Statistical Papers

Article	Citations
Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model	23
Testing for changes in the error distribution in functional linear models	15
The limiting distribution of a bivariate random vector under univariate truncation	13
The empirical Bernstein process with application to uniformity testing	13
Equivalent conditions of complete moment convergence for randomly weighted sums of random variables and some applications with random design	11
Asymptotic behavior of bootstrapped extreme order statistics under unknown power normalizing constants	10
Communication-efficient model averaging prediction for massive data with asymptotic optimality	10
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution	10
Omnibus diagnostic procedures for vector multiplicative errors models	10
A class of nonparametric tests for DMTTF alternatives based on moment inequality	10
Testing homoscedasticity of a large number of populations	10
Variable selection for nonparametric quantile regression via measurement error model	9
Multivariate stochastic comparisons of sequential order statistics with non-identical components	9
Bounded data modeling using logit-skew-normal mixtures	9
On the test of covariance between two high-dimensional random vectors	8
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates	8
On change-points tests based on two-samples U-Statistics for weakly dependent observations	8
Computation and analysis of change points with different jump locations in high-dimensional regression	8
On the minimum information checkerboard copula under fixed Kendall’s $$\tau $$	8
Inferring the finest pattern of mutual independence from data	8
Supervised dimension reduction for functional time series	8
Coherent indexes for shifted count and semicontinuous models	7
FDR control and power analysis for high-dimensional logistic regression via StabKoff	7
The cost of sequential adaptation and the lower bound for mean squared error	7
Empirical likelihood for nonparametric regression functions under $$\rho $$-mixing high-frequency data	7

On the use of historical estimates	7
New closed-form efficient estimators for the negative binomial distribution	7
Case-cohort studies for clustered failure time data with a cure fraction	6
Longitudinal model for a dose-finding study for a rare disease treatment	6
Weighted U-statistics for likelihood-ratio ordering of bivariate data	6
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	6
A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables	6
Improving the power of hypothesis tests in sparse contingency tables	6
Deterministic sampling based on Kullback–Leibler divergence and its applications	5
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors	5
Quantifying the data-dredging bias in structural break tests	5
Non-parametric test for decreasing renewal dichotomous Markov noise shock model	5
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point	5
Bayesian analysis of linear regression models with autoregressive symmetrical errors and incomplete data	5
Local linear estimation of the regression function for twice censored data	5
Distribution and density estimation based on variation-diminishing spline approximation	5
Flexible-dimensional L-statistic for mean estimation of symmetric distributions	5
Minimax weight learning for absorbing MDPs	5
On the existence of stationary threshold bilinear processes	5
Bayesian empirical likelihood inference and order shrinkage for autoregressive models	5
Optimal subsampling for composite quantile regression model in massive data	4
Generalized log-gamma additive partial linear models with P-spline smoothing	4
Information criteria bias correction for group selection	4
Inversion-free subsampling Newton’s method for large sample logistic regression	4
An alternative look at the linear regression model	4
Hypothesis testing in sparse weighted stochastic block model	4
Inference about the arithmetic average of log transformed data	4
Testing high-dimensional mean vector with applications	4
Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications	4
Copula-based measures of asymmetry between the lower and upper tail probabilities	4
Bootstrapping generalized linear models to accommodate overdispersed count data	3
Bounds for Gini’s mean difference based on first four moments, with some applications	3
Predictive inference of dual generalized order statistics from the inverse Weibull distribution	3
A robust factor analysis model based on the canonical fundamental skew-t distribution	3
Correction to: Posterior alternatives with informative early stopping	3
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data	3
On improved estimation of the larger location parameter	3
The distribution of power-related random variables (and their use in clinical trials)	3
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data	3
Discrete mixture representations of spherical distributions	3
Discrimination between Gaussian process models: active learning and static constructions	3
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models	3
Applying generalized funnel plots to help design statistical analyses	3
Confidence distributions and hypothesis testing	3
Robust signal dimension estimation via SURE	3
Assessing the effectiveness of indirect questioning techniques by detecting liars	3
On the validity of the bootstrap hypothesis testing in functional linear regression	3
A unified approach to goodness-of-fit testing for spherical and hyperspherical data	3
A multivariate modified skew-normal distribution	3
Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data	3

Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors	3
Matrix-variate generalized linear model with measurement error	3
Parameters not empirically identifiable or distinguishable, including correlation between Gaussian observations	3
Locally sparse estimator for functional linear panel models with fixed effects	3
Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap	3
The statistical rate for support matrix machines under low rankness and row (column) sparsity	3
