OOIR: Observatory of International Research

Papers

(The TQCC of Electronic Journal of Statistics is 3. 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 2022-01-01 to 2026-01-01.)

Article	Citations
Species abundance distribution and species accumulation curve: a general framework and results	83
Pathwise least-squares estimator for linear SPDEs with additive fractional noise	32
Wilcoxon-Mann-Whitney statistics in randomized trials with non-compliance	25
Optimal weighting for linear inverse problems	25
Kernel machines with missing covariates	24
Phase transition in noisy high-dimensional random geometric graphs	22
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models	22
On the notion of polynomial reach: A statistical application	18
Selective inference for clustering with unknown variance	16
Confidence sets in a sparse stochastic block model with two communities of unknown sizes	13
Testing linear operator constraints in functional response regression with incomplete response functions	13
Tempered positive Linnik processes and their representations	12
Adjusting inverse regression for predictors with clustered distribution	12
Nonparametric regression in nonstandard spaces	11
Stochastic online convex optimization. Application to probabilistic time series forecasting	11
Decompositions of the mean continuous ranked probability score	11
Regularized high dimension low tubal-rank tensor regression	10
A supervised deep learning method for nonparametric density estimation	10
Spectrum inference for replicated spatial locally time-harmonizable time series	10
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators	9
Post-selection inference for e-value based confidence intervals	9
Efficient density estimation in an AR(1) model	9
Bootstrapping exchangeable random graphs	9
Consistency of a range of penalised cost approaches for detecting multiple changepoints	9
Penalized nonparametric likelihood-based inference for current status data model	9

Nonparametric estimation of the incubation time distribution	8
A general framework for tensor screening through smoothing	8
Functional estimation of anisotropic covariance and autocovariance operators on the sphere	8
Transform-scaled process priors for trait allocations in Bayesian nonparametrics	8
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions	8
Gaussian random fields on the product of spheres: Theory and applications	7
Space-time integer-valued ARMA modelling for time series of counts	7
High-dimensional change point detection with missing values	7
Testing subspace restrictions in the presence of high dimensional nuisance parameters	7
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination	7
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis	7
On the nonparametric inference of coefficients of self-exciting jump-diffusion	6
A new framework for Bayesian function registration	6
Tail-adaptive Bayesian shrinkage	6
Scalable logistic regression with crossed random effects	6
Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models	6
Simple sufficient condition for inadmissibility of Moran’s single-split test	6
Road traffic estimation and distribution-based route selection	6
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series	6
Integrated empirical measures and generalizations of classical goodness-of-fit statistics	6
Unified and robust tests for cross sectional independence in large panel data models	6
Domain adaptation under hidden confounding	6
Adaptive procedures for directional false discovery rate control	6
Analysis of the rate of convergence of two regression estimates defined by neural features which are easy to implement	5
Likelihood-based inference for exponential-family random graph models via linear programming	5
Importance sampling-based gradient method for dimension reduction in Poisson log-normal model	5
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression	5
Nonparametric regression for a circular response with error-in-covariate	5
Corrigendum to “Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions”	5
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend	5
Concentration and consistency of sample covariance matrix functionals in sub-Gaussian models	5
Bayesian regression analysis of panel count data under frailty nonhomogeneous Poisson process model with an unknown frailty distribution	5
Corrigendum to “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”	5
Hoeffding-type decomposition for U-statistics on bipartite networks	5
High-frequency volatility estimation and forecasting with a novel Bayesian LGI model	5
Estimating the proportion of signal variables under arbitrary covariance dependence	5
Minimax Analysis for Inverse Risk in Nonparametric Planer Invertible Regression	5
Resistant convex clustering: How does the fusion penalty enhance resistance?	5
A new class of tests for convex-ordered families based on expected order statistics	5
Posterior contraction rates in a sparse non-linear mixed-effects model	5
Multi-label residual weighted learning for individualized combination treatment rule	5
Nonparametric estimation of the expected discounted penalty function in the compound Poisson model	5
On mixing rates for Bayesian CART	5
The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data	5
Rank determination in tensor factor model	5
Selective inference using randomized group lasso estimators for general models	5
Mixed semi-supervised generalized linear regression with applications to deep learning and interpolators	5
Existence and breakdown analysis of M-quantiles in general Hilbert spaces	5
A unified analysis of regression adjustment in randomized experiments	5
Correlation tests and sample spectral coherence matrix in the high-dimensional regime	5

