Statistical Papers

Papers
(The median citation count of Statistical Papers is 1. 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 2022-05-01 to 2026-05-01.)
ArticleCitations
Discrete mixture representations of spherical distributions41
Weighted U-statistics for likelihood-ratio ordering of bivariate data36
Robust signal dimension estimation via SURE32
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution23
Communication-efficient model averaging prediction for massive data with asymptotic optimality17
The general linear hypothesis testing problem for multivariate functional data with applications16
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data16
Global Fréchet regression from time correlated bivariate curve data in manifolds13
Copula hurdle GARCH models for multivariate non-negative time series13
Simple and unified proof of the joint or marginal density function of order statistics13
On the test of covariance between two high-dimensional random vectors12
New copula families and mixing properties12
Improved shrinkage estimators in the beta regression model with application in econometric and educational data12
Bounded data modeling using logit-skew-normal mixtures11
Discrimination between Gaussian process models: active learning and static constructions10
A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests10
Letter to the editors10
New insights into adaptive enrichment designs9
Modeling complex life systems: Bayesian inference for Weibull failure times using adaptive MCMC9
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design9
Estimation of the population mean under imperfect simple Z ranked set sampling9
Overlapping community detection in weighted networks9
High-dimensional properties for empirical priors in linear regression with unknown error variance9
Prediction in regression models with continuous observations9
Threshold estimation under strong dependence9
Accounting for outliers in optimal subsampling methods9
Robustness of a truncated estimator for the smaller of two ordered means8
Online convex optimization for survival analysis: an adaptive and stochastic approach8
Space-filling designs with a Dirichlet distribution for mixture experiments8
Correction to: Some properties of the unified skew-normal distribution8
Optimal prediction for quantiles and probabilities7
Testing practical relevance of treatment effects7
A sequential feature selection approach to change point detection in mean-shift change point models7
Adaptive elastic net penalized high-dimensional quantile regression models with generalized coordinate descent algorithm7
A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method7
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean7
Identification of canonical models for vectors of time series: a subspace approach7
Generalised score distribution: underdispersed continuation of the beta-binomial distribution7
A non-classical parameterization for density estimation using sample moments7
On the distribution of sample scale-free scatter matrices7
Convergence of the EM algorithm in KL distance for overspecified Gaussian mixtures6
Nested strong orthogonal arrays6
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels6
Robust estimation of heteroscedastic regression models: a brief overview and new proposals6
Compositional cubes: a new concept for multi-factorial compositions6
D-optimal and nearly D-optimal exact designs for binary response on the ball6
Hypothesis testing for varying coefficient models in tail index regression6
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution6
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains6
Order-of-addition experiments with order constraints6
Nonparametric estimator of the tail dependence coefficient: balancing bias and variance6
Using the softplus function to construct alternative link functions in generalized linear models and beyond6
Objective Bayesian approach for recall-based time-to-event studies: an application to breastfeeding data6
Nonparametric classification of high dimensional observations6
Statistical inferences for missing response problems based on modified empirical likelihood5
Structural multilevel models for longitudinal mediation analysis: a definition variable approach5
Modeling asymmetry in multi-way contingency tables with ordinal categories via f-divergence5
Group sequential tests: beyond exponential family models5
On some stable linear functional regression estimators based on random projections5
BLUE against OLSE in the location model: energy minimization and asymptotic considerations5
Bayesian propensity score analysis for misclassified multinomial data5
A bias-corrected partial bernstein copula approach for nonparametric regression5
On some problems of Bayesian region construction with guaranteed coverages5
Osband’s principle for identification functions5
Seemingly unrelated clusterwise linear regression for contaminated data4
A weighted U-statistic based change point test for multivariate time series4
A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions4
Influence diagnostics in beta regression via Hellinger and Wasserstein distances4
Bayesian inference of multivariate-GARCH-BEKK models4
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors4
Adaptive slicing for functional slice inverse regression4
A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering4
Geometric infinitely divisible autoregressive models4
On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection4
Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ pattern4
Transfer learning for semiparametric varying coefficient spatial autoregressive models4
Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity4
Multivariate copulas with given values at two arbitrary points4
Special issue on “Goodness-of-Fit, Change Point and Related Problems”4
Analyzing quantitative performance: Bayesian estimation of 3-component mixture geometric distributions based on Kumaraswamy prior4
Estimation and testing of expectile regression with efficient subsampling for massive data4
A new integrated discrimination improvement index via odds4
Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small General Gaussian noise4
Fitting copulas in the case of missing data4
The resampling method via representative points4
