Statistical Papers

Article	Citations
Discrete mixture representations of spherical distributions	44
Weighted U-statistics for likelihood-ratio ordering of bivariate data	37
Robust signal dimension estimation via SURE	33
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution	23
Communication-efficient model averaging prediction for massive data with asymptotic optimality	18
The general linear hypothesis testing problem for multivariate functional data with applications	17
Simple and unified proof of the joint or marginal density function of order statistics	16
Copula hurdle GARCH models for multivariate non-negative time series	15
Global Fréchet regression from time correlated bivariate curve data in manifolds	14
New copula families and mixing properties	13
Letter to the editors	12
On the test of covariance between two high-dimensional random vectors	12
Estimation of the population mean under imperfect simple Z ranked set sampling	11
A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests	11
Discrimination between Gaussian process models: active learning and static constructions	11
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	10
Prediction in regression models with continuous observations	10
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data	10
New insights into adaptive enrichment designs	10
Bounded data modeling using logit-skew-normal mixtures	10
Robustness of a truncated estimator for the smaller of two ordered means	9
Modeling complex life systems: Bayesian inference for Weibull failure times using adaptive MCMC	9
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design	9
Overlapping community detection in weighted networks	9
High-dimensional properties for empirical priors in linear regression with unknown error variance	9

Threshold estimation under strong dependence	9
Accounting for outliers in optimal subsampling methods	9
Online convex optimization for survival analysis: an adaptive and stochastic approach	8
Identification of canonical models for vectors of time series: a subspace approach	8
Space-filling designs with a Dirichlet distribution for mixture experiments	8
Correction to: Some properties of the unified skew-normal distribution	8
Optimal prediction for quantiles and probabilities	7
On the distribution of sample scale-free scatter matrices	7
Objective Bayesian approach for recall-based time-to-event studies: an application to breastfeeding data	7
Nested strong orthogonal arrays	7
Generalised score distribution: underdispersed continuation of the beta-binomial distribution	7
A non-classical parameterization for density estimation using sample moments	7
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains	7
A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method	7
Adaptive elastic net penalized high-dimensional quantile regression models with generalized coordinate descent algorithm	7
Testing practical relevance of treatment effects	7
A bias-corrected partial bernstein copula approach for nonparametric regression	7
Nonparametric estimator of the tail dependence coefficient: balancing bias and variance	7
A sequential feature selection approach to change point detection in mean-shift change point models	6
Compositional cubes: a new concept for multi-factorial compositions	6
Using the softplus function to construct alternative link functions in generalized linear models and beyond	6
Hypothesis testing for varying coefficient models in tail index regression	6
D-optimal and nearly D-optimal exact designs for binary response on the ball	6
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution	6
Robust estimation of heteroscedastic regression models: a brief overview and new proposals	6
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean	6
Convergence of the EM algorithm in KL distance for overspecified Gaussian mixtures	6
Nonparametric classification of high dimensional observations	6
Order-of-addition experiments with order constraints	6
From Poisson observations to fitted negative binomial distribution	5
Statistical inferences for missing response problems based on modified empirical likelihood	5
On some problems of Bayesian region construction with guaranteed coverages	5
Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity	5
Osband’s principle for identification functions	5
Group sequential tests: beyond exponential family models	5
On some stable linear functional regression estimators based on random projections	5
Bayesian propensity score analysis for misclassified multinomial data	5
Modeling asymmetry in multi-way contingency tables with ordinal categories via f-divergence	5
Bounds on generalized family-wise error rates for normal distributions	5
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels	5
Structural multilevel models for longitudinal mediation analysis: a definition variable approach	5
A weighted U-statistic based change point test for multivariate time series	5
BLUE against OLSE in the location model: energy minimization and asymptotic considerations	5
The resampling method via representative points	5
Asymptotics of minimum distance estimation for self-exciting load sharing point processes	4
Copula-based link functions in binary regression models	4
A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering	4
GMM estimation and variable selection of partially linear additive spatial autoregressive model	4
Transfer learning for semiparametric varying coefficient spatial autoregressive models	4
Estimation and testing of expectile regression with efficient subsampling for massive data	4

On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection	4
Bayesian inference of multivariate-GARCH-BEKK models	4
Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ pattern	4
Fitting copulas in the case of missing data	4
Geometric infinitely divisible autoregressive models	4
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data	4
Construction of orthogonal general sliced Latin hypercube designs	4
Seemingly unrelated clusterwise linear regression for contaminated data	4
On the Rényi index of random graphs	4
Centre-free kurtosis orderings for asymmetric distributions	4
A new integrated discrimination improvement index via odds	4
A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions	4
Analyzing quantitative performance: Bayesian estimation of 3-component mixture geometric distributions based on Kumaraswamy prior	4
