Statistica Sinica

Papers
(The median citation count of Statistica Sinica is 0. 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
OPTIMAL SUBSAMPLING ALGORITHMS FOR BIG DATA REGRESSIONS23
Sufficient and Necessary Conditions for the Identifiability of the Q-matrix11
Softplus INGARCH Model11
A New Principle for Tuning-Free Huber Regression10
Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection9
A Position-Based Approach for Design and Analysis of Order-of-Addition Experiments6
Some first results on the consistency of spatial regression with partial differential equation regularization5
A CLASS OF MULTILEVEL NONREGULAR DESIGNS FOR STUDYING QUANTITATIVE FACTORS5
DESIGN BASED INCOMPLETE U-STATISTICS4
Arc-Sin Transformation for Binomial Sample Proportions in Small Area Estimation4
Nonparametric Maximum Likelihood Estimation Under a Likelihood Ratio Order4
Multiple Improvements of Multiple Imputation Likelihood Ratio Tests4
Community Detection in Sparse Networks Using the Symmetrized Laplacian Inverse Matrix (SLIM)4
Orthogonal Minimally Aliased Response Surface Designs for Three-Level Quantitative Factors and Two-Level Categorical Factors3
Subsampling and Jackknifing: A Practically Convenient Solution for Large Data Analysis With Limited Computational Resources3
Total-effect test is superfluous for establishing complementary mediation3
Quantile Estimation of Regression Models with GARCH-X Errors3
Directed Networks with a Differentially Private Bi-degree Sequence3
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models3
Envelopes for elliptical multivariate linear regression3
Optimal Model Averaging Based on Generalized Method of Moments3
Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates3
Graph-based two-sample tests for data with repeated observations3
Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates3
Consistency of survival tree and forest models: splitting bias and correction3
Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls3
Test of the Latent Dimension of a Spatial Blind Source Separation Model3
DeepKriging: Spatially Dependent Deep Neural Networks for Spatial Prediction3
Dynamic Penalized Splines for Streaming Data3
Varying Coefficient Panel Data Model with Interactive Fixed Effects2
Gaussian Process Prediction using Design-Based Subsampling2
Consistent Screening Procedures in High-dimensional Binary Classification2
Sufficient Dimension Reduction for Feasible and Robust Estimation of Average Causal Effect2
Least Favorable Direction Test for Multivariate Analysis of Variance in High Dimension2
High-dimensional Varying Index Coefficient Quantile Regression Model2
Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension2
FUNCTIONAL ADDITIVE QUANTILE REGRESSION2
Nonparametric Estimation and Testing for Panel Count Data with Informative Terminal Event2
Construction of strong group-orthogonal arrays2
SEAMLESS PHASE II/III CLINICAL TRIALS WITH COVARIATE ADAPTIVE RANDOMIZATION2
Penalized Interaction Estimation for Ultrahigh Dimensional Quadratic Regression2
Hypothesis Testing in Large-scale Functional Linear Regression2
Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models2
Compound Sequential Change-point Detection in Parallel Data Streams2
Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression2
On Sure Screening with Multiple Responses2
Grouped Network Poisson Autoregressive Model2
A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION2
An Online Projection Estimator for Nonparametric Regression in Reproducing Kernel Hilbert Spaces2
A nonparametric test for stationarity in functional time series2
Variable Selection for Multiple Function-on-Function Linear Regression2
Extreme Quantile Estimation Based on the Tail Single-index Model2
New HSIC-based tests for independence between two stationary multivariate time series2
Bayesian Inference on Multivariate Medians and Quantiles2
Longitudinal clustering for heterogeneous binary data2
A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data2
A UNIFIED FRAMEWORK FOR MINIMUM ABERRATION2
Confidence intervals for high-dimensional Cox models2
Quasi-maximum Likelihood Inference for Linear Double Autoregressive Models2
Multivariate Spline Estimation and Inference for Image-on-Scalar Regression2
Sparse Sliced Inverse Regression via Cholesky Matrix Penalization2
Randomized Response Sampling with Applications to Tracking Drugs for Better Life2
New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss2
Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via Control Variates2
On Ordering Problems: A Statistical Approach2
