OOIR: Observatory of International Research

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 2021-04-01 to 2025-04-01.)

Article	Citations
Testing Poissonity of a large number of populations	15
Exploratory functional data analysis	14
Correction to: Second-order and local characteristics of network intensity functions	10
Correction: Estimating weak periodic vector autoregressive time series	9
Copula-based bivariate finite mixture regression models with an application for insurance claim count data	7
Correction to: Spatial distribution of invasive species: an extent of occurrence approach	7
Modeling paired binary data by a new bivariate Bernoulli model with flexible beta kernel correlation	6
Oracle-efficient M-estimation for single-index models with a smooth simultaneous confidence band	6
Nonequivalence of two least-absolute-deviation estimators for mediation effects	6
Stochastic comparisons of relevation allocation policies in coherent systems	6
Some parametric tests based on sample spacings	5
Inference for dependent error functional data with application to event-related potentials	5
Comments on: Nonparametric estimation in mixture cure models with covariates	5
Hybrid semiparametric Bayesian networks	5
Level sets of depth measures in abstract spaces	5
On functional logistic regression: some conceptual issues	5
Inferences for extended partially linear single-index models	4
On automatic kernel density estimate-based tests for goodness-of-fit	4
Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model	4
Where to find needles in a haystack?	4
Conditional tail moment and reinsurance premium estimation under random right censoring	4
Comments on: Data integration via analysis of subspaces (DIVAS)	4
Comments on: hybrid semiparametric Bayesian networks	4
Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach	4
Multiple change point detection for high-dimensional data	4

Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models	4
Bayesian and frequentist evidence in one-sided hypothesis testing	4
A semiparametric approach for simple step-stress model	3
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness	3
Convolution smoothing and online updating estimation for support vector machine	3
Data-driven portmanteau tests for time series	3
A test for heteroscedasticity in functional linear models	3
Statistical properties of partially observed integrated functional depths	3
Estimation of poverty and inequality in small areas: review and discussion	3
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data	3
MM for penalized estimation	3
Inference and prediction for ARCH time series via innovation distribution function	3
Preservation of distributional properties of component lifetimes by system lifetimes	3
Publisher Correction: Unit-Weibull autoregressive moving average models	2
Aspects of robust canonical correlation analysis, principal components and association	2
Rejoinder on: Data integration via analysis of subspaces (DIVAS)	2
Multipartition model for multiple change point identification	2
New characterization-based exponentiality tests for randomly censored data	2
Robust censored regression with $$\ell _1$$-norm regularization	2
Comments on: Nonparametric estimation in mixture cure models with covariates	2
Rejoinder on: Hybrid semiparametric Bayesian networks	2
Change point detection in high dimensional data with U-statistics	2
Comments on: Exploratory functional data analysis	2
Comments on: Hybrid semiparametric Bayesian networks	2
Sharp inequalities of Bienaymé–Chebyshev and Gauß type for possibly asymmetric intervals around the mean	2
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data	2
Bandwidth selection for statistical matching and prediction	2
On new omnibus tests of uniformity on the hypersphere	2
Robust parametric inference for finite Markov chains	2
A data-driven reversible jump for estimating a finite mixture of regression models	2