Electronic Journal of Statistics

Article	Citations
Concentration inequalities for non-causal random fields	39
On sufficient variable screening using log odds ratio filter	18
Sparse and smooth: Improved guarantees for spectral clustering in the dynamic stochastic block model	16
Sparse-limit approximation for t-statistics	16
Constructing confidence intervals for the signals in sparse phase retrieval	16
Nonparametric regression in nonstandard spaces	14
Mixed moving average field guided learning for spatio-temporal data	14
Uniform estimation in stochastic block models is slow	14
Regularized high dimension low tubal-rank tensor regression	10
Post-selection inference for e-value based confidence intervals	8
Envelopes and principal component regression	8
Divide-and-conquer Bayesian inference in hidden Markov models	8
Improved estimation in tensor regression with multiple change-points	8
Estimation of conditional mean operator under the bandable covariance structure	7
Asymptotic normality of robust M-estimators with convex penalty	7
Minimal σ-field for flexible sufficient dimension reduction	7
Estimation of the global mode of a density: Minimaxity, adaptation, and computational complexity	6
Wilcoxon-Mann-Whitney statistics in randomized trials with non-compliance	6
A convex-nonconvex strategy for grouped variable selection	6
Stochastic online convex optimization. Application to probabilistic time series forecasting	5
Smooth bootstrapping of copula functionals	5
Optimal multiple change-point detection for high-dimensional data	5
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology	5
Depth level set estimation and associated risk measures	5
Limit theorems for entropic optimal transport maps and Sinkhorn divergence	5

Efficient sampling from the PKBD distribution	5
On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions	5
Species abundance distribution and species accumulation curve: a general framework and results	5
Regression in tensor product spaces by the method of sieves	4
Phase transition in noisy high-dimensional random geometric graphs	4
Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data	4
A functional nonlinear mixed effects modeling framework for longitudinal functional responses	4
Kernel machines with missing covariates	4
Flexible inference of optimal individualized treatment strategy in covariate adjusted randomization with multiple covariates	4
Scalable Bayesian computation for crossed and nested hierarchical models	4
Isotonic regression for elicitable functionals and their Bayes risk	4
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models	4
Semi-supervised multiple testing	4
Optimal convergence rates of deep neural networks in a classification setting	4
Tempered positive Linnik processes and their representations	4
On the notion of polynomial reach: A statistical application	3
Covariance discriminative power of kernel clustering methods	3
LAMN property for multivariate inhomogeneous diffusions with discrete observations	3
Multiple regression for matrix and vector predictors: Models, theory, algorithms, and beyond	3
Estimating the number of communities by spectral methods	3
Rates of convergence for random forests via generalized U-statistics	3
Bootstrapping exchangeable random graphs	3
Merging sequential e-values via martingales	3
Regression analysis of partially linear transformed mean residual life models	3
Pathwise least-squares estimator for linear SPDEs with additive fractional noise	3
Testing linear operator constraints in functional response regression with incomplete response functions	3
On the choice of the splitting ratio for the split likelihood ratio test	3
Selective inference for clustering with unknown variance	3
Statistical inference for normal mixtures with unknown number of components	3
Simultaneous factors selection and fusion of their levels in penalized logistic regression	3
A supervised deep learning method for nonparametric density estimation	3
Optimal weighting for linear inverse problems	3
Markov random geometric graph, MRGG: A growth model for temporal dynamic networks	3
Spectrum inference for replicated spatial locally time-harmonizable time series	3
Modelling time-varying first and second-order structure of time series via wavelets and differencing	3
Nonparametric inference under a monotone hazard ratio order	3
Estimating the limiting shape of bivariate scaled sample clouds: With additional benefits of self-consistent inference for existing extremal dependence properties	3
Learning the smoothness of noisy curves with application to online curve estimation	3
Nonparametric regression for locally stationary functional time series	3
Fréchet single index models for object response regression	3
Subgroup analysis of high dimensional survival data based on penalized fusion and model averaging	3
Score-matching representative approach for big data analysis with generalized linear models	2
Kernel regression analysis of tie-breaker designs	2
Fitted value shrinkage	2
A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions	2
Deconvolution of spherical data corrupted with unknown noise	2
Online multiple testing with super-uniformity reward	2
A principled stopping rule for importance sampling	2
Prediction in measurement error models	2
Gaussian random fields on the product of spheres: Theory and applications	2

Directional testing for high dimensional multivariate normal distributions	2
Low-rank regularization in two-sided matrix regression	2
Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies	2
Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: A Wiener chaos approach	2
Efficient change point detection and estimation in high-dimensional correlation matrices	2
Finite sample smeariness of Fréchet means with application to climate	2
Bayesian inference and prediction for mean-mixtures of normal distributions	2
Pretest estimation in combining probability and non-probability samples	2
Finite sample theory for high-dimensional functional/scalar time series with applications	2
Bootstrapping networks with latent space structure	2
