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 2020-11-01 to 2024-11-01.)
ArticleCitations
Recent advances in directional statistics61
Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$-statistics32
On the general $$\delta $$-shock model15
On a new concept of stochastic domination and the laws of large numbers11
New characterization-based exponentiality tests for randomly censored data9
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data8
Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces7
Sharp inequalities of Bienaymé–Chebyshev and Gauß  type for possibly asymmetric intervals around the mean6
Testing the equality of a large number of populations6
Stochastic comparisons of relevation allocation policies in coherent systems6
QANOVA: quantile-based permutation methods for general factorial designs6
Some results on the Gaussian Markov Random Field construction problem based on the use of invariant subgraphs6
Penalized robust estimators in sparse logistic regression5
Robust clustering of multiply censored data via mixtures of t factor analyzers5
High-dimensional outlier detection using random projections5
Bayes factors for peri-null hypotheses5
Asymptotics for M-type smoothing splines with non-smooth objective functions4
A measurement error Rao–Yu model for regional prevalence estimation over time using uncertain data obtained from dependent survey estimates4
False discovery rate for functional data4
Inference for dependent error functional data with application to event-related potentials4
Severe testing of Benford’s law4
Sparse Laplacian Shrinkage with the Graphical Lasso Estimator for Regression Problems4
Spatial Cox processes in an infinite-dimensional framework4
Simple measures of uncertainty for model selection4
Two-way layout factorial experiments of spatial point pattern responses in mineral flotation4
Stochastic monotonicity of dependent variables given their sum4
Testing marginal homogeneity in Hilbert spaces with applications to stock market returns3
D-optimal designs for Poisson regression with synergetic interaction effect3
Power priors for replication studies3
Reliability and optimal replacement policy for a generalized mixed shock model3
Correct specification of design matrices in linear mixed effects models: tests with graphical representation3
Understanding complex predictive models with ghost variables3
On finite mixtures of Discretized Beta model for ordered responses3
Covariate-adjusted multiple testing in genome-wide association studies via factorial hidden Markov models3
Hybrid semiparametric Bayesian networks3
Reducing degradation and age of items in imperfect repair modeling3
Comments on: Recent advances in directional statistics3
A simple and useful regression model for fitting count data3
On the Randić index and its variants of network data3
On functional logistic regression: some conceptual issues3
MM for penalized estimation2
On the estimation of the variability in the distribution tail2
Comparison of quantile regression curves with censored data2
Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data2
Nonparametric estimation in mixture cure models with covariates2
Data-driven portmanteau tests for time series2
Level sets of depth measures in abstract spaces2
A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers2
Interquantile shrinkage in spatial additive autoregressive models2
Robust multivariate estimation based on statistical depth filters2
Single-index composite quantile regression for ultra-high-dimensional data2
On new omnibus tests of uniformity on the hypersphere2
Copula-based bivariate finite mixture regression models with an application for insurance claim count data2
Shape-based functional data analysis2
On degradation-based imperfect repair and induced generalized renewal processes2
A likelihood-based approach for cure regression models2
Statistical inference and large-scale multiple testing for high-dimensional regression models2
Homogeneity tests for one-way models with dependent errors under correlated groups2
A general class of shock models with dependent inter-arrival times2
Increasing the replicability for linear models via adaptive significance levels1
Change point detection in high dimensional data with U-statistics1
Where to find needles in a haystack?1
A generalized Hosmer–Lemeshow goodness-of-fit test for a family of generalized linear models1
Conditional tail moment and reinsurance premium estimation under random right censoring1
Testing the equality of multivariate means when $$p>n$$ by combining the Hotelling and Simes tests1
Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models1
Rejoinder on: Shape-based functional data analysis1
A causal hidden Markov model for assessing effects of multiple direct mail campaigns1
On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference1
Weight smoothing for nonprobability surveys1
Specification testing in semi-parametric transformation models1
Bayesian inference and cure rate modeling for event history data1
