Statistical Papers

Article	Citations
Multivariate stochastic comparisons of sequential order statistics with non-identical components	15
Variable selection for nonparametric quantile regression via measurement error model	15
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates	13
Inferring the finest pattern of mutual independence from data	13
Computation and analysis of change points with different jump locations in high-dimensional regression	11
Supervised dimension reduction for functional time series	10
On the test of covariance between two high-dimensional random vectors	10
On the minimum information checkerboard copula under fixed Kendall’s $$\tau $$	10
Non-asymptotic analysis and inference for an outlyingness induced winsorized mean	10
On change-points tests based on two-samples U-Statistics for weakly dependent observations	10
Prediction in regression models with continuous observations	9
Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors	9
On improved estimation of the larger location parameter	9
Deterministic sampling based on Kullback–Leibler divergence and its applications	8
Jackknife empirical likelihood ratio test for testing the equality of semivariance	8
Parameters not empirically identifiable or distinguishable, including correlation between Gaussian observations	8
The cost of sequential adaptation and the lower bound for mean squared error	8
FDR control and power analysis for high-dimensional logistic regression via StabKoff	8
On the use of historical estimates	8
Locally sparse estimator for functional linear panel models with fixed effects	8
New closed-form efficient estimators for the negative binomial distribution	8
Bayesian analysis of linear regression models with autoregressive symmetrical errors and incomplete data	7
Minimax weight learning for absorbing MDPs	7
Flexible-dimensional L-statistic for mean estimation of symmetric distributions	7
New copula families and mixing properties	7

Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors	7
Correction to: Posterior alternatives with informative early stopping	6
A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables	6
Discrimination between Gaussian process models: active learning and static constructions	6
Improving the power of hypothesis tests in sparse contingency tables	6
Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data	6
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data	6
Case-cohort studies for clustered failure time data with a cure fraction	6
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	5
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point	5
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	5
Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap	5
Longitudinal model for a dose-finding study for a rare disease treatment	5
The exponentiated exponentially weighted moving average control chart	5
On the validity of the bootstrap hypothesis testing in functional linear regression	5
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data	5
Weighted U-statistics for likelihood-ratio ordering of bivariate data	5
On the existence of stationary threshold bilinear processes	5
The statistical rate for support matrix machines under low rankness and row (column) sparsity	5
ROBOUT: a conditional outlier detection methodology for high-dimensional data	5
A multivariate modified skew-normal distribution	4
Coherent indexes for shifted count and semicontinuous models	4
Consistent group selection using nonlocal priors in regression	4
Detecting linear trend changes in data sequences	4
Assessing the effectiveness of indirect questioning techniques by detecting liars	4
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models	4
Bounds for Gini’s mean difference based on first four moments, with some applications	4
The distribution of power-related random variables (and their use in clinical trials)	4
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates	4
Missing responses at random in functional single index model for time series data	3
Bootstrapping generalized linear models to accommodate overdispersed count data	3
Discrete mixture representations of spherical distributions	3
On nonparametric regression for bivariate circular long-memory time series	3
Non-parametric test for decreasing renewal dichotomous Markov noise shock model	3
Optimal subsampling for composite quantile regression model in massive data	3
Inversion-free subsampling Newton’s method for large sample logistic regression	3
Local linear estimation of the regression function for twice censored data	3
Distribution and density estimation based on variation-diminishing spline approximation	3
A unified approach to goodness-of-fit testing for spherical and hyperspherical data	3
Confidence distributions and hypothesis testing	3
Quantifying the data-dredging bias in structural break tests	3
Hypothesis testing in sparse weighted stochastic block model	3
Testing high-dimensional mean vector with applications	3
Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity	3
Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications	3
On the maximal deviation of kernel regression estimators with NMAR response variables	3
Robust signal dimension estimation via SURE	3
Matrix-variate generalized linear model with measurement error	3
New insights into adaptive enrichment designs	3
Bayesian empirical likelihood inference and order shrinkage for autoregressive models	3

Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models	3
An alternative look at the linear regression model	3
Inference about the arithmetic average of log transformed data	3
Robust optimal subsampling based on weighted asymmetric least squares	2
Posterior alternatives with informative early stopping	2
Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model	2
Correction to: Some properties of the unified skew-normal distribution	2
Change-point analysis for matrix data: the empirical Hankel transform approach	2
Level-augmented uniform designs	2
Predictive inference of dual generalized order statistics from the inverse Weibull distribution	2
