Statistical Papers

Article	Citations
Multiple doubling: a simple effective construction technique for optimal two-level experimental designs	19
Order patterns, their variation and change points in financial time series and Brownian motion	15
Changepoint in dependent and non-stationary panels	14
Strong convergence properties for weighted sums of m-asymptotic negatively associated random variables and statistical applications	12
Estimation of reliability for multi-component stress–strength model based on modified Weibull distribution	12
Change-point methods for multivariate time-series: paired vectorial observations	12
Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications	10
A review on design inspired subsampling for big data	10
Subdata selection algorithm for linear model discrimination	9
Bayesian empirical likelihood inference and order shrinkage for autoregressive models	9
New fat-tail normality test based on conditional second moments with applications to finance	9
Multiple change point detection and validation in autoregressive time series data	8
Flexible models for overdispersed and underdispersed count data	8
Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing	8
Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals	7
Missing responses at random in functional single index model for time series data	7
Construction of column-orthogonal strong orthogonal arrays	7
Change point detection for nonparametric regression under strongly mixing process	6
Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives	6
Model-free feature screening via distance correlation for ultrahigh dimensional survival data	6
On properties of Toeplitz-type covariance matrices in models with nested random effects	6
Properties and generation of representative points of the exponential distribution	6
Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models	6
On the density for sums of independent exponential, Erlang and gamma variates	5
Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables	5

Optimal subsampling for composite quantile regression in big data	5
A self-normalization break test for correlation matrix	4
Estimation methods for stationary Gegenbauer processes	4
Truncating the exponential with a uniform distribution	4
Uniform projection nested Latin hypercube designs	4
Variables acceptance reliability sampling plan based on degradation test	4
Some properties of the unified skew-normal distribution	4
A comparison of semiparametric tests for fractional cointegration	4
On change-points tests based on two-samples U-Statistics for weakly dependent observations	4
Quantile correlation coefficient: a new tail dependence measure	4
Halfspace depth for general measures: the ray basis theorem and its consequences	4
A simple and useful regression model for underdispersed count data based on Bernoulli–Poisson convolution	4
Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity	4
Design of experiments and machine learning with application to industrial experiments	3
Kronecker delta method for testing independence between two vectors in high-dimension	3
On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality	3
Degrees of freedom for regularized regression with Huber loss and linear constraints	3
Copula-based measures of asymmetry between the lower and upper tail probabilities	3
Testing symmetry around a subspace	3
Testing high-dimensional mean vector with applications	3
Degree of isomorphism: a novel criterion for identifying and classifying orthogonal designs	3
Some characterizations of continuous symmetric distributions based on extropy of record values	3
Population empirical likelihood estimation in dual frame surveys	3
A new foldover strategy and optimal foldover plans for three-level design	3
Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks	3
Adaptive quantile regressions for massive datasets	3
Bounds for Gini’s mean difference based on first four moments, with some applications	3
Inversion-free subsampling Newton’s method for large sample logistic regression	3
Characterization of continuous symmetric distributions using information measures of records	3
Penalized and constrained LAD estimation in fixed and high dimension	3
Robust estimation in beta regression via maximum L$$_q$$-likelihood	3
A general framework for spatial GARCH models	3
Regression analysis of clustered panel count data with additive mean models	3
Optimal $$2^K$$ paired comparison designs for third-order interactions	3
Optimal subsampling for composite quantile regression model in massive data	3
Predictive inference of dual generalized order statistics from the inverse Weibull distribution	3
Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters	3
Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models	3
Portmanteau tests for generalized integer-valued autoregressive time series models	2
Pearson's correlation and background subtraction (BGS) based approach for object's motion detection in infrared video frame sequences	2
Change point detection and estimation methods under gamma series of observations	2
Epidemic changepoint detection in the presence of nuisance changes	2
Understanding nonsense correlation between (independent) random walks in finite samples	2
Information quantity evaluation of multivariate SETAR processes of order one and applications	2
Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function	2
Bayesian and maximin optimal designs for heteroscedastic multi-factor regression models	2
Level-augmented uniform designs	2
Seemingly unrelated clusterwise linear regression for contaminated data	2
Detecting linear trend changes in data sequences	2
Generalized log-gamma additive partial linear models with P-spline smoothing	2

Multivariate copulas with given values at two arbitrary points	2
Testing independence under a block compound symmetry covariance structure	2
A test for normality and independence based on characteristic function	2
Affiliation weighted networks with a differentially private degree sequence	2
A generalized information criterion for high-dimensional PCA rank selection	2
Robust estimation of single index models with responses missing at random	2
Extremal behaviour of a periodically controlled sequence with imputed values	2
Robustness of a truncated estimator for the smaller of two ordered means	2
