Electronic Journal of Statistics

Article	Citations
Concentration inequalities for non-causal random fields	31
On sufficient variable screening using log odds ratio filter	18
Constructing confidence intervals for the signals in sparse phase retrieval	16
Sparse-limit approximation for t-statistics	14
Uniform estimation in stochastic block models is slow	12
Sparse and smooth: Improved guarantees for spectral clustering in the dynamic stochastic block model	12
Mixed moving average field guided learning for spatio-temporal data	10
Nonparametric regression in nonstandard spaces	9
Improved estimation in tensor regression with multiple change-points	8
Envelopes and principal component regression	8
Regularized high dimension low tubal-rank tensor regression	8
Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: A Wiener chaos approach	7
Estimation of conditional mean operator under the bandable covariance structure	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
Asymptotic normality of robust M-estimators with convex penalty	6
A convex-nonconvex strategy for grouped variable selection	6
Efficient sampling from the PKBD distribution	5
Species abundance distribution and species accumulation curve: a general framework and results	5
Smooth bootstrapping of copula functionals	5
Depth level set estimation and associated risk measures	5
Flexible inference of optimal individualized treatment strategy in covariate adjusted randomization with multiple covariates	5
Stochastic online convex optimization. Application to probabilistic time series forecasting	5
Score-matching representative approach for big data analysis with generalized linear models	5

Semi-supervised multiple testing	5
Post-selection inference for e-value based confidence intervals	4
Phase transition in noisy high-dimensional random geometric graphs	4
Isotonic regression for elicitable functionals and their Bayes risk	4
Regression in tensor product spaces by the method of sieves	4
Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data	4
Optimal convergence rates of deep neural networks in a classification setting	4
Tempered positive Linnik processes and their representations	4
Scalable Bayesian computation for crossed and nested hierarchical models	4
A functional nonlinear mixed effects modeling framework for longitudinal functional responses	4
Kernel machines with missing covariates	4
On the notion of polynomial reach: A statistical application	3
Pathwise least-squares estimator for linear SPDEs with additive fractional noise	3
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models	3
Regression analysis of partially linear transformed mean residual life models	3
Modelling time-varying first and second-order structure of time series via wavelets and differencing	3
Divide-and-conquer Bayesian inference in hidden Markov models	3
Bootstrapping exchangeable random graphs	3
LAMN property for multivariate inhomogeneous diffusions with discrete observations	3
Testing linear operator constraints in functional response regression with incomplete response functions	3
Markov random geometric graph, MRGG: A growth model for temporal dynamic networks	3
A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions	3
On the choice of the splitting ratio for the split likelihood ratio test	3
Multiple regression for matrix and vector predictors: Models, theory, algorithms, and beyond	3
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology	3
Spectrum inference for replicated spatial locally time-harmonizable time series	3
Covariance discriminative power of kernel clustering methods	3
Nonparametric inference under a monotone hazard ratio order	3
Merging sequential e-values via martingales	3
Selective inference for clustering with unknown variance	3
A supervised deep learning method for nonparametric density estimation	3
Optimal weighting for linear inverse problems	3
Multiplicative deconvolution under unknown error distribution	2
Learning the smoothness of noisy curves with application to online curve estimation	2
Subgroup analysis of high dimensional survival data based on penalized fusion and model averaging	2
Limit theorems for entropic optimal transport maps and Sinkhorn divergence	2
Statistical inference for the slope parameter in functional linear regression	2
Statistical inference for normal mixtures with unknown number of components	2
LASSO risk and phase transition under dependence	2
Penalized nonparametric likelihood-based inference for current status data model	2
A convenient infinite dimensional framework for generative adversarial learning	2
Space-time integer-valued ARMA modelling for time series of counts	2
A general framework for tensor screening through smoothing	2
Revisiting consistency of a recursive estimator of mixing distributions	2
Finite sample smeariness of Fréchet means with application to climate	2
Nonparametric regression for locally stationary functional time series	2
Regenerative bootstrap for β-null recurrent Markov chains	2
Fréchet single index models for object response regression	2
Estimating the limiting shape of bivariate scaled sample clouds: With additional benefits of self-consistent inference for existing extremal dependence properties	2
Optimal multiple change-point detection for high-dimensional data	2