Rejoinder on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$-statistics1
Sparse overlapped linear discriminant analysis1
Bayesian and frequentist evidence in one-sided hypothesis testing1
Testing Poissonity of a large number of populations1
Testing for trend in two-way crossed effects model under heteroscedasticity1
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness1
Rejoinder on: Recent advances in directional statistics1
Preservation of distributional properties of component lifetimes by system lifetimes1
Data integration via analysis of subspaces (DIVAS)1
Statistical models and the Benford hypothesis: a unified framework1
Spatial distribution of invasive species: an extent of occurrence approach1
Robust and efficient estimation of nonparametric generalized linear models1
Precision matrix estimation using penalized Generalized Sylvester matrix equation1
A new inferential approach for response-adaptive clinical trials: the variance-stabilized bootstrap1
Selective inference for false discovery proportion in a hidden Markov model1
Inferences for extended partially linear single-index models1
Model checking for generalized partially linear models1
Goodness of fit for models with intractable likelihood1
On sums of dependent random lifetimes under the time-transformed exponential model1
On automatic kernel density estimate-based tests for goodness-of-fit1
A general procedure for change-point detection in multivariate time series1
Block-diagonal test for high-dimensional covariance matrices1
On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions1
Bump hunting through density curvature features1
Two-step semiparametric empirical likelihood inference from capture–recapture data with missing covariates1
Small area estimation of average compositions under multivariate nested error regression models1
Nonparametric tests for semiparametric regression models1
Multipartition model for multiple change point identification0
Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model0
Correction to: Probability of default estimation in credit risk using a nonparametric approach0
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models0
LRD spectral analysis of multifractional functional time series on manifolds0
Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach0
Estimation of stability index for symmetric $$\alpha $$-stable distribution using quantile conditional variance ratios0
Marginal analysis of count time series in the presence of missing observations0
Extended Hotelling $$T^2$$ test in distributed frameworks0
Nonparametric estimation for big-but-biased data0
Comments on: Data integration via analysis of subspaces (DIVAS)0
Comments on: Nonparametric estimation in mixture cure models with covariates0
Rejoinder on: Data integration via analysis of subspaces (DIVAS)0
Correction to: Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness0
Comments on: Data integration via analysis of subspaces (DIVAS)0
Specifications tests for count time series models with covariates0
Unit-Weibull autoregressive moving average models0
Variable-dependent partial dimension reduction0
Comments on: Shape-based functional data analysis0
Global debiased DC estimations for biased estimators via pro forma regression0
Comments on: Hybrid semiparametric Bayesian networks0
Goodness-of-fit test with a robustness feature0
Application of the Cramér–Wold theorem to testing for invariance under group actions0
Rejoinder on: Hybrid semiparametric Bayesian networks0
Tests for circular symmetry of complex-valued random vectors0
Bayesian joint quantile autoregression0
Gender wage difference estimation at quantile levels using sample survey data0
General dependence structures for some models based on exponential families with quadratic variance functions0
Criterion constrained Bayesian hierarchical models0
Analysis of conditional randomisation and permutation schemes with application to conditional independence testing0
Estimation of poverty and inequality in small areas: review and discussion0
Tractable circula densities from Fourier series0
An instrumental variable approach under dependent censoring0
Correction to: Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions0
Correction to: Small area estimation of proportions under area-level compositional mixed models0
Correction to: Second-order and local characteristics of network intensity functions0
Composite quantile estimation in partially functional linear regression model with randomly censored responses0
Testing hypotheses about correlation matrices in general MANOVA designs0
Rejoinder on: Nonparametric estimation in mixture cure models with covariates0
Comments on: Data integration via analysis of subspaces (DIVAS)0
Comments on: shape-based functional data analysis0
High-order asymptotic approximations for improved inference under exceptionally low false positive error rates0
Some parametric tests based on sample spacings0
Correction to: LRD spectral analysis of multifractional functional time series on manifolds0
Asymptotic results for nonparametric regression estimators after sufficient dimension reduction estimation0
