Statistica Sinica

Papers
(The TQCC of Statistica Sinica is 1. 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.)
ArticleCitations
OPTIMAL SUBSAMPLING ALGORITHMS FOR BIG DATA REGRESSIONS31
Sufficient and Necessary Conditions for the Identifiability of the Q-matrix12
Softplus INGARCH Model11
A New Principle for Tuning-Free Huber Regression11
Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection6
A Position-Based Approach for Design and Analysis of Order-of-Addition Experiments6
DeepKriging: Spatially Dependent Deep Neural Networks for Spatial Prediction5
Some first results on the consistency of spatial regression with partial differential equation regularization5
Total-effect test is superfluous for establishing complementary mediation5
A CLASS OF MULTILEVEL NONREGULAR DESIGNS FOR STUDYING QUANTITATIVE FACTORS5
Consistency of survival tree and forest models: splitting bias and correction4
Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates4
DESIGN BASED INCOMPLETE U-STATISTICS4
Power Analysis of Projection-Pursuit Independence Tests4
Orthogonal Minimally Aliased Response Surface Designs for Three-Level Quantitative Factors and Two-Level Categorical Factors4
Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls4
Graph-based two-sample tests for data with repeated observations4
Community Detection in Sparse Networks Using the Symmetrized Laplacian Inverse Matrix (SLIM)4
Arc-Sin Transformation for Binomial Sample Proportions in Small Area Estimation4
Test of the Latent Dimension of a Spatial Blind Source Separation Model4
Nonparametric Maximum Likelihood Estimation Under a Likelihood Ratio Order4
Propensity model selection with nonignorable nonresponse and instrument variable3
Varying Coefficient Panel Data Model with Interactive Fixed Effects3
Optimal Model Averaging Based on Generalized Method of Moments3
Subsampling and Jackknifing: A Practically Convenient Solution for Large Data Analysis With Limited Computational Resources3
Construction of strong group-orthogonal arrays3
Quantile Estimation of Regression Models with GARCH-X Errors3
Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates3
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models3
Semiparametric Dose Finding Methods for Partially Ordered Drug Combinations3
Envelopes for elliptical multivariate linear regression3
Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression3
ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE3
Sliced Independence Test3
Directed Networks with a Differentially Private Bi-degree Sequence3
Dynamic Penalized Splines for Streaming Data3
Multivariate Spline Estimation and Inference for Image-on-Scalar Regression3
Multiple Improvements of Multiple Imputation Likelihood Ratio Tests3
Grouped Network Poisson Autoregressive Model3
Moving Sum Data Segmentation for Stochastic Processes Based on Invariance3
Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension3
Variable Selection for Multiple Function-on-Function Linear Regression3
A nonparametric test for stationarity in functional time series3
On Sure Screening with Multiple Responses3
Quasi-maximum Likelihood Inference for Linear Double Autoregressive Models2
A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting2
A new nonparametric extension of ANOVA via projection mean variance measure2
Confidence intervals for high-dimensional Cox models2
A Systematic View of Information-Based Optimal Subdata Selection: Algorithm Development, Performance Evaluation, and Application in Financial Data2
Communication-Efficient Distributed Linear Discriminant Analysis for Binary Classification2
A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction2
Maximum Lq-likelihood Estimation in Functional Measurement Error Models2
New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss2
On Ordering Problems: A Statistical Approach2
On the Beta Prime Prior for Scale Parameters in High-Dimensional Bayesian Regression Models2
SEAMLESS PHASE II/III CLINICAL TRIALS WITH COVARIATE ADAPTIVE RANDOMIZATION2
New HSIC-based tests for independence between two stationary multivariate time series2
Hypothesis Testing in Large-scale Functional Linear Regression2
Adaptive Randomization via Mahalanobis Distance2
A kernel regression model for panel count data with time-varying coefficients2
Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions2
A projection-based consistent test incorporating dimension-reduction in partial linear models2
Sparse Sliced Inverse Regression via Cholesky Matrix Penalization2
Propensity Score Weighting Analysis of Survival Outcomes Using Pseudo-Observations2
A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION2
Adaptive Change Point Monitoring for High-Dimensional Data2
An Online Projection Estimator for Nonparametric Regression in Reproducing Kernel Hilbert Spaces2