Feature Screening for Network Autoregression Model2
BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data2
A projection-based consistent test incorporating dimension-reduction in partial linear models2
Reference Priors for the Generalized Extreme Value Distribution1
A Systematic View of Information-Based Optimal Subdata Selection: Algorithm Development, Performance Evaluation, and Application in Financial Data1
Balanced Donor Imputation Handling Swiss Cheese Nonresponse1
On Construction of Optimal Exact Confidence Intervals1
ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE1
Nonparametric Interaction Selection1
Bayesian Predictive Inference Without a Prior1
Consistency of BIC Model Averaging1
High-Dimensional Factor Regression for Heterogeneous Subpopulations1
A Functional Information Criterion for Region Selection in Functional Linear Models1
Robust Inference for Partially Observed Functional Response Data1
A new nonparametric extension of ANOVA via projection mean variance measure1
That Prasad-Rao is Robust: Estimation of Mean Squared Prediction Error of Observed Best Predictor under Potential Model Misspecification1
Inference for Projection-Based Wasserstein Distances on Finite Spaces1
A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting1
Robust smoothed canonical correlation analysis for functional data1
Statistical Inference for Mean Function of Longitudinal Imaging Data over Complicated Domains1
Power Analysis of Projection-Pursuit Independence Tests1
Efficient kernel-based variable selection with sparsistency1
Adaptive Randomization via Mahalanobis Distance1
Data Integration in High Dimension With Multiple Quantiles1
On supervised reduction and its dual1
Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis1
On the Beta Prime Prior for Scale Parameters in High-Dimensional Bayesian Regression Models1
Asymptotic Independence of the Sum and Maximum of Dependent Random Variables with Applications to High-dimensional Tests1
Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health1
Causal Proportional Hazards Estimation with a Binary Instrumental Variable1
The Identifiability of Copula Models for Dependent Competing Risks Data With Exponentially Distributed Margins1
Functional-Input Gaussian Processes with Applications to Inverse Scattering Problems1
Propensity Score Weighting Analysis of Survival Outcomes Using Pseudo-Observations1
Matrix Completion under Low-Rank Missing Mechanism1
STATISTICAL INFERENCE IN QUANTILE REGRESSION FOR ZERO-INFLATED OUTCOMES1
Moving Sum Data Segmentation for Stochastic Processes Based on Invariance1
TESTING HETEROSCEDASTICITY FOR REGRESSION MODELS BASED ON PROJECTIONS1
A robust and nonparametric two-sample test in high dimensions1
Propensity model selection with nonignorable nonresponse and instrument variable1
A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction1
Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA1
Use of Random Integration to Test Equality of High Dimensional Covariance Matrices1
Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data1
Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight1
Omnibus Model Checks of Linear Assumptions through Distance Covariance1
Time series models for realized covariance matrices based on the matrix-F distribution1
On Construction of Nonregular Two-Level Factorial Designs With Maximum Generalized Resolutions1
Nonparametric Tests of Independence for Circular Data Based on Trigonometric Moments1
Hypothesis Testing for Block-structured Correlation for High Dimensional Variables1
CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION1
Robust Inference in Varying-coefficient Additive Models for Longitudinal/Functional Data1
A Model-averaging method for high-dimensional regression with missing responses at random1
Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling1
PARAMETER REDUNDANCY AND THE EXISTENCE OF MAXIMUM LIKELIHOOD ESTIMATES IN LOG-LINEAR MODELS1
Dimension reduction via adaptive slicing1
Power Laws Distributions in Objective Priors1
Defining And Estimating Principal Stratum Specific Natural Mediation Effects With Semi-competing Risks Data1
A Simple and Efficient Estimation of Average Treatment Effects in Models with Unmeasured Confounders1
Statistical Inference for Functional Time Series1
Copula-based Partial Correlation Screening: a Joint and Robust Approach1
Infinite Arms Bandit: Optimality via Confidence Bounds1
A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood1
Trade-off Between Validity and Efficiency of Merging P-Values Under Arbitrary Dependence1
