Electronic Journal of Statistics

Papers
(The median citation count of Electronic Journal of Statistics is 1. 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 2021-09-01 to 2025-09-01.)
ArticleCitations
Spectrum inference for replicated spatial locally time-harmonizable time series68
Optimal weighting for linear inverse problems26
Phase transition in noisy high-dimensional random geometric graphs24
Wilcoxon-Mann-Whitney statistics in randomized trials with non-compliance23
Pathwise least-squares estimator for linear SPDEs with additive fractional noise22
Regularized high dimension low tubal-rank tensor regression21
Kernel machines with missing covariates21
Species abundance distribution and species accumulation curve: a general framework and results16
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models13
Post-selection inference for e-value based confidence intervals12
On the notion of polynomial reach: A statistical application12
Tempered positive Linnik processes and their representations11
Stochastic online convex optimization. Application to probabilistic time series forecasting11
Testing linear operator constraints in functional response regression with incomplete response functions10
A supervised deep learning method for nonparametric density estimation10
Bootstrapping exchangeable random graphs9
Nonparametric regression in nonstandard spaces9
Decompositions of the mean continuous ranked probability score9
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions8
Selective inference for clustering with unknown variance8
Efficient density estimation in an AR(1) model7
A general framework for tensor screening through smoothing7
Penalized nonparametric likelihood-based inference for current status data model7
Gaussian random fields on the product of spheres: Theory and applications7
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators7
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination6
Nonparametric estimation of the incubation time distribution6
Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models6
Integrated empirical measures and generalizations of classical goodness-of-fit statistics6
Simple sufficient condition for inadmissibility of Moran’s single-split test6
Transform-scaled process priors for trait allocations in Bayesian nonparametrics6
Functional estimation of anisotropic covariance and autocovariance operators on the sphere6
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series6
A new framework for Bayesian function registration6
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis6
Space-time integer-valued ARMA modelling for time series of counts6
Consistency of a range of penalised cost approaches for detecting multiple changepoints6
Testing subspace restrictions in the presence of high dimensional nuisance parameters6
Tail-adaptive Bayesian shrinkage6
On the nonparametric inference of coefficients of self-exciting jump-diffusion6
Estimating the proportion of signal variables under arbitrary covariance dependence5
Likelihood-based inference for exponential-family random graph models via linear programming5
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression5
On mixing rates for Bayesian CART5
The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data5
Minimax Analysis for Inverse Risk in Nonparametric Planer Invertible Regression5
Selective inference using randomized group lasso estimators for general models5
Scalable logistic regression with crossed random effects5
High-frequency volatility estimation and forecasting with a novel Bayesian LGI model5
Resistant convex clustering: How does the fusion penalty enhance resistance?5
Hoeffding-type decomposition for U-statistics on bipartite networks5
Adaptive procedures for directional false discovery rate control5
Rank determination in tensor factor model5
Road traffic estimation and distribution-based route selection5
Importance sampling-based gradient method for dimension reduction in Poisson log-normal model5
Corrigendum to “Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions”5
Analysis of the rate of convergence of two regression estimates defined by neural features which are easy to implement4
Nonparametric estimation of the expected discounted penalty function in the compound Poisson model4
Bayesian regression analysis of panel count data under frailty nonhomogeneous Poisson process model with an unknown frailty distribution4
Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis4
Deep learning for regression analysis of interval-censored data4
Corrigendum to “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend4
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes4
Estimating causal effects with hidden confounding using instrumental variables and environments4
Transportation-based functional ANOVA and PCA for covariance operators4
A unified analysis of regression adjustment in randomized experiments4
Computationally efficient inference for latent position network models4
Multi-label residual weighted learning for individualized combination treatment rule4
A new class of tests for convex-ordered families based on expected order statistics4
Renewable Huber estimation method for streaming datasets4
Mixture of segmentation for heterogeneous functional data4
Sparse and smooth: Improved guarantees for spectral clustering in the dynamic stochastic block model3
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology3
Multi-sample comparison using spatial signs for infinite dimensional data3
Semi-supervised multiple testing3
Statistical inference for the slope parameter in functional linear regression3
Estimation of partially conditional average treatment effect by double kernel-covariate balancing3
Regression in tensor product spaces by the method of sieves3
Classification by sparse generalized additive models3
Inference and model selection in general causal time series with exogenous covariates3
FDP control in mass-univariate linear models using the residual bootstrap3
Convergence rates of deep ReLU networks for multiclass classification3
Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions3