A UNIFIED FRAMEWORK FOR MINIMUM ABERRATION2
Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data2
Extreme Quantile Estimation Based on the Tail Single-index Model2
Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via Control Variates2
Feature Screening for Network Autoregression Model2
A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data2
Bayesian Inference on Multivariate Medians and Quantiles2
Inference for Projection-Based Wasserstein Distances on Finite Spaces2
BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data2
Consistent Screening Procedures in High-dimensional Binary Classification2
Gaussian Process Prediction using Design-Based Subsampling2
Optimal Classification for Functional Data2
Compound Sequential Change-point Detection in Parallel Data Streams2
Randomized Response Sampling with Applications to Tracking Drugs for Better Life2
Sufficient Dimension Reduction for Feasible and Robust Estimation of Average Causal Effect2
High-dimensional Varying Index Coefficient Quantile Regression Model2
Longitudinal clustering for heterogeneous binary data2
FUNCTIONAL ADDITIVE QUANTILE REGRESSION2
Causal Proportional Hazards Estimation with a Binary Instrumental Variable2
Nonparametric Estimation and Testing for Panel Count Data with Informative Terminal Event2
Synthesis of Order-of-Addition Models2
Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling2
Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models2
Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight2
Variational Inference for Latent Space Models for Dynamic Networks1
High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions1
Least Favorable Direction Test for Multivariate Analysis of Variance in High Dimension1
On supervised reduction and its dual1
A robust and nonparametric two-sample test in high dimensions1
Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health1
A Clustered Gaussian Process Model for Computer Experiments1
On Cumulative Slicing Estimation for High Dimensional Data1
A New Model-Free Feature Screening Procedure for Ultrahigh-Dimensional Interval-Censored Failure Time Data1
Poisson Regression With Error Corrupted High Dimensional Features1
Statistical Inference for Functional Time Series1
A Unified Inference Framework for Multiple Imputation Using Martingales1
Defining And Estimating Principal Stratum Specific Natural Mediation Effects With Semi-competing Risks Data1
STATISTICAL INFERENCE IN QUANTILE REGRESSION FOR ZERO-INFLATED OUTCOMES1
Doubly Coupled Designs for Computer Experiments With Both Qualitative and Quantitative Factors1
Penalized Interaction Estimation for Ultrahigh Dimensional Quadratic Regression1
Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging1
Construction of Uniform Designs and Complex-Structured Uniform Designs via Partitionable t-Designss1
Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA1
Performance Assessment of High-dimensional Variable Identification1
A Functional Information Criterion for Region Selection in Functional Linear Models1
Time series models for realized covariance matrices based on the matrix-F distribution1
On Construction of Optimal Exact Confidence Intervals1
Nonparametric Bayesian Two-Level Clustering for Subject-Level Single-Cell Expression Data1
A Sequential Significance Test for Treatment by Covariate Interactions1
A Model-averaging method for high-dimensional regression with missing responses at random1
Adjusting systematic bias in high dimensional principal component scores1
Efficient Estimation for Dimension Reduction with Censored Survival Data1
Asymptotic Independence of the Sum and Maximum of Dependent Random Variables with Applications to High-dimensional Tests1
Robust Optimization and Inference on Manifolds1
Measures of Uncertainty for Shrinkage Model Selection1
Group Testing Regression Analysis with Missing Data and Imperfect Tests1
Dimension reduction via adaptive slicing1
Matrix Completion under Low-Rank Missing Mechanism1
Hybrid Hard-Soft Screening for High-dimensional Latent Class Analysis1
Stable Combination Tests1
Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data1
Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators1
Interval Estimation for Operating Characteristic Of Continuous Biomarkers With Controlled Sensitivity or Specificity1
Copula-based Partial Correlation Screening: a Joint and Robust Approach1
Hypothesis Testing for the Covariance Matrix in High-Dimensional Transposable Data with Kronecker Product Dependence Structure1
Fast Nonparametric Maximum Likelihood Density Deconvolution Using Bernstein Polynomial1
Regularized projection score estimation of treatment effects in high-dimensional quantile regression1
Automated Estimation of Heavy-Tailed Vector Error Correction Models1
Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction1
Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models1
Self-Normalized Sequential Change-point Detection1
Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes1
Nonparametric Tests of Independence for Circular Data Based on Trigonometric Moments1
Kernel Regression Utilizing External Information as Constraints1
Use of Random Integration to Test Equality of High Dimensional Covariance Matrices1
Heterogeneity Analysis via Integrating Multi-Sources High-Dimensional Data With Applications to Cancer Studies1
Regularized Estimation in High-Dimensional Vector Auto-Regressive Models Using Spatio-Temporal Information1
The Identifiability of Copula Models for Dependent Competing Risks Data With Exponentially Distributed Margins1
Model Selection of Generalized Estimating Equation With Divergent Model Size1
Nonparametric Interaction Selection1
Test for Conditional Variance of Integer-Valued Time Series1
A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters1
Robust Inference for Partially Observed Functional Response Data1
A Spectral-Based Framework for Hypothesis Testing in Populations of Networks1
Robust Inference in Varying-coefficient Additive Models for Longitudinal/Functional Data1
Simultaneous estimation of normal means with side information1
Trade-off Between Validity and Efficiency of Merging P-Values Under Arbitrary Dependence1
Robust smoothed canonical correlation analysis for functional data1
Asymptotic Behavior of the Maximum Likelihood Estimator for General Markov Switching Models1
Functional-Input Gaussian Processes with Applications to Inverse Scattering Problems1
A Langevinized Ensemble Kalman Filter for Large-Scale Dynamic Learning1
Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail1
On Combining Individual-Level Data With Summary Data in Statistical Inferences1
A Simple and Efficient Estimation of Average Treatment Effects in Models with Unmeasured Confounders1
Statistical Inference for Functional Time Series: Autocovariance Function1
Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis1
Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models1
High-Dimensional Factor Regression for Heterogeneous Subpopulations1
Hypothesis Testing in High-Dimensional Linear Regression: A Normal Reference Scale-Invariant Test1
Infinite Arms Bandit: Optimality via Confidence Bounds1
Causal Inference from Possibly Unbalanced Split-Plot Designs: A Randomization-based Perspective1
Testing One Hypothesis Multiple Times1
TESTING HETEROSCEDASTICITY FOR REGRESSION MODELS BASED ON PROJECTIONS1
A Maximin Φp-Efficient Design for Multivariate Generalized Linear Models1
Power Laws Distributions in Objective Priors1
Statistical Inference for Genetic Relatedness Based on High-Dimensional Logistic Regression1
A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood1
CLT For U-statistics With Growing Dimension1
Semiparametric Inference of Causal Effect with Nonignorable Missing Confounders1
Omnibus Model Checks of Linear Assumptions through Distance Covariance1
Balanced Donor Imputation Handling Swiss Cheese Nonresponse1
Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences1
Modeling Nonstationary and Asymmetric Multivariate Spatial Covariances via Deformations1
Robust Estimation of the Mean and Covariance Matrix for High Dimensional Time Series1
Reference Priors for the Generalized Extreme Value Distribution1
Bayesian Predictive Inference Without a Prior1
Consistency of BIC Model Averaging1
Approximating Optimal SMC Proposal Distributions in Individual-Based Epidemic Models1
Spatiotemporal Autoregressive Partially Linear Varying Coefficient Models1
Hypothesis Testing for Block-structured Correlation for High Dimensional Variables1
Propensity Score Regression for Causal Inference With Treatment Heterogeneity1
Network Influence Analysis1
That Prasad-Rao is Robust: Estimation of Mean Squared Prediction Error of Observed Best Predictor under Potential Model Misspecification1
A Note on Endogeneity Resolution in Regression Models for Comparative Studies1
On Construction of Nonregular Two-Level Factorial Designs With Maximum Generalized Resolutions1
PARAMETER REDUNDANCY AND THE EXISTENCE OF MAXIMUM LIKELIHOOD ESTIMATES IN LOG-LINEAR MODELS1
An Iterated Block Particle Filter for Inference on Coupled Dynamic Systems With Shared and Unit-Specific Parameters1
Statistical Inference for Mean Function of Longitudinal Imaging Data over Complicated Domains1
High-Dimensional Asymptotic Behavior of Inference Based on Gwas Summary Statistics1
Data Integration in High Dimension With Multiple Quantiles1
An Integer Programming Algorithm for Constructing Maximin Distance Designs From Good Lattice Point Sets1
CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION1
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