Tensor factorization recommender systems with dependency	2
Reweighting samples under covariate shift using a Wasserstein distance criterion	2
Statistical inference for the slope parameter in functional linear regression	2
Fast robust kernel regression through sign gradient descent with early stopping	2
Consistency of a range of penalised cost approaches for detecting multiple changepoints	2
Stein’s method of moments for truncated multivariate distributions	2
Decompositions of the mean continuous ranked probability score	2
Multiplicative deconvolution under unknown error distribution	2
Multivariate tie-breaker designs	2
Regenerative bootstrap for β-null recurrent Markov chains	2
De-noising analysis of noisy data under mixed graphical models	2
Penalized nonparametric likelihood-based inference for current status data model	2
Revisiting consistency of a recursive estimator of mixing distributions	2
Space-time integer-valued ARMA modelling for time series of counts	2
A functional central limit theorem for the empirical Ripley’s K-function	2
Training-conditional coverage for distribution-free predictive inference	2
Optimal detection of the feature matching map in presence of noise and outliers	2
LASSO risk and phase transition under dependence	2
Efficient density estimation in an AR(1) model	2
Varying coefficient linear discriminant analysis for dynamic data	1
Conditional independence testing for discrete distributions: Beyond χ2- and G-tests	1
Maximum profile binomial likelihood estimation for the semiparametric Box–Cox power transformation model	1
Likelihood-free frequentist inference: bridging classical statistics and machine learning for reliable simulator-based inference	1
Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces	1
FDP control in mass-univariate linear models using the residual bootstrap	1
Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting	1
Point forecasting and forecast evaluation with generalized Huber loss	1
Reweighted nonparametric likelihood inference for linear functionals	1
Quantile regression by dyadic CART	1
Multiclass classification for multidimensional functional data through deep neural networks	1
Improved estimators for semi-supervised high-dimensional regression model	1
Nested covariance functions on graphs with Euclidean edges cross time	1
Modeling sparsity with super heavy-tailed priors	1
Optional Pólya trees: Posterior rates and uncertainty quantification	1
Symmetries in directed Gaussian graphical models	1
Robust consistent estimators for ROC curves with covariates	1
Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes	1
Generalized Rescaled Pólya urn and its statistical application	1
Consistency of maximum likelihood for continuous-space network models I	1
A general framework for tensor screening through smoothing	1
The EAS approach to variable selection for multivariate response data in high-dimensional settings	1
Space-time covariance models on networks	1
Adaptive randomization in network data	1
Functional estimation of anisotropic covariance and autocovariance operators on the sphere	1
Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models	1
Parameter inference for hypo-elliptic diffusions under a weak design condition	1
Space partitioning and regression maxima seeking via a mean-shift-inspired algorithm	1
Nonparametric estimation of the incubation time distribution	1
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions	1
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators	1
Structure learning via unstructured kernel-based M-estimation	1
Assessing the estimation of nearly singular covariance matrices for modeling spatial variables	1
Dimension independent excess risk by stochastic gradient descent	1
Estimation of partially conditional average treatment effect by double kernel-covariate balancing	1
Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions	1
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination	1
Harmonizable fractional stable motion: Asymptotically normal estimators for both parameters	1
Location- and scale-free procedures for distinguishing between distribution tail models	1
Construction of maximin L1-distance Latin hypercube designs	1
Robust improvement of efficiency using information on covariate distribution	1
Motif-based tests for bipartite networks	1
Sieve estimation of semiparametric accelerated mean models with panel count data	1
Two-step mixed-type multivariate Bayesian sparse variable selection with shrinkage priors	1
Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type	1
Limit theorems for non-degenerate U-statistics of block maxima for time series	1
On the nonparametric inference of coefficients of self-exciting jump-diffusion	1
Estimating the conditional distribution in functional regression problems	1
Copula-like inference for discrete bivariate distributions with rectangular supports	1
Sufficient variable screening with high-dimensional controls	1
Auxiliary MCMC samplers for parallelisable inference in high-dimensional latent dynamical systems	1

Nonparametric and high-dimensional functional graphical models	1
A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression	1
The curved exponential family of a staged tree	1
Testing the simplifying assumption in high-dimensional vine copulas	1
Spatio-temporal point process intensity estimation using zero-deflated subsampling applied to a lightning strikes dataset in France	1
A convenient infinite dimensional framework for generative adversarial learning	1
Classification by sparse generalized additive models	1
Design and analysis of bipartite experiments under a linear exposure-response model	1
Intrinsic and extrinsic deep learning on manifolds	1
Multi-sample comparison using spatial signs for infinite dimensional data	1
Covariance estimation under missing observations and L4−L2 moment equivalence	1
Robust sieve M-estimation with an application to dimensionality reduction	1
Model averaging: A shrinkage perspective	1
Improving estimation efficiency for two-phase, outcome-dependent sampling studies	1
The ensemble conditional variance estimator for sufficient dimension reduction	1