Publisher Correction: Unit-Weibull autoregressive moving average models0
Nonequivalence of two least-absolute-deviation estimators for mediation effects0
Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates0
Comments on: Recent advances in directional statistics0
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data0
Comments on: hybrid semiparametric Bayesian networks0
On variability of the mean remaining lifetime at random age0
Bayesian semiparametric modeling of response mechanism for nonignorable missing data0
Bayesian sample size determination for detecting heterogeneity in multi-site replication studies0
A Kolmogorov–Smirnov-type test for the two-sample problem with left-truncated data0
The orthogonal skew model: computationally efficient multivariate skew-normal and skew-t distributions with applications to model-based clustering0
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models0
Estimating weak periodic vector autoregressive time series0
Comments on: Nonparametric estimation in mixture cure models with covariates0
Comments on: Shape-based functional data analysis0
Higher-order spatial autoregressive varying coefficient model: estimation and specification test0
Bandwidth selection for statistical matching and prediction0
Statistical analysis of measures of non-convexity0
Change-point detection in a tensor regression model0
Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$-statistics0
Multidimensional specification test based on non-stationary time series0
Tensor eigenvectors for projection pursuit0
A semiparametric approach for simple step-stress model0
Nonparametric conditional survival function estimation and plug-in bandwidth selection with multiple covariates0
Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors0
Conformal link prediction for false discovery rate control0
Correction to: Spatial distribution of invasive species: an extent of occurrence approach0
Hypothesis testing in adaptively sampled data: ART to maximize power beyond iid sampling0
Local influence analysis in the softplus INGARCH model0
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 sense0
Comments on: Hybrid semiparametric Bayesian networks0
Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band0
Comments on: Recent advances in directional statistics0
Multiple change point detection for high-dimensional data0
Comments on: Shape-based functional data analysis0
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models0
Robust censored regression with $$\ell _1$$-norm regularization0
A robust proposal of estimation for the sufficient dimension reduction problem0
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models0
Comments on: Recent advances in directional statistics0
A data-driven reversible jump for estimating a finite mixture of regression models0
Comments on: Nonparametric estimation in mixture cure models with covariates0
Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence0
Copula modelling with penalized complexity priors: the bivariate case0
Comments on: Data integration via analysis of subspaces (DIVAS)0
A new sufficient dimension reduction method via rank divergence0
Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^{2}$$-statistics0
Robust parametric inference for finite Markov chains0
Non-linear INAR(1) processes under an alternative geometric thinning operator0
Privacy-preserving parametric inference for spatial autoregressive model0
Statistical inference on the significance of rows and columns for matrix-valued data in an additive model0
A threshold modeling for nonlinear time series of counts: application to COVID-19 data0
Aspects of robust canonical correlation analysis, principal components and association0
Comments on: Shape-based functional data analysis by Wu, Huang and Srivastava0
Complete asymptotic expansions and the high-dimensional Bingham distributions0
A copula formulation for multivariate latent Markov models0
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
Comments on: Hybrid semiparametric Bayesian networks0
Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$-statistics0
Sparse and debiased lasso estimation and inference for high-dimensional composite quantile regression with distributed data0
Modeling paired binary data by a new bivariate Bernoulli model with flexible beta kernel correlation0
Jackknife empirical likelihood for the correlation coefficient with additive distortion measurement errors0
Correction to: A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis0
Correction: Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence0
Correction: Estimating weak periodic vector autoregressive time series0
Partly linear instrumental variables regressions without smoothing on the instruments0
Optimal subsampling for $$L_p$$-quantile regression via decorrelated score0
Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$-statistics0
A test for heteroscedasticity in functional linear models0
A statistical learning view of simple Kriging0
0.042802810668945