Electronic Journal of Statistics

Article	Citations
Multivariate goodness-of-fit tests based on Wasserstein distance	32
SIRUS: Stable and Interpretable RUle Set for classification	24
Towards optimal doubly robust estimation of heterogeneous causal effects	23
On a multivariate copula-based dependence measure and its estimation	18
How simplifying and flexible is the simplifying assumption in pair-copula constructions – analytic answers in dimension three and a glimpse beyond	17
Rates of convergence for random forests via generalized U-statistics	16
A new framework for distance and kernel-based metrics in high dimensions	15
Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals	15
Estimating the number of communities by spectral methods	14
Parameter estimation for SPDEs based on discrete observations in time and space	14
High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion.	14
Point forecasting and forecast evaluation with generalized Huber loss	12
Intuitive joint priors for Bayesian linear multilevel models: The R2D2M2 prior	12
Adaptive estimation for degenerate diffusion processes	10
Iteratively reweighted ℓ1-penalized robust regression	10
Principal component analysis for multivariate extremes	10
Rank determination in tensor factor model	9
Estimating high-dimensional covariance and precision matrices under general missing dependence	9
Finite-sample analysis of $M$-estimators using self-concordance	9
Group inference in high dimensions with applications to hierarchical testing	8
Minimax confidence intervals for the Sliced Wasserstein distance	8
On a Nadaraya-Watson estimator with two bandwidths	8
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination	8
Convergence rates of deep ReLU networks for multiclass classification	8
Characterizations of non-normalized discrete probability distributions and their application in statistics	8

A generalized Catoni’s M-estimator under finite α-th moment assumption with α∈(1,2)	7
Bootstrapping exchangeable random graphs	7
On the power of conditional independence testing under model-X	7
Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions	7
On the choice of the splitting ratio for the split likelihood ratio test	7
On approximation theorems for the Euler characteristic with applications to the bootstrap	7
High-dimensional variable selection via low-dimensional adaptive learning	7
Dirichlet depths for point process	6
Dependence in elliptical partial correlation graphs	6
Minimax adaptive estimation in manifold inference	6
Localising change points in piecewise polynomials of general degrees	6
Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions	6
Nonparametric regression for locally stationary functional time series	6
Multicarving for high-dimensional post-selection inference	6
Sequential change point detection in high dimensional time series	6
Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models	6
Semi-supervised multiple testing	6
Scale calibration for high-dimensional robust regression	6
On the inference of applying Gaussian process modeling to a deterministic function	5
Unified Bayesian theory of sparse linear regression with nuisance parameters	5
Observation-driven models for discrete-valued time series	5
Estimation error analysis of deep learning on the regression problem on the variable exponent Besov space	5
Towards adaptivity via a new discrepancy principle for Poisson inverse problems	5
Informed reversible jump algorithms	5
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency	5
On density estimation at a fixed point under local differential privacy	5
Detecting structural breaks in eigensystems of functional time series	5
The curved exponential family of a staged tree	5
Bootstrap estimators for the tail-index and for the count statistics of graphex processes	5
Two-sample inference for sparse functional data	5
Estimation of cluster functionals for regularly varying time series: sliding blocks estimators	5
Change-point detection based on weighted two-sample U-statistics	5
Statistical inference on the Hilbert sphere with application to random densities	5
Nonparametric and high-dimensional functional graphical models	5
Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes	5
A justification of conditional confidence intervals	5
Bayesian inference for high-dimensional decomposable graphs	4
Normal approximation and confidence region of singular subspaces	4
Asymptotic normality of simultaneous estimators of cyclic long-memory processes	4
Distribution-free conditional median inference	4
Uncertainty quantification for principal component regression	4
Estimation of the variance matrix in bivariate classical measurement error models	4
A robust bootstrap change point test for high-dimensional location parameter	4
Informative goodness-of-fit for multivariate distributions	4
Random weighting in LASSO regression	4
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms	4
Estimation of partially conditional average treatment effect by double kernel-covariate balancing	4
Sparse random tensors: Concentration, regularization and applications	4
Recursive max-linear models with propagating noise	4
Estimating multi-index models with response-conditional least squares	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
Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator	4
Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic	4
Convergence rates for Bayesian estimation and testing in monotone regression	4
Inference and model selection in general causal time series with exogenous covariates	4
Density estimation on an unknown submanifold	4
Estimation of surface area	4
Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error	3
Adaptive estimation for some nonparametric instrumental variable models with full independence	3
Exact inference for a class of hidden Markov models on general state spaces	3
Linking physics and spatial statistics: A new family of Boltzmann-Gibbs random fields	3
Principal regression for high dimensional covariance matrices	3
