Electronic Journal of Statistics

Article	Citations
Multivariate goodness-of-fit tests based on Wasserstein distance	24
SIRUS: Stable and Interpretable RUle Set for classification	20
How simplifying and flexible is the simplifying assumption in pair-copula constructions – analytic answers in dimension three and a glimpse beyond	14
On a multivariate copula-based dependence measure and its estimation	14
A new framework for distance and kernel-based metrics in high dimensions	13
Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals	13
Parameter estimation for SPDEs based on discrete observations in time and space	12
Estimating the number of communities by spectral methods	11
Iteratively reweighted ℓ1-penalized robust regression	10
Rates of convergence for random forests via generalized U-statistics	10
High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion.	9
Principal component analysis for multivariate extremes	8
Rank determination in tensor factor model	8
On a Nadaraya-Watson estimator with two bandwidths	8
Point forecasting and forecast evaluation with generalized Huber loss	8
Towards optimal doubly robust estimation of heterogeneous causal effects	7
Characterizations of non-normalized discrete probability distributions and their application in statistics	7
High-dimensional variable selection via low-dimensional adaptive learning	7
Intuitive joint priors for Bayesian linear multilevel models: The R2D2M2 prior	7
Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions	6
On the choice of the splitting ratio for the split likelihood ratio test	6
Adaptive estimation for degenerate diffusion processes	6
Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions	6
Minimax confidence intervals for the Sliced Wasserstein distance	6
Minimax adaptive estimation in manifold inference	6

On the power of conditional independence testing under model-X	5
Group inference in high dimensions with applications to hierarchical testing	5
Finite-sample analysis of $M$-estimators using self-concordance	5
Observation-driven models for discrete-valued time series	5
A generalized Catoni’s M-estimator under finite α-th moment assumption with α∈(1,2)	5
Scale calibration for high-dimensional robust regression	5
On approximation theorems for the Euler characteristic with applications to the bootstrap	5
Dirichlet depths for point process	5
Dependence in elliptical partial correlation graphs	5
Bootstrapping exchangeable random graphs	5
Convergence rates of deep ReLU networks for multiclass classification	5
On density estimation at a fixed point under local differential privacy	5
Unified Bayesian theory of sparse linear regression with nuisance parameters	5
Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models	5
Estimating high-dimensional covariance and precision matrices under general missing dependence	5
Estimation of cluster functionals for regularly varying time series: sliding blocks estimators	4
Monte Carlo integration of non-differentiable functions on [0,1]ι, ι=1,…,d, using a single determinantal point pattern defined on [0,1]d	4
Nonparametric and high-dimensional functional graphical models	4
Two-sample inference for sparse functional data	4
Distribution-free conditional median inference	4
On the inference of applying Gaussian process modeling to a deterministic function	4
Sequential change point detection in high dimensional time series	4
Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator	4
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination	4
Informed reversible jump algorithms	4
A justification of conditional confidence intervals	4
Recursive max-linear models with propagating noise	4
Bayesian inference for high-dimensional decomposable graphs	4
The curved exponential family of a staged tree	4
Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes	4
Semi-supervised multiple testing	4
Convergence rates for Bayesian estimation and testing in monotone regression	4
Sparse random tensors: Concentration, regularization and applications	4
Time-varying auto-regressive models for count time-series	3
Uncertainty quantification for principal component regression	3
Linking physics and spatial statistics: A new family of Boltzmann-Gibbs random fields	3
Random weighting in LASSO regression	3
Detecting structural breaks in eigensystems of functional time series	3
Optimal estimation of the supremum and occupation times of a self-similar Lévy process	3
Using the accelerated failure time model to analyze current status data with misclassified covariates	3
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency	3
Normal approximation and confidence region of singular subspaces	3
Finite sample theory for high-dimensional functional/scalar time series with applications	3
Towards adaptivity via a new discrepancy principle for Poisson inverse problems	3
Markov random geometric graph, MRGG: A growth model for temporal dynamic networks	3
Estimation of the variance matrix in bivariate classical measurement error models	3
Continuous-discrete smoothing of diffusions	3
Strongly universally consistent nonparametric regression and classification with privatised data	3
Designing truncated priors for direct and inverse Bayesian problems	3
Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic	3

Empirical Bayes cumulative ℓ-value multiple testing procedure for sparse sequences	3
Asymptotic normality of simultaneous estimators of cyclic long-memory processes	3
Estimation error analysis of deep learning on the regression problem on the variable exponent Besov space	3
Bootstrap estimators for the tail-index and for the count statistics of graphex processes	3
Regularized high dimension low tubal-rank tensor regression	3
