Test

Papers
(The TQCC of Test is 2. 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 2021-11-01 to 2025-11-01.)
ArticleCitations
Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models20
Multiple change point detection for high-dimensional data18
Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach13
Conditional tail moment and reinsurance premium estimation under random right censoring11
Modeling paired binary data by a new bivariate Bernoulli model with flexible beta kernel correlation11
Stochastic comparisons of relevation allocation policies in coherent systems11
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data10
Bandwidth selection for multivariate local linear regression with correlated errors10
A copula formulation for multivariate latent Markov models10
Testing Poissonity of a large number of populations10
On new omnibus tests of uniformity on the hypersphere9
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
Precision matrix estimation using penalized Generalized Sylvester matrix equation7
An instrumental variable approach under dependent censoring6
Complete asymptotic expansions and the high-dimensional Bingham distributions6
Comments on: Exploratory functional data analysis6
A simple and useful regression model for fitting count data6
On the Randić index and its variants of network data6
Rejoinder on: Shape-based functional data analysis5
On sums of dependent random lifetimes under the time-transformed exponential model5
Comments on: Shape-based functional data analysis5
Comments on: Shape-based functional data analysis5
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
Tractable circula densities from Fourier series5
A causal hidden Markov model for assessing effects of multiple direct mail campaigns5
A general procedure for change-point detection in multivariate time series5
Some parametric tests based on sample spacings4
Model checking for generalized partially linear models4
Ordinal pattern-based change point detection4
Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence4
Estimation of stability index for symmetric $$\alpha $$-stable distribution using quantile conditional variance ratios4
Rejoinder on: Hybrid semiparametric Bayesian networks3
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness3
A threshold modeling for nonlinear time series of counts: application to COVID-19 data3
Bayesian joint quantile autoregression3
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data3
A data-driven reversible jump for estimating a finite mixture of regression models3
Selective inference for false discovery proportion in a hidden Markov model3
Sparse overlapped linear discriminant analysis3
Integrative subgroup analysis for high-dimensional mixed-type multi-response data3
Preservation of distributional properties of component lifetimes by system lifetimes3
Data-driven portmanteau tests for time series3
Change-point detection in a tensor regression model3
Tail index estimation for discrete heavy-tailed distributions with application to statistical inference for regular markov chains3
Topical collection on “goodness-of-fit, change-point and related problems”3
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models2
Distribution-free tests for lossless feature selection in classification and regression2
A statistical learning view of simple Kriging2
Hypothesis testing in adaptively sampled data: ART to maximize power beyond iid sampling2
General dependence structures for some models based on exponential families with quadratic variance functions2
Comments on: exploratory functional data analysis2
Reliability and optimal replacement policy for a generalized mixed shock model2
Conformal link prediction for false discovery rate control2
Probability of ruin within finite time and Cramér–Lundberg inequality for fractional risk processes2
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
On a new concept of stochastic domination and the laws of large numbers2
Composite quantile estimation in partially functional linear regression model with randomly censored responses2
Two-step semiparametric empirical likelihood inference from capture–recapture data with missing covariates2
Higher-order spatial autoregressive varying coefficient model: estimation and specification test2
Bayes factors for peri-null hypotheses2
Reducing degradation and age of items in imperfect repair modeling2
A Kolmogorov–Smirnov-type test for the two-sample problem with left-truncated data2
Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates2
Interquantile shrinkage in spatial additive autoregressive models2
A kernel-based test for the first-order separability of spatio-temporal point processes2
Comments on: Nonparametric estimation in mixture cure models with covariates2
Nonparametric tests for semiparametric regression models2
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