OOIR: Observatory of International Research

Papers

(The TQCC of Statistical Papers is 2. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-11-01 to 2024-11-01.)

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
Level-augmented uniform designs	2
Robustness of a truncated estimator for the smaller of two ordered means	2
Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection	2
Simple powerful robust tests based on sign depth	2
An alternative look at the linear regression model	2
Centre-free kurtosis orderings for asymmetric distributions	2
The exponentiated exponentially weighted moving average control chart	2

Portmanteau tests for generalized integer-valued autoregressive time series models	2
A multivariate modified skew-normal distribution	2
Several new classes of space-filling designs	2
A method of correction for heaping error in the variables using validation data	2
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains	2
Generalised score distribution: underdispersed continuation of the beta-binomial distribution	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
A generalized information criterion for high-dimensional PCA rank selection	2
Bayesian and maximin optimal designs for heteroscedastic multi-factor regression models	2
Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models	2
Estimation of parameters and quantiles of the Weibull distribution	2
Applying generalized funnel plots to help design statistical analyses	2
Osband’s principle for identification functions	2
On the maximal deviation of kernel regression estimators with NMAR response variables	2
Optimality of circular equineighbored block designs under correlated observations	2
Constructing K-optimal designs for regression models	2
New results for adaptive false discovery rate control with p-value weighting	2
Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions	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
Extremal behaviour of a periodically controlled sequence with imputed values	2
Weighted U-statistics for likelihood-ratio ordering of bivariate data	2
Bayesian inference of multivariate-GARCH-BEKK models	2
On nonparametric regression for bivariate circular long-memory time series	2
Homogeneity tests and interval estimations of risk differences for stratified bilateral and unilateral correlated data	2
Detecting linear trend changes in data sequences	2
Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects	2
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	2
Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation	2
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data	2
A ranked-based estimator of the mean past lifetime with an application	2
Affiliation weighted networks with a differentially private degree sequence	2