construction of efficient two-level parallel flats designs3
Robust estimation of a regression function in exponential families3
On card guessing with two types of cards3
Locally adaptive sparse additive quantile regression model with TV penalty3
Editorial Board3
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes3
Asymptotically most powerful tests for random number generators3
Robust active learning with binary responses3
A new user specific multiple testing method for business applications: The SiMaFlex procedure3
Statistical inference for wavelet curve estimators of symmetric positive definite matrices3
A selective review of sufficient dimension reduction for multivariate response regression3
Optimal model averaging estimator for expectile regressions2
General minimum lower-order confounding split-plot designs with important whole-plot factors2
Two-sample Behrens–Fisher problems for high-dimensional data: A normal reference approach2
Inference for seemingly unrelated linear mixed models2
Variable selection with the knockoffs: Composite null hypotheses2
Hypothesis testing for Panels of Semi-Markov Processes with parametric sojourn time distributions2
A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators2
Analysis of odds, probability, and hazard ratios: From 2 by 2 tables to two-sample survival data2
Editorial Board2
Generalized linear–quadratic model with a change point due to a covariate threshold2
Comparing adaptive interventions under a general sequential multiple assignment randomized trial design via multiple comparisons with the best2
Nonparametric inference for distribution functions with stratified samples2
Some results for stochastic orders and aging properties related to the Laplace transform2
Choice of smoothing parameter in multivariate copula-based tail coefficients2
Construction of high-dimensional high-separation distance designs2
Estimating diffusion with compound Poisson jumps based on self-normalized residuals2
Regularized matrix-variate logistic regression with response subject to misclassification2
A dynamic count process2
Density estimation of a mixture distribution with unknown point-mass and normal error2
Statistical inference in factor analysis for diffusion processes from discrete observations2
Efficient inference of parent-of-origin effect using case-control mother–child genotype data2
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing2
Random and quasi-random designs in group testing2
High-dimensional asymptotic expansion of the null distribution for L<2
Anisotropic multivariate deconvolution using projection on the Laguerre basis2
Analytical approach for designing accelerated degradation tests under an exponential dispersion model2
Robust estimation of nonparametric function via addition sequence2
Subgroup analysis for the functional linear model2
Semiparametric Bayesian doubly robust causal estimation2
Optimal designs for some bivariate cokriging models2
Exact confidence limits compatible with the result of a sequential trial2
Semiparametric inference for merged data from multiple data sources2
Bi-s2
High-dimensional variable screening through kernel-based conditional mean dependence2
A new First-Order mixture integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning2
Hilbert space-valued fractionally integrated autoregressive moving average processes with long memory operators2
On the ruin probabilities for a general perturbed renewal risk process2
Testing hypotheses about covariance matrices in general MANOVA designs2
Editorial Board2
Construction of optimal supersaturated designs by the expansive replacement method2
Editorial Board2
A general Bayesian bootstrap for censored data based on the beta-Stacy process2
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net2
Results on constructing sn2
Augmented projection Wasserstein distances: Multi-dimensional projection with neural surface2
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