A novel method for constructing mixed two- and three-level uniform factorials with large run sizes	2
Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models	2
Testing normality of a large number of populations	2
On nonparametric tests of multivariate meta-ellipticity	2
Rationalization of detection of the multiple disorders	2
Model pursuit and variable selection in the additive accelerated failure time model	2
On the problems of sequential statistical inference for Wiener processes with delayed observations	2
Constructing K-optimal designs for regression models	2
Accelerated failure time vs Cox proportional hazards mixture cure models: David vs Goliath?	2
Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation	2
Simple powerful robust tests based on sign depth	2
Testing for ordered alternatives in heteroscedastic ANOVA under normality	2
Regularization and variable selection in Heckman selection model	2
Sparse and smooth functional data clustering	2
Variable selection in Propensity Score Adjustment to mitigate selection bias in online surveys	2
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates	2
Information-based optimal subdata selection for non-linear models	2
Applying generalized funnel plots to help design statistical analyses	2
A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables	1
Strong uniform consistency of the local linear relative error regression estimator under left truncation	1
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models	1
Parametric quantile autoregressive moving average models with exogenous terms	1
Estimating the entropy of a Rayleigh model under progressive first-failure censoring	1
On nonparametric regression for bivariate circular long-memory time series	1
Adaptive and robust experimental design for linear dynamical models using Kalman filter	1
Testing skew-symmetry based on extreme ranked set sampling	1
Deficiency bounds for the multivariate inverse hypergeometric distribution	1
Variance matrix estimation in multivariate classical measurement error models	1
A simple solution to the inadequacy of asymptotic likelihood-based inference for response-adaptive clinical trials	1
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains	1
A new $$L_2$$ calibration procedure of computer models based on the smoothing spline ANOVA	1
The polar-generalized normal distribution: properties, Bayesian estimation and applications	1
Testing for diagonal symmetry based on center-outward ranking	1
Portmanteau test for the asymmetric power GARCH model when the power is unknown	1
Sequential support points	1
Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses	1
Selection and integration of generalized instrumental variables for estimating total effects	1
Testing convexity of the generalised hazard function	1
High-dimensional properties for empirical priors in linear regression with unknown error variance	1
Optimality of circular equineighbored block designs under correlated observations	1
Information criteria bias correction for group selection	1
Robust and efficient estimating equations for longitudinal data partial linear models and its applications	1
Instrumental variable estimation of weighted local average treatment effects	1
Assessing the effectiveness of indirect questioning techniques by detecting liars	1
A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design	1
Structural multilevel models for longitudinal mediation analysis: a definition variable approach	1
Weighted U-statistics for likelihood-ratio ordering of bivariate data	1
On the Baum–Katz theorem for randomly weighted sums of negatively associated random variables with general normalizing sequences and applications in some random design regression models	1
A ranked-based estimator of the mean past lifetime with an application	1
The generalized equivalence of regularization and min–max robustification in linear mixed models	1
Testing for equality of distributions using the concept of (niche) overlap	1
An alternative look at the linear regression model	1
A Monte Carlo permutation procedure for testing variance components using robust estimation methods	1
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean	1
Construction of orthogonal general sliced Latin hypercube designs	1
On the distribution of sample scale-free scatter matrices	1
Bessel representation for amplitude distribution of noisy sinusoidal signals	1
Kalman recursions Aggregated Online	1
Estimation for functional linear semiparametric model	1
Centre-free kurtosis orderings for asymmetric distributions	1
Correction to: Some properties of the unified skew-normal distribution	1
Optimal subsampling for functional quantile regression	1
New insights on goodness-of-fit tests for ranked set samples	1
Professor Heinz Neudecker and matrix differential calculus	1
Thomas A. Severini (2020): Analytic Methods in Sports – Using Mathematics and Statistics to Understand Data from Baseball, Football, Basketball, and Other Sports	1
Osband’s principle for identification functions	1
New insights into adaptive enrichment designs	1
On the circular correlation coefficients for bivariate von Mises distributions on a torus	1
Tests for the explanatory power of latent factors	1
Model averaging marginal regression for high dimensional conditional quantile prediction	1
Sparse polynomial prediction	1
Forecasting highly persistent time series with bounded spectrum processes	1

Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing	1
Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions	1
On the maximal deviation of kernel regression estimators with NMAR response variables	1
Further remarks on constrained over-parameterized linear models	1
New results for adaptive false discovery rate control with p-value weighting	1
Circuits for robust designs	1
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data	1
Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection	1
Compositional cubes: a new concept for multi-factorial compositions	1
Nonnegative group bridge and application in financial index tracking	1
Stochastic orders and measures of skewness and dispersion based on expectiles	1
Statistical inference based on weighted divergence measures with simulations and applications	1
A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering	1
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm	1