ROBOUT: a conditional outlier detection methodology for high-dimensional data	3
Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications	2
A new estimator for the multicollinear logistic regression model	2
Change-point analysis for matrix data: the empirical Hankel transform approach	2
Asymptotic analysis of reliability measures for an imperfect dichotomous test	2
Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks	2
New insights into adaptive enrichment designs	2
Optimal prediction for quantiles and probabilities	2
Density model checks via the lack-of-fitness	2
Self-exciting hysteretic binomial autoregressive processes	2
New copula families and mixing properties	2
Testing for ordered alternatives in heteroscedastic ANOVA under normality	2
A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests	2
On the maximal deviation of kernel regression estimators with NMAR response variables	2
Prediction in regression models with continuous observations	2
Joint estimation of transfer learning on time series data	2
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates	2
High-dimensional properties for empirical priors in linear regression with unknown error variance	2
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	2
Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model	2
Truncating the exponential with a uniform distribution	2
A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse	2
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design	2
Generalized simulated method-of-moments estimators for multivariate copulas	2
Bayesian influence diagnostics for a multivariate GARCH model	2
Local influence diagnostics with forward search in regression analysis	2
Confidence intervals centred on bootstrap smoothed estimators: an impossibility result	2
Posterior alternatives with informative early stopping	2
The exponentiated exponentially weighted moving average control chart	2
Detecting linear trend changes in data sequences	2
Consistent group selection using nonlocal priors in regression	2
Strong optimality of kernel functional regression in $$L^p$$ norms with partial response variables and applications	2
Jackknife empirical likelihood ratio test for testing the equality of semivariance	2
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples	2
Variable selection for nonparametric spatial additive autoregressive model via deep learning	2
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm	2
A simple and useful regression model for underdispersed count data based on Bernoulli–Poisson convolution	2
GMM estimation of random effects semiparametric additive SAR panel model with spatiotemporal correlated errors	2
Level-augmented uniform designs	2
Alleviating conditional independence assumption of naive Bayes	2
Regression analysis of clustered panel count data with additive mean models	2
Point and Interval Estimation of Powers of Scale Parameters for Two Normal Populations with a Common Mean	2
Correction to: Some properties of the unified skew-normal distribution	2
Statistical simulations with LR random fuzzy numbers	2
Identification of canonical models for vectors of time series: a subspace approach	2
Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models	2
Missing responses at random in functional single index model for time series data	2
Space-filling designs with a Dirichlet distribution for mixture experiments	2
Non-asymptotic analysis and inference for an outlyingness induced winsorized mean	2
Change point in variance of fractionally integrated noise	1
Equality between two general ridge estimators and equivalence of their residual sums of squares	1
Testing for equality of distributions using the concept of (niche) overlap	1
A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection	1
Optimal equivalence testing in exponential families	1
Construction of column-orthogonal strong orthogonal arrays	1
On strongly dependent zero-inflated INAR(1) processes	1
Confidence intervals for overall response rate difference in the sequential parallel comparison design	1
Change point detection and estimation methods under gamma series of observations	1
Least squares estimation for a class of uncertain Vasicek model and its application to interest rates	1
Robust modified classical spherical tests in the presence of outliers	1
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data	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
Locally optimal designs for comparing curves in generalized linear models	1
Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radar	1
Sequential design of multi-fidelity computer experiments with effect sparsity	1
Variance matrix estimation in multivariate classical measurement error models	1
Clustering and estimation of finite mixture models under bivariate ranked set sampling with application to a breast cancer study	1
Goodness-of-fit tests for discrete response models with covariates	1
The two-sample Mood statistic for clustered data	1
Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation	1
Robustness of a truncated estimator for the smaller of two ordered means	1
Confidence bounds for compound Poisson process	1
Estimation methods for stationary Gegenbauer processes	1
Sparse and smooth functional data clustering	1

Conformal prediction for robust deep nonparametric regression	1
Understanding nonsense correlation between (independent) random walks in finite samples	1
An heuristic scree plot criterion for the number of factors	1
Reduced bias estimation of the log odds ratio	1
Feature screening via false discovery rate control for linear model with multivariate responses	1
Robust optimal subsampling based on weighted asymmetric least squares	1
A weighted average limited information maximum likelihood estimator	1
Halfspace depth for general measures: the ray basis theorem and its consequences	1
Correction to: On efficiency of some restricted estimators in a multivariate regression model	1
Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function	1
Affiliation weighted networks with a differentially private degree sequence	1