Nonparametric regression for locally stationary functional time series	3
Multicarving for high-dimensional post-selection inference	3
Exact inference for a class of hidden Markov models on general state spaces	3
Inference and model selection in general causal time series with exogenous covariates	3
Localising change points in piecewise polynomials of general degrees	3
Statistical inference on the Hilbert sphere with application to random densities	3
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms	3
Density estimation on an unknown submanifold	3
Motif-based tests for bipartite networks	3
Estimation of partially conditional average treatment effect by double kernel-covariate balancing	3
Sparse networks with core-periphery structure	3
A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions	3
Test for homogeneity with unordered paired observations	2
Consistent regression using data-dependent coverings	2
A robust bootstrap change point test for high-dimensional location parameter	2
Optional Pólya trees: Posterior rates and uncertainty quantification	2
Augmented direct learning for conditional average treatment effect estimation with double robustness	2
Robust consistent estimators for ROC curves with covariates	2
Principal regression for high dimensional covariance matrices	2
Estimation of a density using an improved surrogate model	2
Estimating covariance and precision matrices along subspaces	2
General-order observation-driven models: Ergodicity and consistency of the maximum likelihood estimator	2
Estimation and inference of time-varying auto-covariance under complex trend: A difference-based approach	2
Estimation of surface area	2
Estimation of multivariate generalized gamma convolutions through Laguerre expansions.	2
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series	2
Inference on the change point under a high dimensional sparse mean shift	2
Local false discovery rate based methods for multiple testing of one-way classified hypotheses	2
Minimax optimal conditional density estimation under total variation smoothness	2
Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring	2
Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error	2
Concentration study of M-estimators using the influence function	2
Functional estimation of anisotropic covariance and autocovariance operators on the sphere	2
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend	2
De-noising analysis of noisy data under mixed graphical models	2
Tuning parameter calibration for personalized prediction in medicine	2
Estimating multi-index models with response-conditional least squares	2
Modelling time-varying first and second-order structure of time series via wavelets and differencing	2
On the Bernstein-von Mises theorem for the Dirichlet process	2
Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression	2
A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models	2
Posterior asymptotics in Wasserstein metrics on the real line	2
Finite space Kantorovich problem with an MCMC of table moves	2
Sparse regression for extreme values	2
Adaptive estimation for some nonparametric instrumental variable models with full independence	2
On the estimation of latent distances using graph distances	2
Discrete mixture representations of parametric distribution families: Geometry and statistics	2
Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series	2
Measurability of functionals and of ideal point forecasts	2
Improved convergence guarantees for learning Gaussian mixture models by EM and gradient EM	2
Change-point detection based on weighted two-sample U-statistics	2
A functional central limit theorem for the empirical Ripley’s K-function	2
Tempered positive Linnik processes and their representations	2
Learning sparse conditional distribution: An efficient kernel-based approach	2
Double fused Lasso regularized regression with both matrix and vector valued predictors	2
Informative goodness-of-fit for multivariate distributions	2
Testing axial symmetry by means of directional regression quantiles	2
Censored count data regression with missing censoring information	2
Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type	2
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis	2
Statistical learning from biased training samples	2
Geometric ergodicity of Gibbs samplers for the Horseshoe and its regularized variants	2
Multivariate isotropic random fields on spheres: Nonparametric Bayesian modeling and Lp fast approximations	1
Geometric insights into support vector machine behavior using the KKT conditions	1
On parameter estimation of the hidden Gaussian process in perturbed SDE.	1
Solution manifold and its statistical applications	1
The ensemble conditional variance estimator for sufficient dimension reduction	1
Crawling subsampling for multivariate spatial autoregression model in large-scale networks	1
Conditioning Efron’s biased coin design to ensure final balance	1
Spectral cut-off regularisation for density estimation under multiplicative measurement errors	1
Optimal nonparametric change point analysis	1
Sequential change point test in the presence of outliers: the density power divergence based approach	1
Selective inference for latent block models	1
Computationally efficient likelihood inference in exponential families when the maximum likelihood estimator does not exist	1
Divide-and-conquer Bayesian inference in hidden Markov models	1

Nonparametric estimation of the expected discounted penalty function in the compound Poisson model	1
On the nonparametric inference of coefficients of self-exciting jump-diffusion	1
Estimation of conditional mean operator under the bandable covariance structure	1
Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve	1