Sparse and smooth: Improved guarantees for spectral clustering in the dynamic stochastic block model	4
Inference and model selection in general causal time series with exogenous covariates	4
Semi-supervised multiple testing	4
Multiplicative deconvolution under unknown error distribution	4
Transportation-based functional ANOVA and PCA for covariance operators	4
Estimating causal effects with hidden confounding using instrumental variables and environments	4
Mixture of segmentation for heterogeneous functional data	4
Renewable Huber estimation method for streaming datasets	4
Computationally efficient inference for latent position network models	4
Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: A Wiener chaos approach	4
k-sample inference via multimarginal optimal transport	4
Consistent privacy-preserving inference of group mean difference in large-scale zero-inflated right skewed data with partitioning and censoring	4
Multiple comparison procedures for simultaneous inference in functional MANOVA	4
Deep learning for regression analysis of interval-censored data	4
Simultaneous factors selection and fusion of their levels in penalized logistic regression	4
Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis	4
Regression in tensor product spaces by the method of sieves	4
Convergence rates of deep ReLU networks for multiclass classification	4
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology	4
Automatic structure identification and variable selection for additive accelerated failure time model with ultra high dimensional covariates	4
Random forest estimation of conditional distribution functions and conditional quantiles	4
Localization in 1D non-parametric latent space models from pairwise affinities	4
Nonparametric inference under a monotone hazard ratio order	4
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes	4
Benign overfitting of non-sparse high-dimensional linear regression with correlated noise	3
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models	3
Unbiased test error estimation in the Poisson means problem via coupled bootstrap techniques	3
A convex approach to optimum design of experiments with correlated observations	3
Minimax confidence intervals for the Sliced Wasserstein distance	3
Revisiting consistency of a recursive estimator of mixing distributions	3
Optimal function-on-scalar regression over complex domains	3
Testing the simplifying assumption in high-dimensional vine copulas	3
Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions	3
Covariance constraints for stochastic inverse problems of computer models	3
FDP control in mass-univariate linear models using the residual bootstrap	3
Copula-like inference for discrete bivariate distributions with rectangular supports	3
Statistical inference for the slope parameter in functional linear regression	3
Multi-sample comparison using spatial signs for infinite dimensional data	3
Single-index mixture cure model under monotonicity constraints	3
Projection-posterior for variable selection: Weak limit and coverage	3
Adaptive nonparametric estimation in the functional linear model with functional output	3
Strong identifiability and parameter learning in regression with heterogeneous response	3
Motif-based tests for bipartite networks	3
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms	3
Reproducible parameter inference using bagged posteriors	3
High dimensional regression with many nuisance parameters: Both cases of specified and unspecified parameters of interest	3
Construction of maximin L1-distance Latin hypercube designs	3
On the choice of the splitting ratio for the split likelihood ratio test	3
Deconvolution of repeated measurements corrupted by unknown noise	3
Location- and scale-free procedures for distinguishing between distribution tail models	3
Estimation of partially conditional average treatment effect by double kernel-covariate balancing	3
Multiclass classification for multidimensional functional data through deep neural networks	3
Reweighted nonparametric likelihood inference for linear functionals	3
Collective proposal distributions for nonlinear MCMC samplers: Mean-field theory and fast implementation	3
Change-point inference for high-dimensional heteroscedastic data	3
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity	3
Robust estimation for functional logistic regression models	3
Balancing weights for non-monotone missing data	3
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection	3
Semi-parametric Bernstein-von Mises theorem in linear inverse problems	3
Dimension independent excess risk by stochastic gradient descent	3
Sufficient variable screening with high-dimensional controls	3
A note on estimating the dimension from a random geometric graph	3
A signature-based functional spatial autoregressive model	3
Asymptotic properties of the maximum likelihood estimator for hidden Markov models indexed by binary trees	3
Classification by sparse generalized additive models	3