Statistical Papers

Article	Citations
Communication-efficient model averaging prediction for massive data with asymptotic optimality	21
The limiting distribution of a bivariate random vector under univariate truncation	15
Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model	13
Predictive inference of dual generalized order statistics from the inverse Weibull distribution	12
Assessing the effectiveness of indirect questioning techniques by detecting liars	11
Multivariate stochastic comparisons of sequential order statistics with non-identical components	10
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	10
Variable selection for nonparametric quantile regression via measurement error model	10
Bounds for Gini’s mean difference based on first four moments, with some applications	10
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	8
Local linear estimation of the regression function for twice censored data	8
Editorial	8
Discrimination between Gaussian process models: active learning and static constructions	8
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	7
Hypothesis testing in sparse weighted stochastic block model	7
Improving the power of hypothesis tests in sparse contingency tables	7
Computation and analysis of change points with different jump locations in high-dimensional regression	7
Inferring the finest pattern of mutual independence from data	7
Deterministic sampling based on Kullback–Leibler divergence and its applications	7
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models	7
Case-cohort studies for clustered failure time data with a cure fraction	7
A multivariate modified skew-normal distribution	6
Information criteria bias correction for group selection	6
Prediction in regression models with continuous observations	6
Detecting linear trend changes in data sequences	6

Discrete mixture representations of spherical distributions	6
Inference about the arithmetic average of log transformed data	6
Inversion-free subsampling Newton’s method for large sample logistic regression	6
Applying generalized funnel plots to help design statistical analyses	6
Parameters not empirically identifiable or distinguishable, including correlation between Gaussian observations	6
Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data	5
ROBOUT: a conditional outlier detection methodology for high-dimensional data	5
On the validity of the bootstrap hypothesis testing in functional linear regression	5
FDR control and power analysis for high-dimensional logistic regression via StabKoff	4
Longitudinal model for a dose-finding study for a rare disease treatment	4
A unified approach to goodness-of-fit testing for spherical and hyperspherical data	4
Minimax weight learning for absorbing MDPs	4
The exponentiated exponentially weighted moving average control chart	4
Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors	4
New copula families and mixing properties	4
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data	4
Bootstrapping generalized linear models to accommodate overdispersed count data	4
Confidence distributions and hypothesis testing	4
On the use of historical estimates	4
On the test of covariance between two high-dimensional random vectors	4
The statistical rate for support matrix machines under low rankness and row (column) sparsity	4
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates	4
Matrix-variate generalized linear model with measurement error	4
On the existence of stationary threshold bilinear processes	4
New closed-form efficient estimators for the negative binomial distribution	3
Robust signal dimension estimation via SURE	3
Flexible-dimensional L-statistic for mean estimation of symmetric distributions	3
Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity	3
Quantifying the data-dredging bias in structural break tests	3
Non-asymptotic analysis and inference for an outlyingness induced winsorized mean	3
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data	3
Testing high-dimensional mean vector with applications	3
An alternative look at the linear regression model	3
Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models	3
Copula-based measures of asymmetry between the lower and upper tail probabilities	3
On nonparametric regression for bivariate circular long-memory time series	3
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates	3
On change-points tests based on two-samples U-Statistics for weakly dependent observations	3
Supervised dimension reduction for functional time series	3
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors	3
Non-parametric test for decreasing renewal dichotomous Markov noise shock model	3
Clustering and estimation of finite mixture models under bivariate ranked set sampling with application to a breast cancer study	2
Weighted U-statistics for likelihood-ratio ordering of bivariate data	2
Regression analysis of clustered panel count data with additive mean models	2
Testing homoscedasticity of a large number of populations	2
Testing for changes in the error distribution in functional linear models	2
Level-augmented uniform designs	2
Bayesian empirical likelihood inference and order shrinkage for autoregressive models	2
Multiple doubling: a simple effective construction technique for optimal two-level experimental designs	2
Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap	2

Locally sparse estimator for functional linear panel models with fixed effects	2
A robust factor analysis model based on the canonical fundamental skew-t distribution	2
New insights on goodness-of-fit tests for ranked set samples	2
On improved estimation of the larger location parameter	2
Robust modified classical spherical tests in the presence of outliers	2
The distribution of power-related random variables (and their use in clinical trials)	2
Convergence of estimative density: criterion for model complexity and sample size	2
On the maximal deviation of kernel regression estimators with NMAR response variables	2