Fast Nonparametric Maximum Likelihood Density Deconvolution Using Bernstein Polynomial1
Testing One Hypothesis Multiple Times1
On Semiparametric Instrumental Variable Estimation of Average Treatment Effects through Data Fusion1
A Maximin Φp-Efficient Design for Multivariate Generalized Linear Models1
Adaptive Change Point Monitoring for High-Dimensional Data1
Automated Estimation of Heavy-Tailed Vector Error Correction Models1
Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences1
Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models1
Detecting Multiple Change Points: The PULSE Criterion1
Test for Conditional Variance of Integer-Valued Time Series1
Modeling Nonstationary and Asymmetric Multivariate Spatial Covariances via Deformations1
Robust Estimation of the Mean and Covariance Matrix for High Dimensional Time Series1
Semiparametric Dose Finding Methods for Partially Ordered Drug Combinations1
Construction of Uniform Designs and Complex-Structured Uniform Designs via Partitionable t-Designss1
A kernel regression model for panel count data with time-varying coefficients1
Optimal Classification for Functional Data1
Synthesis of Order-of-Addition Models1
Doubly Robust Regression Analysis for Data Fusion1
Nonparametric Bayesian Two-Level Clustering for Subject-Level Single-Cell Expression Data1
Propensity Score Regression for Causal Inference With Treatment Heterogeneity1
A Sequential Significance Test for Treatment by Covariate Interactions1
Model Selection of Generalized Estimating Equation With Divergent Model Size1
Network Influence Analysis1
Simultaneous estimation of normal means with side information1
A Langevinized Ensemble Kalman Filter for Large-Scale Dynamic Learning1
Group Testing Regression Analysis with Missing Data and Imperfect Tests1
Measures of Uncertainty for Shrinkage Model Selection1
A Divide and Conquer Sequential Monte Carlo Approach to High Dimensional Filtering1
High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions1
Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure1
Causal Inference from Possibly Unbalanced Split-Plot Designs: A Randomization-based Perspective1
Estimation for Extreme Conditional Quantiles of Functional Quantile Regression1
Statistical Inference for Functional Time Series: Autocovariance Function1
Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging1
A Clustered Gaussian Process Model for Computer Experiments1
A New Model-Free Feature Screening Procedure for Ultrahigh-Dimensional Interval-Censored Failure Time Data1
On Cumulative Slicing Estimation for High Dimensional Data1
Approximating Optimal SMC Proposal Distributions in Individual-Based Epidemic Models1
Poisson Regression With Error Corrupted High Dimensional Features1
Self-Normalized Sequential Change-point Detection1
Variational Inference for Latent Space Models for Dynamic Networks1
Hybrid Hard-Soft Screening for High-dimensional Latent Class Analysis0
Inferring Social Influence in Dynamic Networks0
A Sequential Probability Ratio Test for Sparse Gaussian Mixtures0
A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications0
Semiparametric Estimation of Probabilistic Index Models: Efficiency and Bias0
Locally Sparse Estimator of Generalized Varying Coefficient Model for Asynchronous Longitudinal Data0
Lévy Adaptive B-spline Regression via Overcomplete Systems0
Robust Inference of Conditional Average Treatment Effects Using Dimension Reduction0
Relationship between orthogonal and baseline parameterizations and its applications to design constructions0
Regularized Estimation in High-Dimensional Vector Auto-Regressive Models Using Spatio-Temporal Information0
Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form0
An Iterated Block Particle Filter for Inference on Coupled Dynamic Systems With Shared and Unit-Specific Parameters0
Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares0
Weighted Rank Estimation for Random-Effects Monotonic Index Models With Panel Count Data0
Frequentist Model Averaging for the Nonparametric Additive Model0
A Note on Endogeneity Resolution in Regression Models for Comparative Studies0
Likelihood-Based Dimension Folding on Tensor Data0
Large Sample Properties of Matching for Balance0
Weak Signal Identification and Inference in Penalized Likelihood Models for Categorical Responses0
Hypothesis Testing in High-Dimensional Instrumental Variables Regression With an Application to Genomics Data0
Outlier-Resistant Estimators for Average Treatment Effect in Causal Inference0
Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction0
Mechanisms for Global Differential Privacy under Bayesian Data Synthesis0