Sparse networks with core-periphery structure	3
Concentration study of M-estimators using the influence function	3
A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions	3
Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression	3
Inference on the change point under a high dimensional sparse mean shift	3
Motif-based tests for bipartite networks	3
Design and analysis of bipartite experiments under a linear exposure-response model	3
On parameter estimation of the hidden Gaussian process in perturbed SDE.	3
Empirical Bayes cumulative ℓ-value multiple testing procedure for sparse sequences	3
Optimal estimation of the supremum and occupation times of a self-similar Lévy process	3
Modeling spatial tail dependence with Cauchy convolution processes	3
Fréchet single index models for object response regression	3
Two-sample test for equal distributions in separate metric space: New maximum mean discrepancy based approaches	3
Markov random geometric graph, MRGG: A growth model for temporal dynamic networks	3
Designing truncated priors for direct and inverse Bayesian problems	3
Concurrent object regression	3
A functional central limit theorem for the empirical Ripley’s K-function	3
Finite sample theory for high-dimensional functional/scalar time series with applications	3
Time-varying auto-regressive models for count time-series	3
Strongly universally consistent nonparametric regression and classification with privatised data	3
Continuous-discrete smoothing of diffusions	3
Optimal nonparametric change point analysis	3
Modelling time-varying first and second-order structure of time series via wavelets and differencing	3
A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models	3
Regularized high dimension low tubal-rank tensor regression	3
On the Bernstein-von Mises theorem for the Dirichlet process	3
Posterior asymptotics in Wasserstein metrics on the real line	3
Functional estimation of anisotropic covariance and autocovariance operators on the sphere	3
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis	2
Selective inference for clustering with unknown variance	2
Using the accelerated failure time model to analyze current status data with misclassified covariates	2
Double fused Lasso regularized regression with both matrix and vector valued predictors	2
Minimax optimal conditional density estimation under total variation smoothness	2
Measurability of functionals and of ideal point forecasts	2
Random forest estimation of conditional distribution functions and conditional quantiles	2
Improved estimators for semi-supervised high-dimensional regression model	2
Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring	2
Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series	2
Precision matrix estimation under the horseshoe-like prior–penalty dual	2
Tests for high-dimensional single-index models	2
Testing the simplifying assumption in high-dimensional vine copulas	2
Lasso in infinite dimension: application to variable selection in functional multivariate linear regression	2
Tail inference using extreme U-statistics	2
Optimal detection of the feature matching map in presence of noise and outliers	2
Learning sparse conditional distribution: An efficient kernel-based approach	2
Robust consistent estimators for ROC curves with covariates	2
General-order observation-driven models: Ergodicity and consistency of the maximum likelihood estimator	2
Training-conditional coverage for distribution-free predictive inference	2
Censored count data regression with missing censoring information	2
Likelihood-based inference for exponential-family random graph models via linear programming	2
On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions	2
Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type	2
Stochastic optimization with momentum: Convergence, fluctuations, and traps avoidance	2
Non asymptotic controls on a recursive superquantile approximation	2
Nonparametric regression in nonstandard spaces	2
Finite space Kantorovich problem with an MCMC of table moves	2
Tempered positive Linnik processes and their representations	2
Least sum of squares of trimmed residuals regression	2
On the estimation of latent distances using graph distances	2
Augmented direct learning for conditional average treatment effect estimation with double robustness	2
Local false discovery rate based methods for multiple testing of one-way classified hypotheses	2
De-noising analysis of noisy data under mixed graphical models	2
Test for homogeneity with unordered paired observations	2
Testing marginal symmetry of digital noise images through the perimeter of excursion sets	2
Sufficient dimension reduction for survival data analysis with error-prone variables	2
Estimating individualized treatment rules for treatments with hierarchical structure	2
Robust and efficient mean estimation: an approach based on the properties of self-normalized sums	2
Minimax bounds for estimating multivariate Gaussian location mixtures	2

Tensor factorization recommender systems with dependency	2
Testing axial symmetry by means of directional regression quantiles	2
A distribution free test for changes in the trend function of locally stationary processes	2
Estimation of multivariate generalized gamma convolutions through Laguerre expansions.	2
Density deconvolution with non–standard error distributions: Rates of convergence and adaptive estimation	2
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology	2
Powerful multiple testing of paired null hypotheses using a latent graph model	2
Post-selection inference for e-value based confidence intervals	2
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series	2
Tuning parameter calibration for personalized prediction in medicine	2
Optimal function-on-scalar regression over complex domains	2
Estimating covariance and precision matrices along subspaces	2
Geometric ergodicity of Gibbs samplers for the Horseshoe and its regularized variants	2
Learning the smoothness of noisy curves with application to online curve estimation	2
