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 2022-01-01 to 2026-01-01.)
ArticleCitations
Multiple change point detection for high-dimensional data21
Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach21
Modeling paired binary data by a new bivariate Bernoulli model with flexible beta kernel correlation15
Testing Poissonity of a large number of populations14
Bandwidth selection for multivariate local linear regression with correlated errors12
Conditional tail moment and reinsurance premium estimation under random right censoring11
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data11
On new omnibus tests of uniformity on the hypersphere10
Stochastic comparisons of relevation allocation policies in coherent systems10
Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models10
A copula formulation for multivariate latent Markov models9
The orthogonal skew model: computationally efficient multivariate skew-normal and skew-t distributions with applications to model-based clustering8
Privacy-preserving parametric inference for spatial autoregressive model8
Complete asymptotic expansions and the high-dimensional Bingham distributions7
Precision matrix estimation using penalized Generalized Sylvester matrix equation7
On the Randić index and its variants of network data7
An instrumental variable approach under dependent censoring6
Rejoinder on: Shape-based functional data analysis6
Comments on: Exploratory functional data analysis6
A simple and useful regression model for fitting count data6
Tobit INARMA models for count time series with negative autocorrelation6
Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence5
On sums of dependent random lifetimes under the time-transformed exponential model5
Estimation of stability index for symmetric $$\alpha $$-stable distribution using quantile conditional variance ratios5
Comments on: Shape-based functional data analysis5
A causal hidden Markov model for assessing effects of multiple direct mail campaigns5
Model checking for generalized partially linear models5
A general procedure for change-point detection in multivariate time series5
Comments on: Shape-based functional data analysis5
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness4
Preservation of distributional properties of component lifetimes by system lifetimes4
Ordinal pattern-based change point detection4
Some parametric tests based on sample spacings4
Rejoinder on: Hybrid semiparametric Bayesian networks4
Reliability and optimal replacement policy for a generalized mixed shock model3
Higher-order spatial autoregressive varying coefficient model: estimation and specification test3
A data-driven reversible jump for estimating a finite mixture of regression models3
Selective inference for false discovery proportion in a hidden Markov model3
Change-point detection in a tensor regression model3
Integrative subgroup analysis for high-dimensional mixed-type multi-response data3
Conformal link prediction for false discovery rate control3
Bayesian joint quantile autoregression3
Data-driven portmanteau tests for time series3
Topical collection on “goodness-of-fit, change-point and related problems”3
Sparse overlapped linear discriminant analysis3
Joint estimation of sparse and dense components through structured iteration3
Nonparametric tests for semiparametric regression models3
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data3
A threshold modeling for nonlinear time series of counts: application to COVID-19 data3
Tail index estimation for discrete heavy-tailed distributions with application to statistical inference for regular markov chains3
Comments on: Nonparametric estimation in mixture cure models with covariates2
A kernel-based test for the first-order separability of spatio-temporal point processes2
Penalised hidden semi-Markov models with flexible sojourn-time distributions2
Interquantile shrinkage in spatial additive autoregressive models2
Reducing degradation and age of items in imperfect repair modeling2
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models2
Correct specification of design matrices in linear mixed effects models: tests with graphical representation2
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
Probability of ruin within finite time and Cramér–Lundberg inequality for fractional risk processes2
A Kolmogorov–Smirnov-type test for the two-sample problem with left-truncated data2
Computationally efficient multilevel Gaussian process regression for functional data observed under completely or partially regular sampling designs2
On a new concept of stochastic domination and the laws of large numbers2
General dependence structures for some models based on exponential families with quadratic variance functions2
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models2
Comments on: exploratory functional data analysis2
Bayes factors for peri-null hypotheses2
Distribution-free tests for lossless feature selection in classification and regression2
Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates2
On variability of the mean remaining lifetime at random age2
A statistical learning view of simple Kriging2
Hypothesis testing in adaptively sampled data: ART to maximize power beyond iid sampling2
Comments on: Hybrid semiparametric Bayesian networks1
Copula-based bivariate finite mixture regression models with an application for insurance claim count data1
Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model1
Inference and prediction for ARCH time series via innovation distribution function1
On automatic kernel density estimate-based tests for goodness-of-fit1
Correction to: Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness1
Bump hunting through density curvature features1
Estimating weak periodic vector autoregressive time series1
Power priors for replication studies1
Robust censored regression with $$\ell _1$$-norm regularization1
Change point detection in high dimensional data with U-statistics1
Inferences for extended partially linear single-index models1
On functional logistic regression: some conceptual issues1
Multipartition model for multiple change point identification1
Comments on: Exploratory functional data analysis1
Statistical inference on the significance of rows and columns for matrix-valued data in an additive model1
Analysis of conditional randomisation and permutation schemes with application to conditional independence testing1
Unit-Weibull autoregressive moving average models1
Rejoinder on: Data integration via analysis of subspaces (DIVAS)1
Convolution smoothing and online updating estimation for support vector machine1
Inference for dependent error functional data with application to event-related potentials1
Assessing replication success via skeptical mixture priors1
Criterion constrained Bayesian hierarchical models1
Robust and efficient estimation of nonparametric generalized linear models1
Partly linear instrumental variables regressions without smoothing on the instruments1
Another approach for the asymptotic properties of threshold vector ARMA models1
Mixed causal-noncausal count process0
A semiparametric approach for simple step-stress model0
Comments on: Hybrid semiparametric Bayesian networks0
Statistical properties of partially observed integrated functional depths0
Comments on: Nonparametric estimation in mixture cure models with covariates0
Nonequivalence of two least-absolute-deviation estimators for mediation effects0