Influence diagnostics in beta regression via Hellinger and Wasserstein distances	4
On estimation of a partitioned covariance matrix with linearly structured blocks	4
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors	4
Optimal designs for spherical harmonic regression	4
Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small General Gaussian noise	4
Composite quantile regression for a distributed system with non-randomly distributed data	4
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay	4
Model detection and variable selection for semiparametric additive spatial autoregressive model	4
Special issue on “Goodness-of-Fit, Change Point and Related Problems”	4
Adaptive slicing for functional slice inverse regression	4
Multivariate copulas with given values at two arbitrary points	4
On approximation and estimation of distribution function of sum of independent random variables	4
Vertical quantile comparison functions estimation in location scale families	3
Testing for ordered alternatives in heteroscedastic ANOVA under normality	3
Distribution and density estimation based on variation-diminishing spline approximation	3
A class of estimators based on overlapping sample spacings	3
Jackknife empirical likelihood ratio test for testing the equality of semivariance	3
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models	3
On the validity of the bootstrap hypothesis testing in functional linear regression	3
The two-sample Mood statistic for clustered data	3
On variability of the mean inactivity time at random time	3
Estimating odds and log odds with guaranteed accuracy	3
A density power divergence measure to discriminate between generalized exponential and Weibull distributions	3
One-step statistical estimation method for generalized linear models	3
Strong uniform consistency of the local linear relative error regression estimator under left truncation	3
Reduced bias estimation of the log odds ratio	3
Deflation properties in tensor-based eye blink removal algorithm	3
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors	3
General classes of bivariate distributions for modeling data with common observations	3
The exponentiated exponentially weighted moving average control chart	3
Bias in Gini coefficient estimation for gamma mixture populations	3
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates	3
The limiting distribution of a bivariate random vector under univariate truncation	3
Observations concerning the estimation of Heston’s stochastic volatility model using HF data	3
Feature screening via false discovery rate control for linear model with multivariate responses	3
Kernel density regression in the additive model: a B-spline approach	3
Inference for the normal coefficient of variation: an approximate marginal likelihood approach	3
Tweedie compound Poisson multivariate state space models for semicontinuous time series	3
The cost of sequential adaptation and the lower bound for mean squared error	3
On the distribution of isometric log-ratio coordinates under extra-multinomial count data	3
Change point in variance of fractionally integrated noise	3
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances	3
Modified Greenwood statistic for multivariate Pareto and Student’s t distributions in application to statistical testing	3
On equivalence of multistage experiments with restrictions in the randomization of treatments	3
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point	3
Integrative tensor regression for stratified data with application to neuroimaging analysis	3
On the use of historical estimates	3
Nonparametric directional variogram estimation in the presence of outlier blocks	3
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests	3
Minimum risk two-stage sequential point estimation of $$R=\mathbb {P}(X<Y)$$ for a one-parameter exponential distribution with unequal sample sizes	3
Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes	3
Semi-supervised learning for various comparison functions across two populations	3
s-SaRa: a stable and powerful algorithm for DNA copy number variation detection	3
A method of correction for heaping error in the variables using validation data	3
A model robust subsampling approach for Generalised Linear Models in big data settings	2
Simulations and predictions of future values in the time-homogeneous load-sharing model	2
A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables	2
Exceedance statistics based on bottom-$$k$$-lists	2
Testing omitted variables in VARs	2
A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design	2
Information-based optimal subdata selection for non-linear models	2
A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures	2
Parametric inference for the Mann–Whitney effect under survival copula models	2
Information quantity evaluation of multivariate SETAR processes of order one and applications	2
Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model	2
Non-asymptotic confidence region construction in metric spaces	2
Sequential design of multi-fidelity computer experiments with effect sparsity	2

Calibrated empirical likelihood for single-index varying coefficient spatial autoregressive models	2
The statistical rate for support matrix machines under low rankness and row (column) sparsity	2
Multi-feature clustering of step data using multivariate functional principal component analysis	2
FDR control and power analysis for high-dimensional logistic regression via StabKoff	2
A novel goodness of fit test for the truncated and non-truncated Yule distributions	2
Bootstrapping generalized linear models to accommodate overdispersed count data	2
Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data	2
Deterministic sampling based on Kullback–Leibler divergence and its applications	2
On distance functions in multiply robust estimation of population means	2
Segmented multiple-Lasso and peak recognition algorithm for change-point detection	2
A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection	2
Optimal subsampling design for polynomial regression in one covariate	2
A general discrepancy for experimental designs with multiple factor types	2
Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data	2
Parametric quantile autoregressive moving average models with exogenous terms	2
