Test

Papers
(The median citation count of Test 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 2021-08-01 to 2025-08-01.)
ArticleCitations
Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models19
Multiple change point detection for high-dimensional data18
A test for heteroscedasticity in functional linear models12
Correction to: Spatial distribution of invasive species: an extent of occurrence approach10
Conditional tail moment and reinsurance premium estimation under random right censoring10
Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach9
Testing Poissonity of a large number of populations9
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data8
Modeling paired binary data by a new bivariate Bernoulli model with flexible beta kernel correlation8
Stochastic comparisons of relevation allocation policies in coherent systems7
On new omnibus tests of uniformity on the hypersphere7
New characterization-based exponentiality tests for randomly censored data7
Single-index composite quantile regression for ultra-high-dimensional data6
The orthogonal skew model: computationally efficient multivariate skew-normal and skew-t distributions with applications to model-based clustering6
A copula formulation for multivariate latent Markov models6
Privacy-preserving parametric inference for spatial autoregressive model6
Precision matrix estimation using penalized Generalized Sylvester matrix equation5
Stochastic monotonicity of dependent variables given their sum5
A simple and useful regression model for fitting count data5
On the Randić index and its variants of network data5
Correction to: On the concept of B-statistical uniform integrability of weighted sums of random variables and the law of large numbers with mean convergence in the statistical sense5
Complete asymptotic expansions and the high-dimensional Bingham distributions5
An instrumental variable approach under dependent censoring5
Comments on: Exploratory functional data analysis5
Comments on: Shape-based functional data analysis4
On sums of dependent random lifetimes under the time-transformed exponential model4
Rejoinder on: Shape-based functional data analysis4
A causal hidden Markov model for assessing effects of multiple direct mail campaigns4
Model checking for generalized partially linear models3
Comments on: Shape-based functional data analysis3
Some parametric tests based on sample spacings3
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data3
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness3
A general procedure for change-point detection in multivariate time series3
Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence3
A data-driven reversible jump for estimating a finite mixture of regression models3
Rejoinder on: Hybrid semiparametric Bayesian networks3
Tractable circula densities from Fourier series3
Estimation of stability index for symmetric $$\alpha $$-stable distribution using quantile conditional variance ratios3
Preservation of distributional properties of component lifetimes by system lifetimes3
Data-driven portmanteau tests for time series3
Topical collection on “goodness-of-fit, change-point and related problems”2
Conformal link prediction for false discovery rate control2
Selective inference for false discovery proportion in a hidden Markov model2
Reliability and optimal replacement policy for a generalized mixed shock model2
Comments on: Nonparametric estimation in mixture cure models with covariates2
A kernel-based test for the first-order separability of spatio-temporal point processes2
A Kolmogorov–Smirnov-type test for the two-sample problem with left-truncated data2
A threshold modeling for nonlinear time series of counts: application to COVID-19 data2
Integrative subgroup analysis for high-dimensional mixed-type multi-response data2
Nonparametric tests for semiparametric regression models2
Bayes factors for peri-null hypotheses2
Two-step semiparametric empirical likelihood inference from capture–recapture data with missing covariates2
Composite quantile estimation in partially functional linear regression model with randomly censored responses2
Tail index estimation for discrete heavy-tailed distributions with application to statistical inference for regular markov chains2
Bayesian joint quantile autoregression2
Sparse overlapped linear discriminant analysis2
Change-point detection in a tensor regression model2
Higher-order spatial autoregressive varying coefficient model: estimation and specification test2
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models2
Comments on: exploratory functional data analysis2
Reducing degradation and age of items in imperfect repair modeling2
Power priors for replication studies1
Statistical inference on the significance of rows and columns for matrix-valued data in an additive model1
Robust censored regression with $$\ell _1$$-norm regularization1
Convolution smoothing and online updating estimation for support vector machine1
Inference and prediction for ARCH time series via innovation distribution function1
Hypothesis testing in adaptively sampled data: ART to maximize power beyond iid sampling1
On variability of the mean remaining lifetime at random age1
On a new concept of stochastic domination and the laws of large numbers1
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models1
Rejoinder on: Data integration via analysis of subspaces (DIVAS)1
Bump hunting through density curvature features1
Partly linear instrumental variables regressions without smoothing on the instruments1
Analysis of conditional randomisation and permutation schemes with application to conditional independence testing1
Multipartition model for multiple change point identification1
Unit-Weibull autoregressive moving average models1
Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model1
A statistical learning view of simple Kriging1
On functional logistic regression: some conceptual issues1
Distribution-free tests for lossless feature selection in classification and regression1
Copula-based bivariate finite mixture regression models with an application for insurance claim count data1
Change point detection in high dimensional data with U-statistics1
Robust and efficient estimation of nonparametric generalized linear models1
Comments on: Exploratory functional data analysis1
Estimating weak periodic vector autoregressive time series1
Comments on: Hybrid semiparametric Bayesian networks1
On automatic kernel density estimate-based tests for goodness-of-fit1
Interquantile shrinkage in spatial additive autoregressive models1
Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates1
General dependence structures for some models based on exponential families with quadratic variance functions1
Correct specification of design matrices in linear mixed effects models: tests with graphical representation1
Inference for dependent error functional data with application to event-related potentials1
Inferences for extended partially linear single-index models1
Statistical models and the Benford hypothesis: a unified framework1
Bandwidth selection for statistical matching and prediction0
A new sufficient dimension reduction method via rank divergence0