Real-time detection of a change-point in a linear expectile model	1
Semifoldover plans for three-level orthogonal arrays with quantitative factors	1
Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity	1
Identification of canonical models for vectors of time series: a subspace approach	1
Inference of improved adaptive progressively censored competing risks data for Weibull lifetime models	1
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	1
Correction to: Posterior alternatives with informative early stopping	0
Robust modified classical spherical tests in the presence of outliers	0
Hypothesis testing in sparse weighted stochastic block model	0
Clustering and estimation of finite mixture models under bivariate ranked set sampling with application to a breast cancer study	0
Limit theorems for locally stationary processes	0
D-optimal and nearly D-optimal exact designs for binary response on the ball	0
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design	0
Locally optimal designs for comparing curves in generalized linear models	0
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances	0
On the validity of the bootstrap hypothesis testing in functional linear regression	0
A unified study for estimation of order restricted parameters of a general bivariate model under the generalized Pitman nearness criterion	0
Robust signal dimension estimation via SURE	0
Discrimination between Gaussian process models: active learning and static constructions	0
Space-filling designs with a Dirichlet distribution for mixture experiments	0
Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data	0
Point and Interval Estimation of Powers of Scale Parameters for Two Normal Populations with a Common Mean	0
On the test of covariance between two high-dimensional random vectors	0
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples	0
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates	0
Equivariant estimation of the selected location parameter	0
The estimated causal effect on the variance based on the front-door criterion in Gaussian linear structural equation models: an unbiased estimator with the exact variance	0
Inference about the arithmetic average of log transformed data	0
Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model	0
Consistent group selection using nonlocal priors in regression	0
Estimation and clustering for partially heterogeneous single index model	0
Non-parametric test for decreasing renewal dichotomous Markov noise shock model	0
On mean derivative estimation of longitudinal and functional data: from sparse to dense	0
A multivariate modified skew-normal distribution	0
Confidence intervals centred on bootstrap smoothed estimators: an impossibility result	0
Christopher K. Wikle, Andrew Zammit-Mangion and Noel Cressie (2019): Spatio-temporal Statistics with R. Chapman and Hall/CRC, 396 pp. $ 47.96 (Hardcover), ISBN 978-1-1387-1113-6	0
Tucker S. McElroy, Dimitris N. Politis (2020): Time series: a first course with bootstrap starter	0
Bootstrap Methods for Judgment Post Stratification	0
Measuring and testing homogeneity of distributions by characteristic distance	0
On the use of historical estimates	0
Discrete mixture representations of spherical distributions	0
On the limit distribution of the power function induced by a design prior	0
New closed-form efficient estimators for the negative binomial distribution	0
Improving the power of hypothesis tests in sparse contingency tables	0
Robust optimal subsampling based on weighted asymmetric least squares	0
ROBOUT: a conditional outlier detection methodology for high-dimensional data	0
On strongly dependent zero-inflated INAR(1) processes	0
Computation and analysis of change points with different jump locations in high-dimensional regression	0
Alleviating conditional independence assumption of naive Bayes	0
Case-cohort studies for clustered failure time data with a cure fraction	0
Self-exciting hysteretic binomial autoregressive processes	0
A robust factor analysis model based on the canonical fundamental skew-t distribution	0
A unified approach to goodness-of-fit testing for spherical and hyperspherical data	0
Asymptotic analysis of reliability measures for an imperfect dichotomous test	0
Prediction in regression models with continuous observations	0
Local influence diagnostics with forward search in regression analysis	0
Quantifying the data-dredging bias in structural break tests	0
Convergence of estimative density: criterion for model complexity and sample size	0
Editorial	0
Optimal designs for prediction in random coefficient regression with one observation per individual	0
Posterior alternatives with informative early stopping	0
Paola Zuccolotto and Marica Manisera (2020): Basketball Data Science: With Applications in R, CRC Press, 243 pp., £80.50 (Hardcover), ISBN: 978-1-138-60079-9	0
A model robust subsampling approach for Generalised Linear Models in big data settings	0
Local linear estimation of the regression function for twice censored data	0
On efficiency of some restricted estimators in a multivariate regression model	0
Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors	0
Deterministic sampling based on Kullback–Leibler divergence and its applications	0
Sequential design of multi-fidelity computer experiments with effect sparsity	0
Variable selection for nonparametric quantile regression via measurement error model	0
On the optimality of orthogonal and balanced arrays with $$N\equiv 0$$ $$(\text {mod}$$ 9) runs	0
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests	0
Non-asymptotic analysis and inference for an outlyingness induced winsorized mean	0
Change point in variance of fractionally integrated noise	0
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data	0
Bounds for monetary-unit sampling in auditing: an adjusted empirical likelihood approach	0
Longitudinal model for a dose-finding study for a rare disease treatment	0
Inferring the finest pattern of mutual independence from data	0
Accounting for outliers in optimal subsampling methods	0
FDR control and power analysis for high-dimensional logistic regression via StabKoff	0
Parameters not empirically identifiable or distinguishable, including correlation between Gaussian observations	0
A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse	0