Estimating the number of communities by spectral methods	2
Training-conditional coverage for distribution-free predictive inference	2
Quantile regression by dyadic CART	2
Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions	2
Dimension independent excess risk by stochastic gradient descent	2
Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces	2
Pretest estimation in combining probability and non-probability samples	2
Multivariate tie-breaker designs	2
Decompositions of the mean continuous ranked probability score	2
Efficient change point detection and estimation in high-dimensional correlation matrices	2
Rates of convergence for random forests via generalized U-statistics	2
Fitted value shrinkage	2
Simultaneous factors selection and fusion of their levels in penalized logistic regression	2
On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions	2
Nonparametric and high-dimensional functional graphical models	2
Efficient density estimation in an AR(1) model	2
Finite sample theory for high-dimensional functional/scalar time series with applications	2
Nested covariance functions on graphs with Euclidean edges cross time	2
Robust consistent estimators for ROC curves with covariates	2
Directional testing for high dimensional multivariate normal distributions	2
Bayesian inference and prediction for mean-mixtures of normal distributions	2
Kernel regression analysis of tie-breaker designs	2
Nonparametric estimation of the incubation time distribution	1
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series	1
Covariance estimation under missing observations and L4−L2 moment equivalence	1
Space partitioning and regression maxima seeking via a mean-shift-inspired algorithm	1
Online multiple testing with super-uniformity reward	1
Varying coefficient linear discriminant analysis for dynamic data	1
Maximum profile binomial likelihood estimation for the semiparametric Box–Cox power transformation model	1
A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression	1
Improving estimation efficiency for two-phase, outcome-dependent sampling studies	1
Prediction in measurement error models	1
Two-step mixed-type multivariate Bayesian sparse variable selection with shrinkage priors	1
Structure learning via unstructured kernel-based M-estimation	1
Point forecasting and forecast evaluation with generalized Huber loss	1
The ensemble conditional variance estimator for sufficient dimension reduction	1
Reweighting samples under covariate shift using a Wasserstein distance criterion	1
Improved estimators for semi-supervised high-dimensional regression model	1
Multi-sample comparison using spatial signs for infinite dimensional data	1
Conditional independence testing for discrete distributions: Beyond χ2- and G-tests	1
Testing the simplifying assumption in high-dimensional vine copulas	1
Assessing the estimation of nearly singular covariance matrices for modeling spatial variables	1
Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes	1
Design and analysis of bipartite experiments under a linear exposure-response model	1
Model selection and inference for estimation of causal parameters	1
Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies	1
Motif-based tests for bipartite networks	1
Symmetries in directed Gaussian graphical models	1
The EAS approach to variable selection for multivariate response data in high-dimensional settings	1
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators	1
Adaptive randomization in network data	1
Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models	1
Tensor factorization recommender systems with dependency	1
Likelihood-free frequentist inference: bridging classical statistics and machine learning for reliable simulator-based inference	1
Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting	1
Construction of maximin L1-distance Latin hypercube designs	1
Estimating the conditional distribution in functional regression problems	1
Spatio-temporal point process intensity estimation using zero-deflated subsampling applied to a lightning strikes dataset in France	1
Sufficient variable screening with high-dimensional controls	1
Gaussian random fields on the product of spheres: Theory and applications	1
Classification by sparse generalized additive models	1
Deconvolution of spherical data corrupted with unknown noise	1
Robust improvement of efficiency using information on covariate distribution	1
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination	1
Multiclass classification for multidimensional functional data through deep neural networks	1
Consistency of a range of penalised cost approaches for detecting multiple changepoints	1
A note on estimating the dimension from a random geometric graph	1
Limit theorems for non-degenerate U-statistics of block maxima for time series	1
Sieve estimation of semiparametric accelerated mean models with panel count data	1
Optional Pólya trees: Posterior rates and uncertainty quantification	1
Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type	1
On the nonparametric inference of coefficients of self-exciting jump-diffusion	1
Space-time covariance models on networks	1
Copula-like inference for discrete bivariate distributions with rectangular supports	1
Robust sieve M-estimation with an application to dimensionality reduction	1
De-noising analysis of noisy data under mixed graphical models	1
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions	1
A functional central limit theorem for the empirical Ripley’s K-function	1
Optimal detection of the feature matching map in presence of noise and outliers	1
Location- and scale-free procedures for distinguishing between distribution tail models	1

Reweighted nonparametric likelihood inference for linear functionals	1
A principled stopping rule for importance sampling	1
The curved exponential family of a staged tree	1
Functional estimation of anisotropic covariance and autocovariance operators on the sphere	1
Intrinsic and extrinsic deep learning on manifolds	1
Harmonizable fractional stable motion: Asymptotically normal estimators for both parameters	1
Generalized Rescaled Pólya urn and its statistical application	1
Estimation of partially conditional average treatment effect by double kernel-covariate balancing	1