Nonparametric inference under a monotone hazard ratio order3
Sufficient variable screening with high-dimensional controls3
Reweighted nonparametric likelihood inference for linear functionals3
Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: A Wiener chaos approach3
Asymptotic properties of the maximum likelihood estimator for hidden Markov models indexed by binary trees3
Multiple comparison procedures for simultaneous inference in functional MANOVA3
Location- and scale-free procedures for distinguishing between distribution tail models3
Random forest estimation of conditional distribution functions and conditional quantiles3
Testing the simplifying assumption in high-dimensional vine copulas3
Simultaneous factors selection and fusion of their levels in penalized logistic regression3
Dimension independent excess risk by stochastic gradient descent3
Revisiting consistency of a recursive estimator of mixing distributions3
Multiplicative deconvolution under unknown error distribution3
Construction of maximin L1-distance Latin hypercube designs3
On the choice of the splitting ratio for the split likelihood ratio test3
Multiclass classification for multidimensional functional data through deep neural networks3
Localization in 1D non-parametric latent space models from pairwise affinities3
Minimax confidence intervals for the Sliced Wasserstein distance2
Differentially private Kolmogorov-Smirnov-type tests2
A new set of tools for goodness-of-fit validation2
A distance metric-based space-filling subsampling method for nonparametric models2
Differentially private multivariate statistics with an application to contingency table analysis2
Semiparametric empirical likelihood inference with estimating equations under density ratio models2
Score function-based tests for ultrahigh-dimensional linear models2
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity2
Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes2
Unbiased test error estimation in the Poisson means problem via coupled bootstrap techniques2
Bayesian semiparametric modelling of phase-varying point processes2
Collective proposal distributions for nonlinear MCMC samplers: Mean-field theory and fast implementation2
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection2
On a multivariate copula-based dependence measure and its estimation2
Stacked Grenander and rearrangement estimators of a discrete distribution2
Reconstruction of line-embeddings of graphons2
Motif-based tests for bipartite networks2
Parametric convergence rate of some nonparametric estimators in mixtures of power series distributions2
A convex approach to optimum design of experiments with correlated observations2
Local false discovery rate based methods for multiple testing of one-way classified hypotheses2
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms2
A functional central limit theorem for the K-function with an estimated intensity function2
Strong identifiability and parameter learning in regression with heterogeneous response2
Direct covariance matrix estimation with compositional data2
Concentration study of M-estimators using the influence function2
Reproducible parameter inference using bagged posteriors2
Spectral norm posterior contraction in Bayesian sparse spiked covariance matrix model2
A note on estimating the dimension from a random geometric graph2
Convergence properties of data augmentation algorithms for high-dimensional robit regression2
Benign overfitting of non-sparse high-dimensional linear regression with correlated noise2
Optimal function-on-scalar regression over complex domains2
Semi-parametric Bernstein-von Mises theorem in linear inverse problems2
Statistical inference on the Hilbert sphere with application to random densities2
Minimax estimation of partially-observed vector autoregressions2
High dimensional regression with many nuisance parameters: Both cases of specified and unspecified parameters of interest2
Random permutations generated by delay models and estimation of delay distributions2
Robust estimation for functional logistic regression models2
Analytical and statistical properties of local depth functions motivated by clustering applications2
Change-point inference for high-dimensional heteroscedastic data2
High-dimensional functional graphical model structure learning via neighborhood selection approach2
Projection-posterior for variable selection: Weak limit and coverage2
General model-free weighted envelope estimation2
Tail inference using extreme U-statistics2
Covariance constraints for stochastic inverse problems of computer models2
Off-the-grid prediction and testing for linear combination of translated features2
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models2
Empirical Bayes inference in sparse high-dimensional generalized linear models2
Copula-like inference for discrete bivariate distributions with rectangular supports2
Single-index mixture cure model under monotonicity constraints2
Adaptive nonparametric estimation in the functional linear model with functional output2
Binary classification with corrupted labels2
Covariate-informed reconstruction of partially observed functional data via factor models2
Online inference in high-dimensional generalized linear models with streaming data2
Wasserstein-Fréchet integration of conditional distributions1
Robust estimation under a semiparametric propensity model for nonignorable missing data1
Structural mean models for instrumented difference-in-differences1
Generating knockoffs via conditional independence1
Clustered Archimax copulas1
Low-rank regularization in two-sided matrix regression1
Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models1
Nonparametric regression for current status censored response1
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency1
Fractionally integrated curve time series with cointegration1
Power of weighted test statistics for structural change in time series1
Optimal convergence rates of deep neural networks in a classification setting1
smoothEM: A new approach for the simultaneous assessment of smooth patterns and spikes1
Fast and optimal inference for change points in piecewise polynomials via differencing1
