Statistical Papers

Article	Citations
Multiple doubling: a simple effective construction technique for optimal two-level experimental designs	21
A review on design inspired subsampling for big data	15
Estimation of reliability for multi-component stress–strength model based on modified Weibull distribution	14
Bayesian empirical likelihood inference and order shrinkage for autoregressive models	13
Regression analysis of clustered panel count data with additive mean models	12
Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications	11
On the density for sums of independent exponential, Erlang and gamma variates	10
Subdata selection algorithm for linear model discrimination	10
Missing responses at random in functional single index model for time series data	10
Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing	9
Construction of column-orthogonal strong orthogonal arrays	9
Properties and generation of representative points of the exponential distribution	8
Estimation methods for stationary Gegenbauer processes	8
Quantile correlation coefficient: a new tail dependence measure	8
Flexible models for overdispersed and underdispersed count data	8
Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models	7
Optimal subsampling for composite quantile regression in big data	7
Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives	7
Some properties of the unified skew-normal distribution	7
A simple and useful regression model for underdispersed count data based on Bernoulli–Poisson convolution	7
Bounds for Gini’s mean difference based on first four moments, with some applications	6
Regularization and variable selection in Heckman selection model	6
A general framework for spatial GARCH models	6
Optimal subsampling for composite quantile regression model in massive data	6
Some characterizations of continuous symmetric distributions based on extropy of record values	6

Sparse and smooth functional data clustering	6
Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity	6
Design of experiments and machine learning with application to industrial experiments	6
Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks	6
On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality	5
Inference of improved adaptive progressively censored competing risks data for Weibull lifetime models	5
Truncating the exponential with a uniform distribution	5
Robust estimation in beta regression via maximum L$$_q$$-likelihood	5
Generalized log-gamma additive partial linear models with P-spline smoothing	5
Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters	4
Degree of isomorphism: a novel criterion for identifying and classifying orthogonal designs	4
Variable selection in Propensity Score Adjustment to mitigate selection bias in online surveys	4
Professor Heinz Neudecker and matrix differential calculus	4
Testing for ordered alternatives in heteroscedastic ANOVA under normality	4
Inversion-free subsampling Newton’s method for large sample logistic regression	4
Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models	4
Information quantity evaluation of multivariate SETAR processes of order one and applications	4
Pearson's correlation and background subtraction (BGS) based approach for object's motion detection in infrared video frame sequences	4
Kronecker delta method for testing independence between two vectors in high-dimension	4
On change-points tests based on two-samples U-Statistics for weakly dependent observations	4
Accelerated failure time vs Cox proportional hazards mixture cure models: David vs Goliath?	4
Penalized and constrained LAD estimation in fixed and high dimension	4
Testing independence under a block compound symmetry covariance structure	4
Halfspace depth for general measures: the ray basis theorem and its consequences	4
Testing high-dimensional mean vector with applications	4
Copula-based measures of asymmetry between the lower and upper tail probabilities	3
Epidemic changepoint detection in the presence of nuisance changes	3
Optimal subsampling for functional quantile regression	3
Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity	3
Change point detection and estimation methods under gamma series of observations	3
Self-exciting hysteretic binomial autoregressive processes	3
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates	3
Seemingly unrelated clusterwise linear regression for contaminated data	3
A novel method for constructing mixed two- and three-level uniform factorials with large run sizes	3
Multivariate copulas with given values at two arbitrary points	3
Stochastic orders and measures of skewness and dispersion based on expectiles	3
New insights into adaptive enrichment designs	3
Predictive inference of dual generalized order statistics from the inverse Weibull distribution	3
Testing normality of a large number of populations	3
A test for normality and independence based on characteristic function	3
Information-based optimal subdata selection for non-linear models	3
Understanding nonsense correlation between (independent) random walks in finite samples	3
Adaptive and robust experimental design for linear dynamical models using Kalman filter	2
A ranked-based estimator of the mean past lifetime with an application	2
Level-augmented uniform designs	2
Robustness of a truncated estimator for the smaller of two ordered means	2
An alternative look at the linear regression model	2
Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection	2
The exponentiated exponentially weighted moving average control chart	2
Simple powerful robust tests based on sign depth	2

A multivariate modified skew-normal distribution	2
Centre-free kurtosis orderings for asymmetric distributions	2
Portmanteau tests for generalized integer-valued autoregressive time series models	2
Several new classes of space-filling designs	2
A method of correction for heaping error in the variables using validation data	2
Generalised score distribution: underdispersed continuation of the beta-binomial distribution	2
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains	2