Non asymptotic controls on a recursive superquantile approximation	1
On discrete priors and sparse minimax optimal predictive densities	1
Multivariate variable selection by means of null-beamforming	1
Improved estimators for semi-supervised high-dimensional regression model	1
Score-matching representative approach for big data analysis with generalized linear models	1
Estimating the proportion of signal variables under arbitrary covariance dependence	1
Nonlinear mixed effects modeling and warping for functional data using B-splines	1
Simultaneous confidence intervals for ranks using the partitioning principle	1
Optimal designs for testing the efficacy of heterogeneous experimental groups	1
Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model	1
Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise	1
Minimax bounds for Besov classes in density estimation	1
Tail bounds for empirically standardized sums	1
Likelihood-based inference for exponential-family random graph models via linear programming	1
Optimal detection of the feature matching map in presence of noise and outliers	1
Posterior contraction and credible regions for level sets	1
Noncausal counting processes: A queuing perspective	1
Testing marginal symmetry of digital noise images through the perimeter of excursion sets	1
Empirical likelihood ratio test on quantiles under a density ratio model	1
Scalable logistic regression with crossed random effects	1
Design and analysis of bipartite experiments under a linear exposure-response model	1
Truncated simulation and inference in edge-exchangeable networks	1
Robust deep neural network estimation for multi-dimensional functional data	1
Cointegration in high frequency data	1
Estimating individualized treatment rules for treatments with hierarchical structure	1
Simple sufficient condition for inadmissibility of Moran’s single-split test	1
Double data piling leads to perfect classification	1
Bi-selection in the high-dimensional additive hazards regression model	1
Sparse and smooth: Improved guarantees for spectral clustering in the dynamic stochastic block model	1
Sufficient dimension reduction for survival data analysis with error-prone variables	1
Risk of estimators for Sobol’ sensitivity indices based on metamodels	1
Fréchet single index models for object response regression	1
On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic	1
Maximum pairwise Bayes factors for covariance structure testing	1
Kernel regression analysis of tie-breaker designs	1
Oracle posterior contraction rates under hierarchical priors	1
Estimation of the global mode of a density: Minimaxity, adaptation, and computational complexity	1
Lasso in infinite dimension: application to variable selection in functional multivariate linear regression	1
Semiparametric empirical likelihood inference with estimating equations under density ratio models	1
On sufficient variable screening using log odds ratio filter	1
Two-sample test for equal distributions in separate metric space: New maximum mean discrepancy based approaches	1
Inference for high-dimensional varying-coefficient quantile regression	1
Functional principal subspace sampling for large scale functional data analysis	1
Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: A Wiener chaos approach	1
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression	1
Optimal function-on-scalar regression over complex domains	1
Robust and efficient mean estimation: an approach based on the properties of self-normalized sums	1
Adaptive estimation in symmetric location model under log-concavity constraint	1
Concurrent object regression	1
Additive regression for predictors of various natures and possibly incomplete Hilbertian responses	1
Trimmed extreme value estimators for censored heavy-tailed data	1
A convex approach to optimum design of experiments with correlated observations	1
LASSO risk and phase transition under dependence	1
Monte Carlo Markov chains constrained on graphs for a target with disconnected support	1
Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models	1
Quantification of the weight of fingerprint evidence using a ROC-based Approximate Bayesian Computation algorithm for model selection	1
Optimal L2-approximation of occupation and local times for symmetric stable processes	1
Learning the smoothness of noisy curves with application to online curve estimation	1
Clustering of measures via mean measure quantization	1
Density deconvolution with non–standard error distributions: Rates of convergence and adaptive estimation	1
On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions	1
Bayesian semiparametric modelling of phase-varying point processes	1
Surprise sampling: Improving and extending the local case-control sampling	1
Stochastic optimization with momentum: Convergence, fluctuations, and traps avoidance	1
Uncertainty quantification for robust variable selection and multiple testing	1
Tensor factorization recommender systems with dependency	1
Statistical inference for normal mixtures with unknown number of components	1
Minimax bounds for estimating multivariate Gaussian location mixtures	1
Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit	1
Asymptotic normality of robust M-estimators with convex penalty	1
Block Gibbs samplers for logistic mixed models: Convergence properties and a comparison with full Gibbs samplers	1
Random forest estimation of conditional distribution functions and conditional quantiles	1
Concentration inequalities for non-causal random fields	1
Spectral graph clustering via the expectation-solution algorithm	1
Graphical-model based high dimensional generalized linear models	1
Multi-sample comparison using spatial signs for infinite dimensional data	1
What makes you unique?	1