What makes you unique?	0
Noise inference for ergodic Lévy driven SDE	0
Estimating individualized treatment rules for treatments with hierarchical structure	0
Estimating causal effects with hidden confounding using instrumental variables and environments	0
Preprocessing noisy functional data: A multivariate perspective	0
Online inference in high-dimensional generalized linear models with streaming data	0
Corrigendum to “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”	0
On variance estimation of random forests with Infinite-order U-statistics	0
Nonparametric estimation of the expected discounted penalty function in the compound Poisson model	0
Measurability of functionals and of ideal point forecasts	0
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend	0
Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes	0
Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations	0
Bounds in L1 Wasserstein distance on the normal approximation of general M-estimators	0
About the optimal estimation of a density with infinite support under Hellinger loss	0
Optimal L2-approximation of occupation and local times for symmetric stable processes	0
Asymptotic normality of Gini correlation in high dimension with applications to the K-sample problem	0
Non-parametric manifold learning	0
Change-point detection based on weighted two-sample U-statistics	0
Bayesian regression analysis of panel count data under frailty nonhomogeneous Poisson process model with an unknown frailty distribution	0
Analytical and statistical properties of local depth functions motivated by clustering applications	0
Convergence properties of data augmentation algorithms for high-dimensional robit regression	0
Exponential family trend filtering on lattices	0
Concentration study of M-estimators using the influence function	0
Conditional empirical copula processes and generalized measures of association	0
Uniform confidence band for optimal transport map on one-dimensional data	0
A unified analysis of regression adjustment in randomized experiments	0
Modeling spatial tail dependence with Cauchy convolution processes	0
Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis	0
Characterizations of non-normalized discrete probability distributions and their application in statistics	0
Disintegration of Gaussian measures for sequential assimilation of linear operator data	0
Bayesian semiparametric modelling of phase-varying point processes	0
Structural mean models for instrumented difference-in-differences	0
On nonparametric estimation for cross-sectional sampled data under stationarity	0
On dependent Dirichlet processes for general Polish spaces	0
Designing experiments toward shrinkage estimation	0
Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models	0
Estimation of the Hurst parameter from continuous noisy data	0
Spectral norm posterior contraction in Bayesian sparse spiked covariance matrix model	0
Off-the-grid prediction and testing for linear combination of translated features	0
Semi-parametric inference for large-scale data with temporally dependent noise	0
Precision matrix estimation under the horseshoe-like prior–penalty dual	0
Mixture of segmentation for heterogeneous functional data	0
Semi-supervised empirical risk minimization: Using unlabeled data to improve prediction	0
Robust estimation under a semiparametric propensity model for nonignorable missing data	0
Sequential change point detection in high dimensional time series	0
On forward sufficient dimension reduction for categorical and ordinal responses	0
Penalized estimation of threshold auto-regressive models with many components and thresholds	0
Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process	0
Local false discovery rate based methods for multiple testing of one-way classified hypotheses	0
General model-free weighted envelope estimation	0
Quantiles and depth for directional data from elliptically and skew-rotationally symmetric distributions	0
Inference and model selection in general causal time series with exogenous covariates	0
Selecting strong orthogonal arrays by linear allowable level permutations	0
Empirical Bayes inference in sparse high-dimensional generalized linear models	0
Deviance matrix factorization	0
Computationally efficient inference for latent position network models	0
Convergence rates of deep ReLU networks for multiclass classification	0
Sufficient dimension reduction for survival data analysis with error-prone variables	0
Novel network trimming for robust vertex nomination in contaminated networks	0
Augmented direct learning for conditional average treatment effect estimation with double robustness	0
High-dimensional functional graphical model structure learning via neighborhood selection approach	0
Intuitive joint priors for Bayesian linear multilevel models: The R2D2M2 prior	0
Subsampling-based modified Bayesian information criterion for large-scale stochastic block models	0
Multi-label residual weighted learning for individualized combination treatment rule	0
Score function-based tests for ultrahigh-dimensional linear models	0
A (tight) upper bound for the length of confidence intervals with conditional coverage	0
Adaptive warped kernel estimation for nonparametric regression with circular responses	0
Monte Carlo Markov chains constrained on graphs for a target with disconnected support	0
Equivariant variance estimation for multiple change-point model	0
A robust bootstrap change point test for high-dimensional location parameter	0
A new parameterization for elliptically symmetric angular Gaussian distributions of arbitrary dimension	0
Functional principal subspace sampling for large scale functional data analysis	0
Manifold energy two-sample test	0
Multivariate strong invariance principles in Markov chain Monte Carlo	0
Localising change points in piecewise polynomials of general degrees	0
Tail inference using extreme U-statistics	0
Estimation of the variance matrix in bivariate classical measurement error models	0
Direct covariance matrix estimation with compositional data	0
Tests for high-dimensional single-index models	0