Statistical Papers

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 2020-03-01 to 2024-03-01.)
ArticleCitations
Multiple doubling: a simple effective construction technique for optimal two-level experimental designs19
Order patterns, their variation and change points in financial time series and Brownian motion15
Changepoint in dependent and non-stationary panels14
Estimation of reliability for multi-component stress–strength model based on modified Weibull distribution12
Change-point methods for multivariate time-series: paired vectorial observations12
Strong convergence properties for weighted sums of m-asymptotic negatively associated random variables and statistical applications12
A review on design inspired subsampling for big data10
Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications10
Bayesian empirical likelihood inference and order shrinkage for autoregressive models9
New fat-tail normality test based on conditional second moments with applications to finance9
Subdata selection algorithm for linear model discrimination9
Flexible models for overdispersed and underdispersed count data8
Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing8
Multiple change point detection and validation in autoregressive time series data8
Missing responses at random in functional single index model for time series data7
Construction of column-orthogonal strong orthogonal arrays7
Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals7
Model-free feature screening via distance correlation for ultrahigh dimensional survival data6
On properties of Toeplitz-type covariance matrices in models with nested random effects6
Properties and generation of representative points of the exponential distribution6
Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models6
Change point detection for nonparametric regression under strongly mixing process6
Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives6
Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables5
Optimal subsampling for composite quantile regression in big data5
On the density for sums of independent exponential, Erlang and gamma variates5
Uniform projection nested Latin hypercube designs4
Variables acceptance reliability sampling plan based on degradation test4
Some properties of the unified skew-normal distribution4
A comparison of semiparametric tests for fractional cointegration4
On change-points tests based on two-samples U-Statistics for weakly dependent observations4
Quantile correlation coefficient: a new tail dependence measure4
Halfspace depth for general measures: the ray basis theorem and its consequences4
A simple and useful regression model for underdispersed count data based on Bernoulli–Poisson convolution4
Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity4
A self-normalization break test for correlation matrix4
Estimation methods for stationary Gegenbauer processes4
Truncating the exponential with a uniform distribution4
Some characterizations of continuous symmetric distributions based on extropy of record values3
Population empirical likelihood estimation in dual frame surveys3
A new foldover strategy and optimal foldover plans for three-level design3
Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks3
Adaptive quantile regressions for massive datasets3
Bounds for Gini’s mean difference based on first four moments, with some applications3
Inversion-free subsampling Newton’s method for large sample logistic regression3
Characterization of continuous symmetric distributions using information measures of records3
Penalized and constrained LAD estimation in fixed and high dimension3
Robust estimation in beta regression via maximum L$$_q$$-likelihood3
A general framework for spatial GARCH models3
Regression analysis of clustered panel count data with additive mean models3
Optimal $$2^K$$ paired comparison designs for third-order interactions3
Optimal subsampling for composite quantile regression model in massive data3
Predictive inference of dual generalized order statistics from the inverse Weibull distribution3
Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters3
Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models3
Design of experiments and machine learning with application to industrial experiments3
Kronecker delta method for testing independence between two vectors in high-dimension3
On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality3
Degrees of freedom for regularized regression with Huber loss and linear constraints3
Copula-based measures of asymmetry between the lower and upper tail probabilities3
Testing symmetry around a subspace3
Testing high-dimensional mean vector with applications3
Degree of isomorphism: a novel criterion for identifying and classifying orthogonal designs3
A generalized information criterion for high-dimensional PCA rank selection2
Multivariate copulas with given values at two arbitrary points2
Extremal behaviour of a periodically controlled sequence with imputed values2
Testing independence under a block compound symmetry covariance structure2
A novel method for constructing mixed two- and three-level uniform factorials with large run sizes2
A test for normality and independence based on characteristic function2
Testing normality of a large number of populations2
Affiliation weighted networks with a differentially private degree sequence2
Robust estimation of single index models with responses missing at random2
Robustness of a truncated estimator for the smaller of two ordered means2
Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models2
On nonparametric tests of multivariate meta-ellipticity2
Rationalization of detection of the multiple disorders2
Accelerated failure time vs Cox proportional hazards mixture cure models: David vs Goliath?2
Simple powerful robust tests based on sign depth2
Model pursuit and variable selection in the additive accelerated failure time model2
Regularization and variable selection in Heckman selection model2
On the problems of sequential statistical inference for Wiener processes with delayed observations2
Variable selection in Propensity Score Adjustment to mitigate selection bias in online surveys2
Constructing K-optimal designs for regression models2
Information-based optimal subdata selection for non-linear models2
Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation2
Testing for ordered alternatives in heteroscedastic ANOVA under normality2
Sparse and smooth functional data clustering2
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates2
Applying generalized funnel plots to help design statistical analyses2
Epidemic changepoint detection in the presence of nuisance changes2
Information quantity evaluation of multivariate SETAR processes of order one and applications2
Portmanteau tests for generalized integer-valued autoregressive time series models2
Bayesian and maximin optimal designs for heteroscedastic multi-factor regression models2
Pearson's correlation and background subtraction (BGS) based approach for object's motion detection in infrared video frame sequences2
Seemingly unrelated clusterwise linear regression for contaminated data2
Change point detection and estimation methods under gamma series of observations2
Understanding nonsense correlation between (independent) random walks in finite samples2
Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function2
Level-augmented uniform designs2
Detecting linear trend changes in data sequences2
Generalized log-gamma additive partial linear models with P-spline smoothing2
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