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design	2
Omnibus diagnostic procedures for vector multiplicative errors models	2
An heuristic scree plot criterion for the number of factors	2
On the minimum information checkerboard copula under fixed Kendall’s $$\tau $$	2
Optimal subsampling for composite quantile regression model in massive data	2
Consistent group selection using nonlocal priors in regression	2
Jackknife empirical likelihood ratio test for testing the equality of semivariance	2
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point	2
Truncating the exponential with a uniform distribution	2
The cost of sequential adaptation and the lower bound for mean squared error	2
Robustness of a truncated estimator for the smaller of two ordered means	2
New insights into adaptive enrichment designs	2
High-dimensional properties for empirical priors in linear regression with unknown error variance	2
Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications	2
A simple and useful regression model for underdispersed count data based on Bernoulli–Poisson convolution	2
Asymptotic behavior of bootstrapped extreme order statistics under unknown power normalizing constants	2
A model robust subsampling approach for Generalised Linear Models in big data settings	2
Generalized log-gamma additive partial linear models with P-spline smoothing	2
Missing responses at random in functional single index model for time series data	2
Distribution and density estimation based on variation-diminishing spline approximation	2
Coherent indexes for shifted count and semicontinuous models	2
Correction to: Posterior alternatives with informative early stopping	2
A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables	2
Sequential design of multi-fidelity computer experiments with effect sparsity	2
Bayesian analysis of linear regression models with autoregressive symmetrical errors and incomplete data	2
Bayesian influence diagnostics for a multivariate GARCH model	1
Affiliation weighted networks with a differentially private degree sequence	1
Equivariant estimation of the selected location parameter	1
Conditional characteristic feature screening for massive imbalanced data	1
Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models	1
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples	1
Optimal equivalence testing in exponential families	1
Generalized simulated method-of-moments estimators for multivariate copulas	1
Subdata selection algorithm for linear model discrimination	1
Understanding nonsense correlation between (independent) random walks in finite samples	1
Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function	1
Testing for ordered alternatives in heteroscedastic ANOVA under normality	1
Stochastic orders and measures of skewness and dispersion based on expectiles	1
Optimal prediction for quantiles and probabilities	1
Compositional cubes: a new concept for multi-factorial compositions	1
Pseudo-likelihood approach for parameter estimation in univariate normal mixture models	1
Estimation for partially linear additive regression with spatial data	1
On strongly dependent zero-inflated INAR(1) processes	1
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean	1
Space-filling designs with a Dirichlet distribution for mixture experiments	1
A weighted average limited information maximum likelihood estimator	1
Local influence diagnostics with forward search in regression analysis	1
Generalised score distribution: underdispersed continuation of the beta-binomial distribution	1
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests	1
Adaptive and robust experimental design for linear dynamical models using Kalman filter	1
Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives	1
Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications	1
Identification of canonical models for vectors of time series: a subspace approach	1
Testing practical relevance of treatment effects	1
Correction to: Some properties of the unified skew-normal distribution	1
Hotelling $$T^2$$ test in high dimensions with application to Wilks outlier method	1
A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection	1
Optimal designs for prediction in random coefficient regression with one observation per individual	1
General classes of bivariate distributions for modeling data with common observations	1
Jackknife empirical likelihood ratio test for testing mean time to failure order	1
Nonparametric classification of high dimensional observations	1
Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks	1
New results for adaptive false discovery rate control with p-value weighting	1
A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse	1
On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality	1
Change point in variance of fractionally integrated noise	1
Least squares estimation for a class of uncertain Vasicek model and its application to interest rates	1
Strong optimality of kernel functional regression in $$L^p$$ norms with partial response variables and applications	1
Construction of column-orthogonal strong orthogonal arrays	1
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm	1
On the distribution of sample scale-free scatter matrices	1
Self-exciting hysteretic binomial autoregressive processes	1

Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution	1
Asymptotic analysis of reliability measures for an imperfect dichotomous test	1
Posterior alternatives with informative early stopping	1
Confidence intervals centred on bootstrap smoothed estimators: an impossibility result	1
Joint estimation of transfer learning on time series data	1
Forecasting highly persistent time series with bounded spectrum processes	1
Alleviating conditional independence assumption of naive Bayes	1
Halfspace depth for general measures: the ray basis theorem and its consequences	1
Confidence intervals for overall response rate difference in the sequential parallel comparison design	1
Density model checks via the lack-of-fitness	1