On approximation and estimation of distribution function of sum of independent random variables4
Centre-free kurtosis orderings for asymmetric distributions4
Copula-based link functions in binary regression models4
Model detection and variable selection for semiparametric additive spatial autoregressive model4
On estimation of a partitioned covariance matrix with linearly structured blocks4
Asymptotics of minimum distance estimation for self-exciting load sharing point processes4
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay4
Bounds on generalized family-wise error rates for normal distributions4
On the use of historical estimates3
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data3
GMM estimation and variable selection of partially linear additive spatial autoregressive model3
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point3
Observations concerning the estimation of Heston’s stochastic volatility model using HF data3
Semi-supervised learning for various comparison functions across two populations3
Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes3
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors3
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests3
Nonparametric directional variogram estimation in the presence of outlier blocks3
On variability of the mean inactivity time at random time3
Jackknife empirical likelihood ratio test for testing the equality of semivariance3
Bias in Gini coefficient estimation for gamma mixture populations3
The limiting distribution of a bivariate random vector under univariate truncation3
Deflation properties in tensor-based eye blink removal algorithm3
On the validity of the bootstrap hypothesis testing in functional linear regression3
Optimal designs for spherical harmonic regression3
On the Rényi index of random graphs3
Reduced bias estimation of the log odds ratio3
Inference for the normal coefficient of variation: an approximate marginal likelihood approach3
A class of estimators based on overlapping sample spacings3
Testing for ordered alternatives in heteroscedastic ANOVA under normality3
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models3
Tweedie compound Poisson multivariate state space models for semicontinuous time series3
The cost of sequential adaptation and the lower bound for mean squared error3
The two-sample Mood statistic for clustered data3
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates3
General classes of bivariate distributions for modeling data with common observations3
Composite quantile regression for a distributed system with non-randomly distributed data3
One-step statistical estimation method for generalized linear models3
Distribution and density estimation based on variation-diminishing spline approximation3
Construction of orthogonal general sliced Latin hypercube designs3
Change point in variance of fractionally integrated noise3
Feature screening via false discovery rate control for linear model with multivariate responses3
A density power divergence measure to discriminate between generalized exponential and Weibull distributions3
On the distribution of isometric log-ratio coordinates under extra-multinomial count data3
A method of correction for heaping error in the variables using validation data3
Modified Greenwood statistic for multivariate Pareto and Student’s t distributions in application to statistical testing3
s-SaRa: a stable and powerful algorithm for DNA copy number variation detection3
The exponentiated exponentially weighted moving average control chart3
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances3
Integrative tensor regression for stratified data with application to neuroimaging analysis3
On equivalence of multistage experiments with restrictions in the randomization of treatments3
Forecasting highly persistent time series with bounded spectrum processes2
A test for normality and independence based on characteristic function2
On the existence of stationary threshold bilinear processes2
A novel goodness of fit test for the truncated and non-truncated Yule distributions2
Quantile Share Ratio Regression for the Study of Economic Inequality2
Information-based optimal subdata selection for non-linear models2
Parametric quantile autoregressive moving average models with exogenous terms2
Some characterizations of continuous symmetric distributions based on extropy of record values2
Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model2
Block covariance matrix estimation with structured off-diagonal blocks2
The statistical rate for support matrix machines under low rankness and row (column) sparsity2
Estimation and inference for fixed center effects on panel count data2
Fast and scalable variable selection for spatial autoregressive models2
FDR control and power analysis for high-dimensional logistic regression via StabKoff2
Deterministic sampling based on Kullback–Leibler divergence and its applications2
Sparse polynomial prediction2
Longitudinal model for a dose-finding study for a rare disease treatment2
Characteristic function and moment generating function of multivariate folded normal distribution2
Imitated student’s t distribution: a Bayesian approach2
Forecasting natural disaster frequencies using nonstationary count time series models2
Dimension reduction-based adaptive-to-model semi-supervised classification2
A synthetic subsampling and estimation procedure for imbalanced big data2
Shrinkage and pretest Liu estimators in semiparametric linear measurement error models2
A model robust subsampling approach for Generalised Linear Models in big data settings2
Minimum risk two-stage sequential point estimation of $$R=\mathbb {P}(X<Y)$$ for a one-parameter exponential distribution with unequal sample sizes2
Adaptive and robust experimental design for linear dynamical models using Kalman filter2
Kernel density regression in the additive model: a B-spline approach2
An heuristic scree plot criterion for the number of factors2
Nonparametric estimation of the shape functions and related asymptotic results2
On the circular correlation coefficients for bivariate von Mises distributions on a torus2
Bagging and regression trees in individual claims reserving2
Nonparametric estimation for distribution dependent SDEs driven by fractional brownian motions with random effects2