Local influence diagnostics with forward search in regression analysis	2
Robust optimal subsampling based on weighted asymmetric least squares	2
High-dimensional properties for empirical priors in linear regression with unknown error variance	2
Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models	2
A generalized information criterion for high-dimensional PCA rank selection	2
Applying generalized funnel plots to help design statistical analyses	2
Bayesian and maximin optimal designs for heteroscedastic multi-factor regression models	2
On the maximal deviation of kernel regression estimators with NMAR response variables	2
Estimation of parameters and quantiles of the Weibull distribution	2
Osband’s principle for identification functions	2
Optimality of circular equineighbored block designs under correlated observations	2
Constructing K-optimal designs for regression models	2
Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions	2
New results for adaptive false discovery rate control with p-value weighting	2
An heuristic scree plot criterion for the number of factors	2
Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function	2
Weighted U-statistics for likelihood-ratio ordering of bivariate data	2
On nonparametric regression for bivariate circular long-memory time series	2
Extremal behaviour of a periodically controlled sequence with imputed values	2
Detecting linear trend changes in data sequences	2
Bayesian inference of multivariate-GARCH-BEKK models	2
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	2
Homogeneity tests and interval estimations of risk differences for stratified bilateral and unilateral correlated data	2
Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects	2
Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation	2
Affiliation weighted networks with a differentially private degree sequence	2
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data	2
Bessel representation for amplitude distribution of noisy sinusoidal signals	1
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances	1
Real-time detection of a change-point in a linear expectile model	1
The generalized equivalence of regularization and min–max robustification in linear mixed models	1
BLUE against OLSE in the location model: energy minimization and asymptotic considerations	1
On the use of historical estimates	1
On the Rényi index of random graphs	1
Tests for the explanatory power of latent factors	1
Information criteria bias correction for group selection	1
Inference on Weibull inverted exponential distribution under progressive first-failure censoring with constant-stress partially accelerated life test	1
Circuits for robust designs	1
Compositional cubes: a new concept for multi-factorial compositions	1
Sparse polynomial prediction	1
Variance matrix estimation in multivariate classical measurement error models	1
Uniformly most powerful tests under weak restrictions	1
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay	1
Kalman recursions Aggregated Online	1
A Monte Carlo permutation procedure for testing variance components using robust estimation methods	1
Replacement model with random replacement time	1
Testing for equality of distributions using the concept of (niche) overlap	1
Multi-feature clustering of step data using multivariate functional principal component analysis	1
Copula-based link functions in binary regression models	1
Some practical and theoretical issues related to the quantile estimators	1
Jackknife empirical likelihood ratio test for testing mean time to failure order	1
Integrating rather than collecting: statistical matching in the data flood era	1
Correction to: Some properties of the unified skew-normal distribution	1
Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses	1
Thomas A. Severini (2020): Analytic Methods in Sports – Using Mathematics and Statistics to Understand Data from Baseball, Football, Basketball, and Other Sports	1
Empirical likelihood inference for the panel count data with informative observation process	1
Non-parametric test for decreasing renewal dichotomous Markov noise shock model	1
A weighted U-statistic based change point test for multivariate time series	1
FDR control and power analysis for high-dimensional logistic regression via StabKoff	1
Further remarks on constrained over-parameterized linear models	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
A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures	1
A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design	1
The polar-generalized normal distribution: properties, Bayesian estimation and applications	1
Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size	1
Least squares estimation for a class of uncertain Vasicek model and its application to interest rates	1
Efficient robust estimation for single-index mixed effects models with missing observations	1
Testing for diagonal symmetry based on center-outward ranking	1
Forecasting highly persistent time series with bounded spectrum processes	1
A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables	1
A high-dimensional single-index regression for interactions between treatment and covariates	1
Parametric quantile autoregressive moving average models with exogenous terms	1

A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering	1
Sequential support points	1
Portmanteau test for the asymmetric power GARCH model when the power is unknown	1
Posterior alternatives with informative early stopping	1
Nonnegative group bridge and application in financial index tracking	1
Identification of canonical models for vectors of time series: a subspace approach	1
Estimation for functional linear semiparametric model	1
Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap	1
Structural multilevel models for longitudinal mediation analysis: a definition variable approach	1
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data	1
Instrumental variable estimation of weighted local average treatment effects	1
Inference about the arithmetic average of log transformed data	1
Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radar	1
Assessing the effectiveness of indirect questioning techniques by detecting liars	1
On the circular correlation coefficients for bivariate von Mises distributions on a torus	1
On the limit distribution of the power function induced by a design prior	1
Construction of orthogonal general sliced Latin hypercube designs	1
Estimating the entropy of a Rayleigh model under progressive first-failure censoring	1
Adaptive parametric change point inference under covariance structure changes	1
A simple solution to the inadequacy of asymptotic likelihood-based inference for response-adaptive clinical trials	1
On the distribution of sample scale-free scatter matrices	1
Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models	1
Statistical inference based on weighted divergence measures with simulations and applications	1
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean	1
Deficiency bounds for the multivariate inverse hypergeometric distribution	1
Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression	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
Testing convexity of the generalised hazard function	1
Hypothesis testing for varying coefficient models in tail index regression	1
A new $$L_2$$ calibration procedure of computer models based on the smoothing spline ANOVA	1
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm	1
Consistent group selection using nonlocal priors in regression	0
Parameters not empirically identifiable or distinguishable, including correlation between Gaussian observations	0
The cost of sequential adaptation and the lower bound for mean squared error	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
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors	0
Case-cohort studies for clustered failure time data with a cure fraction	0
Non-asymptotic analysis and inference for an outlyingness induced winsorized mean	0
Editorial	0
New closed-form efficient estimators for the negative binomial distribution	0
Discrimination between Gaussian process models: active learning and static constructions	0
Confidence distributions and hypothesis testing	0
Locally sparse estimator for functional linear panel models with fixed effects	0
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples	0
A unified approach to goodness-of-fit testing for spherical and hyperspherical data	0
Confidence intervals centred on bootstrap smoothed estimators: an impossibility result	0
On improved estimation of the larger location parameter	0
New insights on goodness-of-fit tests for ranked set samples	0
New copula families and mixing properties	0
Clustering and estimation of finite mixture models under bivariate ranked set sampling with application to a breast cancer study	0
On the validity of the bootstrap hypothesis testing in functional linear regression	0
A model robust subsampling approach for Generalised Linear Models in big data settings	0
Prediction in regression models with continuous observations	0
Coherent indexes for shifted count and semicontinuous models	0
Correction to: Posterior alternatives with informative early stopping	0
The distribution of power-related random variables (and their use in clinical trials)	0
Deterministic sampling based on Kullback–Leibler divergence and its applications	0
Supervised dimension reduction for functional time series	0
Inferring the finest pattern of mutual independence from data	0
Robust signal dimension estimation via SURE	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
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point	0
Multivariate stochastic comparisons of sequential order statistics with non-identical components	0
Bayesian analysis of linear regression models with autoregressive symmetrical errors and incomplete data	0
Minimax weight learning for absorbing MDPs	0
Alleviating conditional independence assumption of naive Bayes	0
Bootstrapping generalized linear models to accommodate overdispersed count data	0
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests	0
Longitudinal model for a dose-finding study for a rare disease treatment	0
Sequential design of multi-fidelity computer experiments with effect sparsity	0
On the test of covariance between two high-dimensional random vectors	0
Convergence of estimative density: criterion for model complexity and sample size	0
Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data	0
A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables	0
Discrete mixture representations of spherical distributions	0
A robust factor analysis model based on the canonical fundamental skew-t distribution	0
Improving the power of hypothesis tests in sparse contingency tables	0
Quantifying the data-dredging bias in structural break tests	0
Computation and analysis of change points with different jump locations in high-dimensional regression	0
Flexible-dimensional L-statistic for mean estimation of symmetric distributions	0
Hypothesis testing in sparse weighted stochastic block model	0
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates	0
Local linear estimation of the regression function for twice censored data	0
On the existence of stationary threshold bilinear processes	0
Variable selection for nonparametric quantile regression via measurement error model	0
A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection	0
Matrix-variate generalized linear model with measurement error	0
Equivariant estimation of the selected location parameter	0
Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors	0
Space-filling designs with a Dirichlet distribution for mixture experiments	0
The statistical rate for support matrix machines under low rankness and row (column) sparsity	0
Robust modified classical spherical tests in the presence of outliers	0
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data	0
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design	0
ROBOUT: a conditional outlier detection methodology for high-dimensional data	0