Testing for changes in the error distribution in functional linear models	2
Information criteria bias correction for group selection	2
A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse	2
Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function	2
Convergence of estimative density: criterion for model complexity and sample size	2
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples	2
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests	2
Self-exciting hysteretic binomial autoregressive processes	2
Asymptotic analysis of reliability measures for an imperfect dichotomous test	2
Communication-efficient model averaging prediction for massive data with asymptotic optimality	2
Change point in variance of fractionally integrated noise	2
A class of nonparametric tests for DMTTF alternatives based on moment inequality	2
Testing for ordered alternatives in heteroscedastic ANOVA under normality	2
Optimal prediction for quantiles and probabilities	2
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution	2
Omnibus diagnostic procedures for vector multiplicative errors models	2
A robust factor analysis model based on the canonical fundamental skew-t distribution	2
Generalized log-gamma additive partial linear models with P-spline smoothing	2
Asymptotic behavior of bootstrapped extreme order statistics under unknown power normalizing constants	2
A simple and useful regression model for underdispersed count data based on Bernoulli–Poisson convolution	2
Subdata selection algorithm for linear model discrimination	2
Regression analysis of clustered panel count data with additive mean models	2
New insights on goodness-of-fit tests for ranked set samples	2
Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives	2
Truncating the exponential with a uniform distribution	2
Testing homoscedasticity of a large number of populations	2
Robustness of a truncated estimator for the smaller of two ordered means	2
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design	2
Equivalent conditions of complete moment convergence for randomly weighted sums of random variables and some applications with random design	2
The empirical Bernstein process with application to uniformity testing	2
The limiting distribution of a bivariate random vector under univariate truncation	2
Applying generalized funnel plots to help design statistical analyses	2
Copula-based measures of asymmetry between the lower and upper tail probabilities	2
Local influence diagnostics with forward search in regression analysis	2
Sparse and smooth functional data clustering	2
Statistical simulations with LR random fuzzy numbers	2
Robust modified classical spherical tests in the presence of outliers	2
Accounting for outliers in optimal subsampling methods	2
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm	2
Confidence bounds for compound Poisson process	1
Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation	1
A sequential feature selection approach to change point detection in mean-shift change point models	1
Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors	1
Theory and application of absolute discrepancy in experimental designs	1
A Test for Trend Gradual Changes in Heavy Tailed AR (p) Sequences	1
Reduced bias estimation of the log odds ratio	1
Estimation of multicomponent system reliability for inverse Weibull distribution using survival signature	1
On strongly dependent zero-inflated INAR(1) processes	1
Nonparametric estimator of the tail dependence coefficient: balancing bias and variance	1
Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model	1
Space-filling designs with a Dirichlet distribution for mixture experiments	1
Model selection for mixture hidden Markov models: an application to clickstream data	1
Pseudo-likelihood approach for parameter estimation in univariate normal mixture models	1
Alleviating conditional independence assumption of naive Bayes	1
On the distribution of sample scale-free scatter matrices	1
Confidence intervals centred on bootstrap smoothed estimators: an impossibility result	1
Sequential design of multi-fidelity computer experiments with effect sparsity	1
D-optimal and nearly D-optimal exact designs for binary response on the ball	1
Variable selection for nonparametric spatial additive autoregressive model via deep learning	1
A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection	1
Bayesian estimation and posterior risk under the generalized weighted squared error loss function and its applications	1
Equality between two general ridge estimators and equivalence of their residual sums of squares	1
Optimal equivalence testing in exponential families	1
Testing for equality of distributions using the concept of (niche) overlap	1
Inference for the normal coefficient of variation: an approximate marginal likelihood approach	1
A general framework for spatial GARCH models	1
General classes of bivariate distributions for modeling data with common observations	1
Kalman recursions Aggregated Online	1
Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science	1
Fourier approach to goodness-of-fit tests for Gaussian random processes	1

An heuristic scree plot criterion for the number of factors	1
Variance matrix estimation in multivariate classical measurement error models	1
Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications	1
Equivariant estimation of the selected location parameter	1
New results for adaptive false discovery rate control with p-value weighting	1
Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks	1
Clustering and estimation of finite mixture models under bivariate ranked set sampling with application to a breast cancer study	1
Model-free feature screening based on Hellinger distance for ultrahigh dimensional data	1
Estimating odds and log odds with guaranteed accuracy	1
Joint estimation of transfer learning on time series data	1
A unified study for estimation of order restricted parameters of a general bivariate model under the generalized Pitman nearness criterion	1
Density model checks via the lack-of-fitness	1
Hotelling $$T^2$$ test in high dimensions with application to Wilks outlier method	1
