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 2021-05-01 to 2025-05-01.)

Article	Citations
Weighted U-statistics for likelihood-ratio ordering of bivariate data	25
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	15
Discrete mixture representations of spherical distributions	13
Discrimination between Gaussian process models: active learning and static constructions	13
Robust signal dimension estimation via SURE	13
Prediction in regression models with continuous observations	13
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution	11
Communication-efficient model averaging prediction for massive data with asymptotic optimality	10
New copula families and mixing properties	10
Global Fréchet regression from time correlated bivariate curve data in manifolds	10
On change-points tests based on two-samples U-Statistics for weakly dependent observations	10
New insights into adaptive enrichment designs	10
On the test of covariance between two high-dimensional random vectors	9
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data	9
Estimation of the population mean under imperfect simple Z ranked set sampling	9
The general linear hypothesis testing problem for multivariate functional data with applications	9
Bounded data modeling using logit-skew-normal mixtures	8
High-dimensional properties for empirical priors in linear regression with unknown error variance	8
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design	8
Level-augmented uniform designs	8
A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests	8
Accounting for outliers in optimal subsampling methods	8
Truncating the exponential with a uniform distribution	8
Correction to: Some properties of the unified skew-normal distribution	7
Robustness of a truncated estimator for the smaller of two ordered means	7

Space-filling designs with a Dirichlet distribution for mixture experiments	7
Optimal prediction for quantiles and probabilities	7
Compositional cubes: a new concept for multi-factorial compositions	7
Identification of canonical models for vectors of time series: a subspace approach	7
Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models	6
Generalised score distribution: underdispersed continuation of the beta-binomial distribution	6
A sequential feature selection approach to change point detection in mean-shift change point models	6
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean	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
Using the softplus function to construct alternative link functions in generalized linear models and beyond	6
A non-classical parameterization for density estimation using sample moments	5
A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method	5
Nonparametric estimator of the tail dependence coefficient: balancing bias and variance	5
Nonparametric classification of high dimensional observations	5
Nested strong orthogonal arrays	5
A ranked-based estimator of the mean past lifetime with an application	5
Hypothesis testing for varying coefficient models in tail index regression	5
On the distribution of sample scale-free scatter matrices	5
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains	5
Construction of column-orthogonal strong orthogonal arrays	5
Testing practical relevance of treatment effects	5
Robust estimation of heteroscedastic regression models: a brief overview and new proposals	4
On some problems of Bayesian region construction with guaranteed coverages	4
On some stable linear functional regression estimators based on random projections	4
Statistical inferences for missing response problems based on modified empirical likelihood	4
A weighted U-statistic based change point test for multivariate time series	4
Bounds on generalized family-wise error rates for normal distributions	4
Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity	4
Osband’s principle for identification functions	4
Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ pattern	4
The resampling method via representative points	4
Fitting copulas in the case of missing data	4
Group sequential tests: beyond exponential family models	4
Structural multilevel models for longitudinal mediation analysis: a definition variable approach	4
Multivariate copulas with given values at two arbitrary points	4
Quantile correlation coefficient: a new tail dependence measure	3
Copula-based link functions in binary regression models	3
Circuits for robust designs	3
Optimal designs for spherical harmonic regression	3
Adaptive slicing for functional slice inverse regression	3
Regularization and variable selection in Heckman selection model	3
A goodness-of-fit test for copulas based on the collision test	3
On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection	3
BLUE against OLSE in the location model: energy minimization and asymptotic considerations	3
Seemingly unrelated clusterwise linear regression for contaminated data	3
Centre-free kurtosis orderings for asymmetric distributions	3
Testing convexity of the generalised hazard function	3
Model detection and variable selection for semiparametric additive spatial autoregressive model	3
GMM estimation and variable selection of partially linear additive spatial autoregressive model	3

Analyzing quantitative performance: Bayesian estimation of 3-component mixture geometric distributions based on Kumaraswamy prior	3
Estimation and testing of expectile regression with efficient subsampling for massive data	3
Bayesian inference of multivariate-GARCH-BEKK models	3
On approximation and estimation of distribution function of sum of independent random variables	3
A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions	3
Transfer learning for semiparametric varying coefficient spatial autoregressive models	3
On the Rényi index of random graphs	3
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay	3
Composite quantile regression for a distributed system with non-randomly distributed data	3
Geometric infinitely divisible autoregressive models	3
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors	3
A new integrated discrimination improvement index via odds	3
Construction of orthogonal general sliced Latin hypercube designs	3
Bessel representation for amplitude distribution of noisy sinusoidal signals	3
A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering	3
Skyler J. Cranmer, Bruce A. Desmarais, Jason W. Morgan: Inferential network analysis	3
Portmanteau test for the asymmetric power GARCH model when the power is unknown	3
On the use of historical estimates	2
Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size	2
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm	2
Replacement model with random replacement time	2
Estimating odds and log odds with guaranteed accuracy	2
Nonparametric estimation of the shape functions and related asymptotic results	2
The limiting distribution of a bivariate random vector under univariate truncation	2
A test for normality and independence based on characteristic function	2
Testing for ordered alternatives in heteroscedastic ANOVA under normality	2
Strong uniform consistency of the local linear relative error regression estimator under left truncation	2
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests	2
Convergence of estimative density: criterion for model complexity and sample size	2
A density power divergence measure to discriminate between generalized exponential and Weibull distributions	2
The exponentiated exponentially weighted moving average control chart	2
A method of correction for heaping error in the variables using validation data	2
Generalized log-gamma additive partial linear models with P-spline smoothing	2
Feature screening via false discovery rate control for linear model with multivariate responses	2
Jackknife empirical likelihood ratio test for testing the equality of semivariance	2
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances	2
A class of estimators based on overlapping sample spacings	2
Real-time detection of a change-point in a linear expectile model	2
Portmanteau tests for generalized integer-valued autoregressive time series models	2
Information-based optimal subdata selection for non-linear models	2
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models	2
Estimation and variable selection for generalized functional partially varying coefficient hybrid models	2
Change point in variance of fractionally integrated noise	2
Distribution and density estimation based on variation-diminishing spline approximation	2
Kernel density regression in the additive model: a B-spline approach	2
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data	2
Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions	2
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates	2
Inference for the normal coefficient of variation: an approximate marginal likelihood approach	2
The cost of sequential adaptation and the lower bound for mean squared error	2
Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters	2
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors	2
Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes	2
A measure of evidence based on the likelihood-ratio statistics	2
Optimal subsampling design for polynomial regression in one covariate	2
On the validity of the bootstrap hypothesis testing in functional linear regression	2
Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data	2
General classes of bivariate distributions for modeling data with common observations	2
Bayesian prior robustness using general $$\phi $$-divergence measure	2
Reduced bias estimation of the log odds ratio	2
The two-sample Mood statistic for clustered data	2
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data	2
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point	2
Semi-supervised learning for various comparison functions across two populations	2
Copula-based measures of asymmetry between the lower and upper tail probabilities	2
Tweedie compound Poisson multivariate state space models for semicontinuous time series	2