Feature Screening for High-Dimensional Data with Measurement Errors using Adjusted Martingale Difference Correlation	2
Adaptive and robust experimental design for linear dynamical models using Kalman filter	2
Sparse polynomial prediction	2
A symmetry test for functional data via the empirical characteristic functional	2
Correction to: On efficiency of some restricted estimators in a multivariate regression model	2
A penalized likelihood estimation for mixture regressions with skew-normal errors	2
A two-sample test for high-dimensional mean vectors via double verification	2
Forecasting natural disaster frequencies using nonstationary count time series models	2
Bayesian quantile regression for partially linear single-index model with longitudinal data	2
A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables	2
Nonparametric estimation for distribution dependent SDEs driven by fractional brownian motions with random effects	2
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates	2
Block covariance matrix estimation with structured off-diagonal blocks	2
Correction to: Posterior alternatives with informative early stopping	2
Estimation and inference for fixed center effects on panel count data	2
Modeling long memory with zero-inflated geometric INAR(1) process and its $$\mathbb {Z}$$-valued version	2
Nonparametric estimation of the shape functions and related asymptotic results	2
Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications	2
Model checking for parametric single-index quantile regression with randomly right censoring response	2
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples	2
Estimation and variable selection for generalized functional partially varying coefficient hybrid models	2
Characteristic function and moment generating function of multivariate folded normal distribution	2
Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model	2
Characterisation of distributions via record-like observations	2
Projection uniformity of nearly balanced designs	2
Shrinkage and pretest Liu estimators in semiparametric linear measurement error models	2
Dimension reduction-based adaptive-to-model semi-supervised classification	2
Fast and scalable variable selection for spatial autoregressive models	2
Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors	2
Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient	2
Longitudinal model for a dose-finding study for a rare disease treatment	2
Some characterizations of continuous symmetric distributions based on extropy of record values	2
Imitated student’s t distribution: a Bayesian approach	2
On the existence of stationary threshold bilinear processes	2
On the circular correlation coefficients for bivariate von Mises distributions on a torus	2
Improving the power of hypothesis tests in sparse contingency tables	2
On the consistency of supervised learning with missing values	2
A unified approach to goodness-of-fit testing for spherical and hyperspherical data	2
A test for normality and independence based on characteristic function	2
Inferring the finest pattern of mutual independence from data	2
Bagging and regression trees in individual claims reserving	2
Quantile Share Ratio Regression for the Study of Economic Inequality	2
Bayesian prior robustness using general $$\phi $$-divergence measure	2
A synthetic subsampling and estimation procedure for imbalanced big data	2
Bounds for Gini’s mean difference based on first four moments, with some applications	2
An heuristic scree plot criterion for the number of factors	2
Transfer learning with high-dimensional multiplicative models: least product relative error estimation approach	2
Correction: Stochastic variational inference for clustering short text data with finite mixtures of Dirichlet-Multinomial distributions	1
Measuring and testing homogeneity of distributions by characteristic distance	1
Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radar	1
Enhancing quantile estimation via quantile combination under heteroscedasticity	1
On the functional regression model and its finite-dimensional approximations	1
Nonparametric Bayesian inferences on the skewed data using a Dirichlet process mixture model	1
Case-cohort studies for clustered failure time data with a cure fraction	1
Matrix-variate generalized linear model with measurement error	1
On weighted version of dynamic cumulative residual inaccuracy measure based on extropy	1
Confidence intervals for overall response rate difference in the sequential parallel comparison design	1
Coherent indexes for shifted count and semicontinuous models	1
Stochastic orders and measures of skewness and dispersion based on expectiles	1
A note on an approximation and estimation of distribution function of difference of random variables	1
On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality	1
Stochastic orders and shape properties for a new distorted proportional odds model	1
Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation	1
Some distributions related to double records in iid sequences	1
Accelerated failure time vs Cox proportional hazards mixture cure models: David vs Goliath?	1
Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors	1
A class of nonparametric tests for DMTTF alternatives based on moment inequality	1
ROBOUT: a conditional outlier detection methodology for high-dimensional data	1
Robust and smooth estimation of the extreme tail index via weighted minimum density power divergence	1
A solution to the p-hacking problem with a general robust significance test under variance uncertainty	1
Jackknife empirical likelihood ratio test for testing mean time to failure order	1
Estimating the entropy of a Rayleigh model under progressive first-failure censoring	1
Bayesian estimation and posterior risk under the generalized weighted squared error loss function and its applications	1
Generalized simulated method-of-moments estimators for multivariate copulas	1
Pseudo-likelihood approach for parameter estimation in univariate normal mixture models	1
A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data	1
The empirical Bernstein process with application to uniformity testing	1
Testing homoscedasticity of a large number of populations	1
Piecewise monotone estimation in one-parameter exponential families	1
Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model	1