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains	1
Testing practical relevance of treatment effects	1
Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes	1
Inference on Weibull inverted exponential distribution under progressive first-failure censoring with constant-stress partially accelerated life test	1
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution	1
Point and Interval Estimation of Powers of Scale Parameters for Two Normal Populations with a Common Mean	1
Bernstein estimator for conditional copulas	1
Confidence intervals for overall response rate difference in the sequential parallel comparison design	1
Using the softplus function to construct alternative link functions in generalized linear models and beyond	1
Identification of canonical models for vectors of time series: a subspace approach	1
Testing omitted variables in VARs	1
Strong optimality of kernel functional regression in $$L^p$$ norms with partial response variables and applications	1
A model robust subsampling approach for Generalised Linear Models in big data settings	1
A class of estimators based on overlapping sample spacings	1
High-dimensional properties for empirical priors in linear regression with unknown error variance	1
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances	1
Semi-supervised learning for various comparison functions across two populations	1
A new estimator for the multicollinear logistic regression model	1
Generalized simulated method-of-moments estimators for multivariate copulas	1
A method of correction for heaping error in the variables using validation data	1
Bayesian influence diagnostics for a multivariate GARCH model	1
Shrinkage and pretest Liu estimators in semiparametric linear measurement error models	0
Bayesian inference of multivariate-GARCH-BEKK models	0
Bayesian and frequentist inference derived from the maximum entropy principle with applications to propagating uncertainty about statistical methods	0
Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses	0
Bartlett corrections for zero-adjusted generalized linear models	0
Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments	0
Nonnegative group bridge and application in financial index tracking	0
Bessel representation for amplitude distribution of noisy sinusoidal signals	0
A goodness-of-fit test for copulas based on the collision test	0
Convergence arguments to bridge cauchy and matérn covariance functions	0
Portmanteau test for the asymmetric power GARCH model when the power is unknown	0
A high-dimensional single-index regression for interactions between treatment and covariates	0
Replacement model with random replacement time	0
Enhanced Cauchy–Schwarz inequality and some of its statistical applications	0
Test for high-dimensional linear hypothesis of mean vectors via random integration	0
Homogeneity tests and interval estimations of risk differences for stratified bilateral and unilateral correlated data	0
Further remarks on constrained over-parameterized linear models	0
Simulations and predictions of future values in the time-homogeneous load-sharing model	0
Adaptive slicing for functional slice inverse regression	0
Centre-free kurtosis orderings for asymmetric distributions	0
A penalization method to estimate the intrinsic dimensionality of data	0
Detecting small clusters in the stochastic block model	0
Copula-based link functions in binary regression models	0
On weighted version of dynamic cumulative residual inaccuracy measure based on extropy	0
Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models	0
Geometric infinitely divisible autoregressive models	0
A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering	0
Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model	0
Tests for heteroskedasticity in transformation models	0
Real-time detection of a change-point in a linear expectile model	0
Seemingly unrelated clusterwise linear regression for contaminated data	0
Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression	0
Functional time series forecasting: a systematic review	0
Estimation of parameters and quantiles of the Weibull distribution	0
Some practical and theoretical issues related to the quantile estimators	0
A semiparametric dynamic higher-order spatial autoregressive model	0
A scale-invariant test for linear hypothesis of means in high dimensions	0
A distance based two-sample test of means difference for multivariate datasets	0
Optimal subsampling for functional quantile regression	0
Construction of orthogonal general sliced Latin hypercube designs	0
Transfer learning for semiparametric varying coefficient spatial autoregressive models	0
Conditions for finiteness and bounds on moments of generalized order statistics	0
Estimation and specification test for diffusion models with stochastic volatility	0
Confidence intervals with higher accuracy for short and long-memory linear processes	0
Bayesian and maximin A-optimal designs for spline regression models with unknown knots	0
Variable selection in Propensity Score Adjustment to mitigate selection bias in online surveys	0
Computational aspects of experimental designs in multiple-group mixed models	0
Testing convexity of the generalised hazard function	0
Variable selection in proportional odds model with informatively interval-censored data	0
On multistage experiments with restrictions in the randomization of treatments	0
Penalized and constrained LAD estimation in fixed and high dimension	0
Exceedance statistics based on bottom-$$k$$-lists	0
Optimal dichotomization of bimodal Gaussian mixtures	0
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay	0
Testing for diagonal symmetry based on center-outward ranking	0
Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases	0
Unified smoothed jackknife empirical likelihood tests for comparing income inequality indices	0
A mixture distribution for modelling bivariate ordinal data	0
Covariance structure tests for multivariate t-distribution	0
A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions	0
Communication-efficient distributed EM algorithm	0