Testing linearity in semi-functional partially linear regression models0
A one-bring-one route for assessing the uncertainty of small area estimation in nested-error regression models0
Comments on: Data integration via analysis of subspaces (DIVAS)0
Variable selection for Fay–Herriot models: a cooperative game theory approach0
Random positive linear operators and their applications to nonparametric statistics0
Comments on: Data integration via analysis of subspaces (DIVAS)0
Aspects of robust canonical correlation analysis, principal components and association0
A generalized Hosmer–Lemeshow goodness-of-fit test for a family of generalized linear models0
Variable selection in function-on-scalar single-index model via the alternating direction method of multipliers0
Mixed membership estimation for categorical data with weighted responses0
Semi-functional partial linear regression with measurement error: an approach based on kNN estimation0
Comments on: Data integration via analysis of subspaces (DIVAS)0
A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers0
Sparse and debiased lasso estimation and inference for high-dimensional composite quantile regression with distributed data0
Correction to: LRD spectral analysis of multifractional functional time series on manifolds0
Copula modelling with penalized complexity priors: the bivariate case0
Tensor eigenvectors for projection pursuit0
Correction: Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence0
Testing hypotheses about correlation matrices in general MANOVA designs0
Multivariate generalized linear models for Markov kernels with (un)known link and variance functions0
Optimal subsampling for $$L_p$$-quantile regression via decorrelated score0
A new sufficient dimension reduction method via rank divergence0
Data integration via analysis of subspaces (DIVAS)0
On finite mixtures of Discretized Beta model for ordered responses0
Measuring Bayesian sensitivity in the compound Poisson process0
Marginal analysis of count time series in the presence of missing observations0
On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions0
Improved estimation of mean matrix in singular elliptically contoured random samples with high-dimensional data0
Efficient B-spline imputation methods in functional structural equation model with missing data0
Block-diagonal test for high-dimensional covariance matrices0
Shape-based functional data analysis0
Exploratory functional data analysis0
Comments on: Data integration via analysis of subspaces (DIVAS)0
Statistical inference for the semi-parametric proportional reversed hazard model for left-censored and zero-inflated data0
Comments on: Shape-based functional data analysis0
Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band0
Comments on: hybrid semiparametric Bayesian networks0
Global debiased DC estimations for biased estimators via pro forma regression0
Jackknife empirical likelihood for the correlation coefficient with additive distortion measurement errors0
Level sets of depth measures in abstract spaces0
A generalized censored $$\delta$$-shock model for multi-state systems0
Comparison of quantile regression curves with censored data0
Extended Hotelling $$T^2$$ test in distributed frameworks0
Sharp inequalities of Bienaymé–Chebyshev and Gauß  type for possibly asymmetric intervals around the mean0
Comments on: Hybrid semiparametric Bayesian networks0
Non-steepness and maximum likelihood estimation properties of the truncated multivariate normal distributions0
Bayesian inference and cure rate modeling for event history data0
Multiple testing of a function’s monotonicity0
Application of the Cramér–Wold theorem to testing for invariance under group actions0
Testing for trend in two-way heteroscedastic ANCOVA models0
Bandwidth selection for statistical matching and prediction0
Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors0
Nonparametric estimation in mixture cure models with covariates0
Rejoinder on: Nonparametric estimation in mixture cure models with covariates0
Statistical inference and large-scale multiple testing for high-dimensional regression models0
Local influence analysis in the softplus INGARCH model0
Asymptotic results for nonparametric regression estimators after sufficient dimension reduction estimation0
Non-linear INAR(1) processes under an alternative geometric thinning operator0
Comments on: Nonparametric estimation in mixture cure models with covariates0
Severe testing of Benford’s law0
Testing high-dimensional mediation effect with arbitrary exposure–mediator coefficients0
Testing marginal homogeneity in Hilbert spaces with applications to stock market returns0
On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference0
Comments on: shape-based functional data analysis0
Homogeneity tests for one-way models with dependent errors under correlated groups0
Correction: Estimating weak periodic vector autoregressive time series0
Bayesian sample size determination for detecting heterogeneity in multi-site replication studies0
On the general $$\delta $$-shock model0
Rejoinder to the discussion on “Exploratory Functional Data Analysis”0
Comments on: Nonparametric estimation in mixture cure models with covariates0
Robust penalized estimators for high-dimensional generalized linear models0
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models0
Estimation of poverty and inequality in small areas: review and discussion0
Some results on the Gaussian Markov Random Field construction problem based on the use of invariant subgraphs0
Hybrid semiparametric Bayesian networks0
Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates0
Gender wage difference estimation at quantile levels using sample survey data0
Estimation of the additive–multiplicative Cox–Aalen model based on interval-censored competing risks data0
Variable-dependent partial dimension reduction0
Comments on: Exploratory functional data analysis0
Statistical analysis of measures of non-convexity0
A general class of shock models with dependent inter-arrival times0
LRD spectral analysis of multifractional functional time series on manifolds0
High-order asymptotic approximations for improved inference under exceptionally low false positive error rates0
Increasing the replicability for linear models via adaptive significance levels0
Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models0
Flexible clustering via Gaussian parsimonious mixture models with censored and missing values0
Small area estimation of average compositions under multivariate nested error regression models0
Correction to: A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis0
Copula based dependent censoring in cure models0
On testing for weak change in the conditional mean of a class of nonlinear heteroscedastic models0
Understanding complex predictive models with ghost variables0
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models0
Comments on: Shape-based functional data analysis by Wu, Huang and Srivastava0
Specifications tests for count time series models with covariates0
Statistical models and the Benford hypothesis: a unified framework0
Comments on: Exploratory functional data analysis0
Testing for trend in two-way crossed effects model under heteroscedasticity0
Publisher Correction: Unit-Weibull autoregressive moving average models0
Resistant dispersion estimation for nonparametric regression0
1.5550820827484