On efficiency of some restricted estimators in a multivariate regression model	1
Testing practical relevance of treatment effects	1
Generalised score distribution: underdispersed continuation of the beta-binomial distribution	1
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances	1
Testing omitted variables in VARs	1
A model robust subsampling approach for Generalised Linear Models in big data settings	1
Jackknife empirical likelihood ratio test for testing mean time to failure order	1
New insights on goodness-of-fit tests for ranked set samples	1
A ranked-based estimator of the mean past lifetime with an application	1
Hotelling $$T^2$$ test in high dimensions with application to Wilks outlier method	1
Estimating odds and log odds with guaranteed accuracy	1
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution	1
Accounting for outliers in optimal subsampling methods	1
General classes of bivariate distributions for modeling data with common observations	1
Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models	1
Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science	1
Subdata selection algorithm for linear model discrimination	1
Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions	1
Measuring and testing homogeneity of distributions by characteristic distance	1
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests	1
The polar-generalized normal distribution: properties, Bayesian estimation and applications	1
Sequential support points	1
A sequential feature selection approach to change point detection in mean-shift change point models	1
Group linear algorithm with sparse principal decomposition: a variable selection and clustering method for generalized linear models	1
Optimal designs for prediction in random coefficient regression with one observation per individual	1
Equivariant estimation of the selected location parameter	1
Using the softplus function to construct alternative link functions in generalized linear models and beyond	1
Pseudo-likelihood approach for parameter estimation in univariate normal mixture models	1
Forecasting highly persistent time series with bounded spectrum processes	1
Convergence of estimative density: criterion for model complexity and sample size	1
Estimation for partially linear additive regression with spatial data	1
Constructing K-optimal designs for regression models	1
Bayesian quantile regression for partially linear single-index model with longitudinal data	0
Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors	0
Computational aspects of experimental designs in multiple-group mixed models	0
To impute or to adapt? Model specification tests’ perspective	0
Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression	0
A goodness-of-fit test for copulas based on the collision test	0
Simulations and predictions of future values in the time-homogeneous load-sharing model	0
On approximation and estimation of distribution function of sum of independent random variables	0
Bessel representation for amplitude distribution of noisy sinusoidal signals	0
Estimation of parameters and quantiles of the Weibull distribution	0
Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments	0
Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases	0
Replacement model with random replacement time	0
A scale-invariant test for linear hypothesis of means in high dimensions	0
Nonparametric Bayesian inferences on the skewed data using a Dirichlet process mixture model	0
On the consistency of supervised learning with missing values	0
Fast rates of exponential cost function	0
Correction to: Testing convexity of the generalised hazard function	0
Convergence arguments to bridge cauchy and matérn covariance functions	0
A penalization method to estimate the intrinsic dimensionality of data	0
Geometric infinitely divisible autoregressive models	0
Testing normality of a large number of populations	0
Homogeneity tests and interval estimations of risk differences for stratified bilateral and unilateral correlated data	0
Optimal subsampling for functional quantile regression	0
On multistage experiments with restrictions in the randomization of treatments	0
On limiting behaviors of stepwise multiple testing procedures	0
Bartlett corrections for zero-adjusted generalized linear models	0
Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses	0
Testing convexity of the generalised hazard function	0
A new $$L_2$$ calibration procedure of computer models based on the smoothing spline ANOVA	0
Testing for diagonal symmetry based on center-outward ranking	0
Portmanteau test for the asymmetric power GARCH model when the power is unknown	0
Real-time detection of a change-point in a linear expectile model	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
EM estimation of the B-spline copula with penalized pseudo-likelihood functions	0
On weighted version of dynamic cumulative residual inaccuracy measure based on extropy	0
Nonnegative group bridge and application in financial index tracking	0
Simple powerful robust tests based on sign depth	0
Information quantity evaluation of multivariate SETAR processes of order one and applications	0
Copula-based link functions in binary regression models	0
Optimal dichotomization of bimodal Gaussian mixtures	0
Conditions for finiteness and bounds on moments of generalized order statistics	0
Tests for heteroskedasticity in transformation models	0
Test for high-dimensional linear hypothesis of mean vectors via random integration	0
A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering	0
Enhanced Cauchy–Schwarz inequality and some of its statistical applications	0
Variable selection in Propensity Score Adjustment to mitigate selection bias in online surveys	0
Some practical and theoretical issues related to the quantile estimators	0
Confidence intervals with higher accuracy for short and long-memory linear processes	0
Functional time series forecasting: a systematic review	0
Some characterizations of continuous symmetric distributions based on extropy of record values	0
On the Rényi index of random graphs	0