A Note on Information Bias and Efficiency of Composite Likelihood0
Identification of Partial-Differential-Equations-Based Models from Noisy Data with Splines0
A Zero-imputation Approach in Recommendation Systems with Data Missing Heterogeneously0
Minimal Second Order Saturated Designs and Their Applications to Space-Filling Designs0
On Estimation of the Logarithm of the Mean Squared Prediction Error of A Mixed-effect Predictor0
Adaptive Tests for Bandedness of High-dimensional Covariance Matrices0
Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications0
De-biasing Particle Filtering for a Continuous Time Hidden Markov Model With a Cox Process Observation Model0
Identifying Latent Groups in Spatial Panel Data Using a Markov Random Field Constrained Product Partition Model0
Asymptotic Behavior of the Maximum Likelihood Estimator for General Markov Switching Models0
Fixed-Domain Asymptotics Under Vecchia's Approximation of Spatial Process Likelihoods0
Feature-Weighted Elastic Net: Using "Features of Features" for Better Prediction0
A Unified Approach to Focused Information Criterion and Plug-In Averaging Method0
Eigenvalue Distribution of a High-Dimensional Distance Covariance Matrix With Application0
OPTIMAL DESIGNS FOR SERIES ESTIMATION IN NONPARAMETRIC REGRESSION WITH CORRELATED DATA0
Penalized Regression for Multiple Types of Many Features With Missing Data0
Spectral distribution of the sample covariance of high-dimensional time series with unit roots0
A Simple Method for Estimating Gaussian Graphical Models0
Principal Components Analysis for Right Censored Data0
Efficient Estimation for Dimension Reduction with Censored Survival Data0
Semiparametric Maximum Likelihood Estimation With Two-Phase Stratified Case-Control Sampling0
Particle-based, Rapid Incremental Smoother Meets Particle Gibbs0
Projection-based Inference for High-dimensional Linear Models0
Dynamic Copula-Based Nonparametric Estimation of Rank-Tracking Probabilities With Longitudinal Data0
A Locally Adaptive Shrinkage Approach to False Selection Rate Control in High-Dimensional Classification0
Differentiable Particle Filters with Smoothly Jittered Resampling0
Threshold Estimation in Proportional Mean Residual Life Model0
Regression Analysis of Panel Count Data With Both Time-Dependent Covariates and Time-Varying Effects0
Efficient designs for the estimation of mixed and self carryover effects0
Selection of Proposal Distributions for Multiple Importance Sampling0
Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression0
Score Tests With Incomplete Covariates and High-Dimensional Auxiliary Variables0
Sharp Bounds for Variance of Treatment Effect Estimators in the Presence of Covariates0
Robust Estimation of Covariance Matrices: Adversarial Contamination and Beyond0
Deep Learning for Marginal Bayesian Posterior Inference with Recurrent Neural Networks0
Pseudo-Bayesian Approach for Quantile Regression Inference: Adaptation to Sparsity0
Homogeneity Tests for High-dimensional Mean Vectors and Covariance Matrices0
A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models0
Kernel Regression Utilizing External Information as Constraints0
Bandit Theory: Applications to Learning Healthcare Systems and Clinical Trials0
Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates0
Unified Tests for Nonparametric Functions in RKHS With Kernel Selection and Regularization0
Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail0
Bayesian Estimation of Gaussian Conditional Random Fields0
Partially Functional Linear Quantile Regression With Measurement Errors0
Scaled Partial Envelope Model in Multivariate Linear Regression0
Communication-Efficient Distributed Linear Discriminant Analysis for Binary Classification0
Sliced Inverse Regression in Metric Spaces0
Testing for Threshold Effects in the TARMA Framework0
An Approximate Bayesian Approach to Model-assisted Survey Estimation with Many Auxiliary Variables0
Interval Estimation for Operating Characteristic Of Continuous Biomarkers With Controlled Sensitivity or Specificity0
Fast Construction of Optimal Composite Likelihoods0
An Equation for the Identification of Average Causal Effect in Nonlinear Models0
Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference0
CLT For U-statistics With Growing Dimension0
Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data0
Unbiased Boosting Estimation for Censored Survival Data0
A THRESHOLD VARYING-COEFFICIENT AUTOREGRESSIVE MODEL FOR ANALYZING THE INFLUENCE OF MEDIA REPORTS OF SUICIDE ON THE ACTUAL SUICIDES0
0.045353889465332