A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables2
Simulations and predictions of future values in the time-homogeneous load-sharing model2
Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data2
Projection uniformity of nearly balanced designs2
Inferring the finest pattern of mutual independence from data2
A unified approach to goodness-of-fit testing for spherical and hyperspherical data2
A symmetry test for functional data via the empirical characteristic functional2
Correction to: Posterior alternatives with informative early stopping2
Sequential design of multi-fidelity computer experiments with effect sparsity2
Parametric inference for the Mann–Whitney effect under survival copula models2
Bootstrapping generalized linear models to accommodate overdispersed count data2
A two-sample test for high-dimensional mean vectors via double verification2
Feature Screening for High-Dimensional Data with Measurement Errors using Adjusted Martingale Difference Correlation2
Applying generalized funnel plots to help design statistical analyses2
Transfer learning with high-dimensional multiplicative models: least product relative error estimation approach2
Non-asymptotic confidence region construction in metric spaces2
Segmented multiple-Lasso and peak recognition algorithm for change-point detection2
Testing omitted variables in VARs2
Strong uniform consistency of the local linear relative error regression estimator under left truncation2
Information quantity evaluation of multivariate SETAR processes of order one and applications2
Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data2
Modeling long memory with zero-inflated geometric INAR(1) process and its $$\mathbb {Z}$$-valued version2
Optimal subsampling design for polynomial regression in one covariate2
Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient2
Calibrated empirical likelihood for single-index varying coefficient spatial autoregressive models2
On distance functions in multiply robust estimation of population means2
Exceedance statistics based on bottom-$$k$$-lists2
Improving the power of hypothesis tests in sparse contingency tables2
Estimation and variable selection for generalized functional partially varying coefficient hybrid models2
A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables2
On the consistency of supervised learning with missing values2
Bayesian quantile regression for partially linear single-index model with longitudinal data2
A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design2
Bounds for Gini’s mean difference based on first four moments, with some applications2
Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model2
Multi-feature clustering of step data using multivariate functional principal component analysis2
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates2
Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications2
A penalized likelihood estimation for mixture regressions with skew-normal errors2
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples2
Bayesian prior robustness using general $$\phi $$-divergence measure2
Estimating odds and log odds with guaranteed accuracy2
A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection2
Some distributions related to double records in iid sequences1
Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation1
Confidence intervals for overall response rate difference in the sequential parallel comparison design1
On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality1
ROBOUT: a conditional outlier detection methodology for high-dimensional data1
On the functional regression model and its finite-dimensional approximations1
Goodness-of-fit tests for discrete response models with covariates1
Measuring and testing homogeneity of distributions by characteristic distance1
Generalized simulated method-of-moments estimators for multivariate copulas1
Estimation for single-index varying-coefficient spatial autoregressive model with index covariate measurement errors1
The empirical Bernstein process with application to uniformity testing1
A class of nonparametric tests for DMTTF alternatives based on moment inequality1
A note on an approximation and estimation of distribution function of difference of random variables1
Implicit profiling estimation for semiparametric models with bundled parameters1
Robust and smooth estimation of the extreme tail index via weighted minimum density power divergence1
Alleviating conditional independence assumption of naive Bayes1
A solution to the p-hacking problem with a general robust significance test under variance uncertainty1
Estimating the entropy of a Rayleigh model under progressive first-failure censoring1
Pseudo-likelihood approach for parameter estimation in univariate normal mixture models1
Stochastic orders and shape properties for a new distorted proportional odds model1
Constructing K-optimal designs for regression models1
Self-exciting hysteretic binomial autoregressive processes1
Joint estimation of transfer learning on time series data1
Case-cohort studies for clustered failure time data with a cure fraction1
Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model1
Testing homoscedasticity of a large number of populations1
Piecewise monotone estimation in one-parameter exponential families1
Stochastic orders and measures of skewness and dispersion based on expectiles1
Correction: Stochastic variational inference for clustering short text data with finite mixtures of Dirichlet-Multinomial distributions1
Jackknife empirical likelihood ratio test for testing mean time to failure order1
Coherent indexes for shifted count and semicontinuous models1
Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radar1
Enhancing quantile estimation via quantile combination under heteroscedasticity1
Locally optimal designs for comparing curves in generalized linear models1
Bayesian estimation and posterior risk under the generalized weighted squared error loss function and its applications1
On weighted version of dynamic cumulative residual inaccuracy measure based on extropy1
Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors1
Matrix-variate generalized linear model with measurement error1
Optimal prediction regions of future lifetimes under Type-II censored samples1
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