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 2020-03-01 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
Multiple Improvements of Multiple Imputation Likelihood Ratio Tests4
Community Detection in Sparse Networks Using the Symmetrized Laplacian Inverse Matrix (SLIM)4
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
Dynamic Penalized Splines for Streaming Data3
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
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
Gaussian Process Prediction using Design-Based Subsampling2
Varying Coefficient Panel Data Model with Interactive Fixed Effects2
Sufficient Dimension Reduction for Feasible and Robust Estimation of Average Causal Effect2
Consistent Screening Procedures in High-dimensional Binary Classification2
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
Compound Sequential Change-point Detection in Parallel Data Streams2
Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models2
On Sure Screening with Multiple Responses2
Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression2
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
A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data2
Longitudinal clustering for heterogeneous binary data2
Confidence intervals for high-dimensional Cox models2
A UNIFIED FRAMEWORK FOR MINIMUM ABERRATION2
Multivariate Spline Estimation and Inference for Image-on-Scalar Regression2
Quasi-maximum Likelihood Inference for Linear Double Autoregressive Models2
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
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
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
Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging1
Self-Normalized Sequential Change-point Detection1
Variational Inference for Latent Space Models for Dynamic Networks1
Approximating Optimal SMC Proposal Distributions in Individual-Based Epidemic Models1
Poisson Regression With Error Corrupted High Dimensional Features1
Balanced Donor Imputation Handling Swiss Cheese Nonresponse1
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
Nonparametric Interaction Selection1
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
Consistency of BIC Model Averaging1
High-Dimensional Factor Regression for Heterogeneous Subpopulations1
Bayesian Predictive Inference Without a Prior1
A new nonparametric extension of ANOVA via projection mean variance measure1
A Functional Information Criterion for Region Selection in Functional Linear Models1
Robust Inference for Partially Observed Functional Response Data1
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
That Prasad-Rao is Robust: Estimation of Mean Squared Prediction Error of Observed Best Predictor under Potential Model Misspecification1
Statistical Inference for Mean Function of Longitudinal Imaging Data over Complicated Domains1
Power Analysis of Projection-Pursuit Independence Tests1
Robust smoothed canonical correlation analysis for functional data1
Adaptive Randomization via Mahalanobis Distance1
Data Integration in High Dimension With Multiple Quantiles1
Efficient kernel-based variable selection with sparsistency1
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
Propensity Score Weighting Analysis of Survival Outcomes Using Pseudo-Observations1
Matrix Completion under Low-Rank Missing Mechanism1
The Identifiability of Copula Models for Dependent Competing Risks Data With Exponentially Distributed Margins1
Functional-Input Gaussian Processes with Applications to Inverse Scattering Problems1
A robust and nonparametric two-sample test in high dimensions1
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
Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA1
Propensity model selection with nonignorable nonresponse and instrument variable1
A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction1
Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight1
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
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
Omnibus Model Checks of Linear Assumptions through Distance Covariance1
CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION1
Nonparametric Tests of Independence for Circular Data Based on Trigonometric Moments1
Hypothesis Testing for Block-structured Correlation for High Dimensional Variables1
A Model-averaging method for high-dimensional regression with missing responses at random1
Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling1
Robust Inference in Varying-coefficient Additive Models for Longitudinal/Functional Data1
Dimension reduction via adaptive slicing1
Power Laws Distributions in Objective Priors1
PARAMETER REDUNDANCY AND THE EXISTENCE OF MAXIMUM LIKELIHOOD ESTIMATES IN LOG-LINEAR MODELS1
A Simple and Efficient Estimation of Average Treatment Effects in Models with Unmeasured Confounders1
Statistical Inference for Functional Time Series1
Defining And Estimating Principal Stratum Specific Natural Mediation Effects With Semi-competing Risks Data1
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
Adaptive Change Point Monitoring for High-Dimensional Data1
Automated Estimation of Heavy-Tailed Vector Error Correction Models1
On Semiparametric Instrumental Variable Estimation of Average Treatment Effects through Data Fusion1
A Maximin Φp-Efficient Design for Multivariate Generalized Linear Models1
Detecting Multiple Change Points: The PULSE Criterion1
Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences1
Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models1
Robust Estimation of the Mean and Covariance Matrix for High Dimensional Time Series1
Test for Conditional Variance of Integer-Valued Time Series1
Modeling Nonstationary and Asymmetric Multivariate Spatial Covariances via Deformations1
A kernel regression model for panel count data with time-varying coefficients1
Semiparametric Dose Finding Methods for Partially Ordered Drug Combinations1
Construction of Uniform Designs and Complex-Structured Uniform Designs via Partitionable t-Designss1
Doubly Robust Regression Analysis for Data Fusion1
Optimal Classification for Functional Data1
Synthesis of Order-of-Addition Models1
Propensity Score Regression for Causal Inference With Treatment Heterogeneity1
A Sequential Significance Test for Treatment by Covariate Interactions1
Nonparametric Bayesian Two-Level Clustering for Subject-Level Single-Cell Expression Data1
Network Influence Analysis1
Simultaneous estimation of normal means with side information1
Model Selection of Generalized Estimating Equation With Divergent Model Size1
Group Testing Regression Analysis with Missing Data and Imperfect Tests1
Measures of Uncertainty for Shrinkage Model Selection1
A Langevinized Ensemble Kalman Filter for Large-Scale Dynamic Learning1
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