Kernel regression analysis of tie-breaker designs1
Multivariate tie-breaker designs1
Intrinsic and extrinsic deep learning on manifolds1
Robust propensity score weighting estimation under missing at random1
Merging sequential e-values via martingales1
Multiple regression for matrix and vector predictors: Models, theory, algorithms, and beyond1
Sparse and integrative principal component analysis for multiview data1
Adaptive warped kernel estimation for nonparametric regression with circular responses1
Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting1
Intuitive joint priors for Bayesian linear multilevel models: The R2D2M2 prior1
Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type1
Subsampling-based modified Bayesian information criterion for large-scale stochastic block models1
Assessing the estimation of nearly singular covariance matrices for modeling spatial variables1
Regression analysis of semiparametric Cox-Aalen transformation models with partly interval-censored data1
Nonparametric linear feature learning in regression through regularisation1
Fast robust kernel regression through sign gradient descent with early stopping1
Testing for the network small-world property1
Concentration inequalities for non-causal random fields1
Two-step mixed-type multivariate Bayesian sparse variable selection with shrinkage priors1
Characterizing the minimax rate of nonparametric regression under bounded star-shaped constraints1
Multivariate strong invariance principles in Markov chain Monte Carlo1
Information-theoretic limits for testing community structures in weighted networks1
Least sum of squares of trimmed residuals regression1
A bipartite ranking approach to the two-sample problem1
Minimax optimal conditional density estimation under total variation smoothness1
An asymptotic study of the joint maximum likelihood estimation of the regularity and the amplitude parameters of a periodized Matérn model1
On a semiparametric estimation method for AFT mixture cure models1
Nonparametric regression for locally stationary functional time series1
Markov random geometric graph, MRGG: A growth model for temporal dynamic networks1
Approximate Bayesian computation using the Fourier integral theorem1
Sparse-limit approximation for t-statistics1
Maximum profile binomial likelihood estimation for the semiparametric Box–Cox power transformation model1
Asymptotic confidence intervals for extreme quantiles in a maximum domain of attraction1
LAMN property for multivariate inhomogeneous diffusions with discrete observations1
Score-matching representative approach for big data analysis with generalized linear models1
Sieve estimation of semiparametric accelerated mean models with panel count data1
Estimating individualized treatment rules for treatments with hierarchical structure1
Rates of convergence for random forests via generalized U-statistics1
Statistical inference for normal mixtures with unknown number of components1
Asymptotic normality of simultaneous estimators of cyclic long-memory processes1
Semi-supervised empirical risk minimization: Using unlabeled data to improve prediction1
Deconvolution of spherical data corrupted with unknown noise1
An analysis of precision in estimation with the stochastic EM algorithm1
Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation1
Sufficient dimension reduction for survival data analysis with error-prone variables1
Optimal detection of the feature matching map in presence of noise and outliers1
Large-sample properties of non-stationary source separation for Gaussian signals1
Modified wavelet variation for the Hermite processes1
Smooth bootstrapping of copula functionals1
Model selection and inference for estimation of causal parameters1
Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge1
Convergence rates for estimating multivariate scale mixtures of uniform densities1
Turning the information-sharing dial: Efficient inference from different data sources1
Path-dependent parametric decompositions in Ising models1
Modelling time-varying first and second-order structure of time series via wavelets and differencing1
Exponential family trend filtering on lattices1
Asymptotic normality of Gini correlation in high dimension with applications to the K-sample problem1
On the power of conditional independence testing under model-X1
Constructing confidence intervals for the signals in sparse phase retrieval1
Estimation of high-dimensional change-points under a group sparsity structure1
Efficient sampling from the PKBD distribution1
Subgroup analysis of high dimensional survival data based on penalized fusion and model averaging1
Bayesian inference and prediction for mean-mixtures of normal distributions1
Two-sample and change-point inference for non-Euclidean valued time series1
Multivariate weighted empirical likelihood MLE for the Cox model with various types of censored data1
Nonparametric and high-dimensional functional graphical models1
Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression1
Design and analysis of bipartite experiments under a linear exposure-response model1
Limit theorems for entropic optimal transport maps and Sinkhorn divergence1
Generalized Bayesian likelihood-free inference1
On dependent Dirichlet processes for general Polish spaces1
Estimating the conditional distribution in functional regression problems1
Monitoring time series with short detection delay1
Discrepancy-based inference for intractable generative models using Quasi-Monte Carlo1
Optimal L2-approximation of occupation and local times for symmetric stable processes1
Likelihood-free frequentist inference: bridging classical statistics and machine learning for reliable simulator-based inference1
Efficient surrogate-assisted inference for patient-reported outcome measures with complex missing mechanism1
On a general class of functionals: Statistical inference and application to risk measures1
Online multiple testing with super-uniformity reward1
A penalised bootstrap estimation procedure for the explained Gini coefficient1
Extending the generalized Wendland covariance model1
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