Functional principal subspace sampling for large scale functional data analysis	2
Sparse regression for extreme values	2
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend	2
Statistical learning from biased training samples	2
Estimation of a density using an improved surrogate model	2
Asymptotic normality of Gini correlation in high dimension with applications to the K-sample problem	2
Generalized Rescaled Pólya urn and its statistical application	2
Discrete mixture representations of parametric distribution families: Geometry and statistics	2
Trimmed extreme value estimators for censored heavy-tailed data	2
Spectral cut-off regularisation for density estimation under multiplicative measurement errors	2
Estimation and inference of time-varying auto-covariance under complex trend: A difference-based approach	2
Improved convergence guarantees for learning Gaussian mixture models by EM and gradient EM	2
Two-sample tests for high-dimensional covariance matrices using both difference and ratio	2
Spectrally-truncated kernel ridge regression and its free lunch	2
Block Gibbs samplers for logistic mixed models: Convergence properties and a comparison with full Gibbs samplers	2
Consistent regression using data-dependent coverings	2
Optimal multiple change-point detection for high-dimensional data	2
Robust deep neural network estimation for multi-dimensional functional data	2
Divide-and-conquer Bayesian inference in hidden Markov models	2
Classification by sparse generalized additive models	1
Asymptotic normality of robust M-estimators with convex penalty	1
Optimal inference with a multidimensional multiscale statistic	1
Concentration inequalities for non-causal random fields	1
Intrinsic and extrinsic deep learning on manifolds	1
Double data piling leads to perfect classification	1
Limit theorems for non-degenerate U-statistics of block maxima for time series	1
Regularizing double machine learning in partially linear endogenous models	1
CDPA: Common and distinctive pattern analysis between high-dimensional datasets	1
Geometric insights into support vector machine behavior using the KKT conditions	1
Tight risk bound for high dimensional time series completion	1
The ensemble conditional variance estimator for sufficient dimension reduction	1
Noncausal counting processes: A queuing perspective	1
Quantification of the weight of fingerprint evidence using a ROC-based Approximate Bayesian Computation algorithm for model selection	1
Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models	1
Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model	1
Risk of estimators for Sobol’ sensitivity indices based on metamodels	1
Estimation of conditional mean operator under the bandable covariance structure	1
Scalable logistic regression with crossed random effects	1
Sparse and smooth: Improved guarantees for spectral clustering in the dynamic stochastic block model	1
Strong invariance principles for ergodic Markov processes	1
Score-matching representative approach for big data analysis with generalized linear models	1
Optional Pólya trees: Posterior rates and uncertainty quantification	1
Simultaneous confidence intervals for ranks using the partitioning principle	1
Construction of maximin L1-distance Latin hypercube designs	1
On discrete priors and sparse minimax optimal predictive densities	1
Online multiple testing with super-uniformity reward	1
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators	1
A penalised bootstrap estimation procedure for the explained Gini coefficient	1
Copula-like inference for discrete bivariate distributions with rectangular supports	1
Additive regression for predictors of various natures and possibly incomplete Hilbertian responses	1
Multivariate isotropic random fields on spheres: Nonparametric Bayesian modeling and Lp fast approximations	1
Inference for high-dimensional varying-coefficient quantile regression	1
Solution manifold and its statistical applications	1
A general framework for tensor screening through smoothing	1
Sequential change point test in the presence of outliers: the density power divergence based approach	1
Nonparametric inference under a monotone hazard ratio order	1
Turning the information-sharing dial: Efficient inference from different data sources	1
Limit theorems for entropic optimal transport maps and Sinkhorn divergence	1
A convex approach to optimum design of experiments with correlated observations	1
Kernel regression analysis of tie-breaker designs	1
LASSO risk and phase transition under dependence	1
Estimation of the global mode of a density: Minimaxity, adaptation, and computational complexity	1
Statistical inference for the slope parameter in functional linear regression	1
On sufficient variable screening using log odds ratio filter	1
Multiclass classification for multidimensional functional data through deep neural networks	1
Minimax bounds for Besov classes in density estimation	1
Symmetries in directed Gaussian graphical models	1
Consistency of a range of penalised cost approaches for detecting multiple changepoints	1
Casting vector time series: algorithms for forecasting, imputation, and signal extraction	1
Discrepancy-based inference for intractable generative models using Quasi-Monte Carlo	1
Multi-sample comparison using spatial signs for infinite dimensional data	1
Simple sufficient condition for inadmissibility of Moran’s single-split test	1
Cointegration in high frequency data	1
Conditioning Efron’s biased coin design to ensure final balance	1
Selective inference for latent block models	1
On the nonparametric inference of coefficients of self-exciting jump-diffusion	1
Efficient sampling from the PKBD distribution	1
Maximum pairwise Bayes factors for covariance structure testing	1
Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: A Wiener chaos approach	1
Surprise sampling: Improving and extending the local case-control sampling	1
Statistical inference for normal mixtures with unknown number of components	1