Bayesian inference and cure rate modeling for event history data0
Data integration via analysis of subspaces (DIVAS)0
Correction to: Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness0
Measuring Bayesian sensitivity in the compound Poisson process0
Optimal subsampling for $$L_p$$-quantile regression via decorrelated score0
Understanding complex predictive models with ghost variables0
Severe testing of Benford’s law0
Comments on: Nonparametric estimation in mixture cure models with covariates0
Weight smoothing for nonprobability surveys0
Comments on: Hybrid semiparametric Bayesian networks0
Rejoinder to the discussion on “Exploratory Functional Data Analysis”0
Testing high-dimensional mediation effect with arbitrary exposure–mediator coefficients0
Comments on: hybrid semiparametric Bayesian networks0
Resistant dispersion estimation for nonparametric regression0
Variable-dependent partial dimension reduction0
Comments on: Shape-based functional data analysis0
Correction to: Second-order and local characteristics of network intensity functions0
Statistical properties of partially observed integrated functional depths0
A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers0
A general class of shock models with dependent inter-arrival times0
Nonparametric estimation in mixture cure models with covariates0
Extended Hotelling $$T^2$$ test in distributed frameworks0
Copula based dependent censoring in cure models0
Non-steepness and maximum likelihood estimation properties of the truncated multivariate normal distributions0
Copula modelling with penalized complexity priors: the bivariate case0
Comments on: Hybrid semiparametric Bayesian networks0
Testing for trend in two-way heteroscedastic ANCOVA models0
Testing hypotheses about correlation matrices in general MANOVA designs0
Comments on: shape-based functional data analysis0
Local influence analysis in the softplus INGARCH model0
Sharp inequalities of Bienaymé–Chebyshev and Gauß  type for possibly asymmetric intervals around the mean0
Tests for circular symmetry of complex-valued random vectors0
Correction: Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence0
Penalized robust estimators in sparse logistic regression0
Global debiased DC estimations for biased estimators via pro forma regression0
Comments on: Shape-based functional data analysis by Wu, Huang and Srivastava0
Flexible clustering via Gaussian parsimonious mixture models with censored and missing values0
On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference0
On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions0
Testing for trend in two-way crossed effects model under heteroscedasticity0
Asymptotic results for nonparametric regression estimators after sufficient dimension reduction estimation0
Comments on: Data integration via analysis of subspaces (DIVAS)0
Correction to: LRD spectral analysis of multifractional functional time series on manifolds0
Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band0
Semi-functional partial linear regression with measurement error: an approach based on kNN estimation0
Specifications tests for count time series models with covariates0
A semiparametric approach for simple step-stress model0
On finite mixtures of Discretized Beta model for ordered responses0
Comments on: Nonparametric estimation in mixture cure models with covariates0
Shape-based functional data analysis0
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models0
Some results on the Gaussian Markov Random Field construction problem based on the use of invariant subgraphs0
Increasing the replicability for linear models via adaptive significance levels0
A generalized Hosmer–Lemeshow goodness-of-fit test for a family of generalized linear models0
Gender wage difference estimation at quantile levels using sample survey data0
Mixed causal-noncausal count process0
Mixed membership estimation for categorical data with weighted responses0
Application of the Cramér–Wold theorem to testing for invariance under group actions0
Multivariate generalized linear models for Markov kernels with (un)known link and variance functions0
Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors0
Testing linearity in semi-functional partially linear regression models0
Correction to: A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis0
Statistical inference and large-scale multiple testing for high-dimensional regression models0
Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models0
LRD spectral analysis of multifractional functional time series on manifolds0
Correction: Estimating weak periodic vector autoregressive time series0
Comparison of quantile regression curves with censored data0
Homogeneity tests for one-way models with dependent errors under correlated groups0
Comments on: Nonparametric estimation in mixture cure models with covariates0
Variable selection in function-on-scalar single-index model via the alternating direction method of multipliers0
Testing marginal homogeneity in Hilbert spaces with applications to stock market returns0
Correction to: Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions0
Block-diagonal test for high-dimensional covariance matrices0
Criterion constrained Bayesian hierarchical models0
Estimation of poverty and inequality in small areas: review and discussion0
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models0
Bayesian sample size determination for detecting heterogeneity in multi-site replication studies0
On the general $$\delta $$-shock model0
Exploratory functional data analysis0
Comments on: Exploratory functional data analysis0
Comments on: Data integration via analysis of subspaces (DIVAS)0
Comments on: Data integration via analysis of subspaces (DIVAS)0
Statistical analysis of measures of non-convexity0
Nonequivalence of two least-absolute-deviation estimators for mediation effects0
Level sets of depth measures in abstract spaces0
Jackknife empirical likelihood for the correlation coefficient with additive distortion measurement errors0
Hybrid semiparametric Bayesian networks0
A one-bring-one route for assessing the uncertainty of small area estimation in nested-error regression models0
Aspects of robust canonical correlation analysis, principal components and association0
Publisher Correction: Unit-Weibull autoregressive moving average models0
Comments on: Exploratory functional data analysis0
Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates0
Comments on: Data integration via analysis of subspaces (DIVAS)0
Tensor eigenvectors for projection pursuit0
Small area estimation of average compositions under multivariate nested error regression models0
Sparse and debiased lasso estimation and inference for high-dimensional composite quantile regression with distributed data0
Marginal analysis of count time series in the presence of missing observations0
High-order asymptotic approximations for improved inference under exceptionally low false positive error rates0
Non-linear INAR(1) processes under an alternative geometric thinning operator0
Rejoinder on: Nonparametric estimation in mixture cure models with covariates0
Spatial distribution of invasive species: an extent of occurrence approach0
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