The zonoid region parameter depth	1
Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science	1
Reduced bias estimation of the log odds ratio	1
Accounting for outliers in optimal subsampling methods	1
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	1
Robust optimal subsampling based on weighted asymmetric least squares	1
A ranked-based estimator of the mean past lifetime with an application	1
Point and Interval Estimation of Powers of Scale Parameters for Two Normal Populations with a Common Mean	1
Measuring and testing homogeneity of distributions by characteristic distance	1
Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model	1
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data	1
Statistical simulations with LR random fuzzy numbers	1
A general framework for spatial GARCH models	1
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances	1
Sparse and smooth functional data clustering	1
Change-point analysis for matrix data: the empirical Hankel transform approach	1
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains	1
Seemingly unrelated clusterwise linear regression for contaminated data	0
Variable selection in Propensity Score Adjustment to mitigate selection bias in online surveys	0
Parametric quantile autoregressive moving average models with exogenous terms	0
On approximation and estimation of distribution function of sum of independent random variables	0
The shortest confidence interval for Poisson mean	0
Regularization and variable selection in Heckman selection model	0
Replacement model with random replacement time	0
A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering	0
On a correlation coefficient based on the L1-norm	0
Conditions for finiteness and bounds on moments of generalized order statistics	0
Statistical inference based on weighted divergence measures with simulations and applications	0
Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases	0
A high-dimensional single-index regression for interactions between treatment and covariates	0
On the consistency of supervised learning with missing values	0
Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model	0
Construction of orthogonal general sliced Latin hypercube designs	0
Variable selection in proportional odds model with informatively interval-censored data	0
Testing convexity of the generalised hazard function	0
Functional time series forecasting: a systematic review	0
Penalized and constrained LAD estimation in fixed and high dimension	0
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay	0
Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise	0
Simulations and predictions of future values in the time-homogeneous load-sharing model	0
Confidence intervals with higher accuracy for short and long-memory linear processes	0
Bayesian inference of multivariate-GARCH-BEKK models	0
Skyler J. Cranmer, Bruce A. Desmarais, Jason W. Morgan: Inferential network analysis	0
Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity	0
Geometric infinitely divisible autoregressive models	0
Testing for diagonal symmetry based on center-outward ranking	0
On weighted version of dynamic cumulative residual inaccuracy measure based on extropy	0
Covariance structure tests for multivariate t-distribution	0
Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression	0
Exceedance statistics based on bottom-$$k$$-lists	0
Enhanced Cauchy–Schwarz inequality and some of its statistical applications	0
Communication-efficient distributed EM algorithm	0
A scale-invariant test for linear hypothesis of means in high dimensions	0
Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size	0
Optimal dichotomization of bimodal Gaussian mixtures	0
Estimation and specification test for diffusion models with stochastic volatility	0
Bartlett corrections for zero-adjusted generalized linear models	0
A new $$L_2$$ calibration procedure of computer models based on the smoothing spline ANOVA	0
On limiting behaviors of stepwise multiple testing procedures	0
Integrating rather than collecting: statistical matching in the data flood era	0
Nonnegative group bridge and application in financial index tracking	0
Testing normality of a large number of populations	0
Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors	0
Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses	0
Copula-based link functions in binary regression models	0
A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions	0
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	0
A mixture distribution for modelling bivariate ordinal data	0
A goodness-of-fit test for copulas based on the collision test	0
Quantile correlation coefficient: a new tail dependence measure	0
Bayesian and frequentist inference derived from the maximum entropy principle with applications to propagating uncertainty about statistical methods	0
On multistage experiments with restrictions in the randomization of treatments	0
Ridge-type covariance and precision matrix estimators of the multivariate normal distribution	0
Tests for time-varying coefficient spatial autoregressive panel data model with fixed effects	0
Estimation and testing of expectile regression with efficient subsampling for massive data	0
Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach	0
A simple solution to the inadequacy of asymptotic likelihood-based inference for response-adaptive clinical trials	0
Smoothed empirical likelihood for the difference of two quantiles with the paired sample	0
Detecting small clusters in the stochastic block model	0
Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient	0
Test for high-dimensional linear hypothesis of mean vectors via random integration	0
Transfer learning for semiparametric varying coefficient spatial autoregressive models	0
Bayesian and maximin A-optimal designs for spline regression models with unknown knots	0
Centre-free kurtosis orderings for asymmetric distributions	0
Bessel representation for amplitude distribution of noisy sinusoidal signals	0