Electronic Journal of Statistics

Papers
(The TQCC of Electronic Journal of Statistics is 2. 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 2022-08-01 to 2026-08-01.)
ArticleCitations
Optimal weighting for linear inverse problems133
Kernel machines with missing covariates44
Testing linear operator constraints in functional response regression with incomplete response functions23
Stochastic online convex optimization. Application to probabilistic time series forecasting14
Phase transition in noisy high-dimensional random geometric graphs12
Unifying different theories of conformal prediction11
Spectrum inference for replicated spatial locally time-harmonizable time series11
On the notion of polynomial reach: A statistical application11
Confidence sets in a sparse stochastic block model with two communities of unknown sizes11
Accurate FWER control for Gaussian related fields: Riding the SuRF to continuous land11
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models11
Post-selection inference for e-value based confidence intervals9
Adjusting inverse regression for predictors with clustered distribution9
A supervised deep learning method for nonparametric density estimation8
Selective inference for clustering with unknown variance8
Decompositions of the mean continuous ranked probability score8
High-dimensional change point detection with missing values7
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis7
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series7
Efficient density estimation in an AR(1) model7
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions7
Nonparametric estimation of the incubation time distribution7
Road traffic estimation and distribution-based route selection7
Likelihood-based inference for exponential-family random graph models via linear programming7
Transform-scaled process priors for trait allocations in Bayesian nonparametrics7
Wilcoxon-Mann-Whitney statistics in randomized trials with non-compliance7
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination7
Domain adaptation under hidden confounding7
Gaussian random fields on the product of spheres: Theory and applications7
Space-time integer-valued ARMA modelling for time series of counts7
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators7
Unified and robust tests for cross sectional independence in large panel data models6
A new class of asymptotically distribution-free smooth tests6
Kullback-Leibler excess risk bounds for exponential weighted aggregation in generalized linear models6
Nonparametric two-sample hypothesis testing for low-rank random graphs of differing sizes6
Tail-adaptive Bayesian shrinkage6
Adaptive procedures for directional false discovery rate control6
Selective inference using randomized group lasso estimators for general models6
Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models5
Estimating the proportion of signal variables under arbitrary covariance dependence5
Nonparametric regression for a circular response with error-in-covariate5
Importance sampling-based gradient method for dimension reduction in Poisson log-normal model5
A new framework for Bayesian function registration5
High-frequency volatility estimation and forecasting with a novel Bayesian LGI model5
Existence and breakdown analysis of M-quantiles in general Hilbert spaces5
Minimax Analysis for Inverse Risk in Nonparametric Planer Invertible Regression5
Integrated empirical measures and generalizations of classical goodness-of-fit statistics5
Corrigendum to “Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions”5
Mixed semi-supervised generalized linear regression with applications to deep learning and interpolators5
Bayesian regression analysis of panel count data under frailty nonhomogeneous Poisson process model with an unknown frailty distribution4
A new class of tests for convex-ordered families based on expected order statistics4
Multi-label residual weighted learning for individualized combination treatment rule4
On mixing rates for Bayesian CART4
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression4
Analysis of the rate of convergence of two regression estimates defined by neural features which are easy to implement4
Concentration and consistency of sample covariance matrix functionals in sub-Gaussian models4
Mixture of segmentation for heterogeneous functional data4
Skeleton regression: A graph-based approach to estimation with manifold structure4
Regularization using synthetic data for high-dimensional inference4
Hoeffding-type decomposition for U-statistics on bipartite networks4
Corrigendum to “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”4
Posterior contraction rates in a sparse non-linear mixed-effects model4
Correlation tests and sample spectral coherence matrix in the high-dimensional regime4
Computationally efficient inference for latent position network models4
Bias corrected variance stabilizing transformation for small area estimation4
Resistant convex clustering: How does the fusion penalty enhance resistance?4
Estimation and inference for high-dimensional nonparametric additive instrumental-variables regression4
Deconvolution of repeated measurements corrupted by unknown noise3
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology3
Balancing weights for non-monotone missing data3
Robust Bayesian inference for measurement error misspecification: The Berkson and classical cases3
A note on estimating the dimension from a random geometric graph3
k-sample inference via multimarginal optimal transport3
A signature-based functional spatial autoregressive model3
Transportation-based functional ANOVA and PCA for covariance operators3
Sufficient variable screening with high-dimensional controls3
Renewable Huber estimation method for streaming datasets3
Multiclass classification for multidimensional functional data through deep neural networks3
Estimating causal effects with hidden confounding using instrumental variables and environments3
Identifying arbitrary transformation between the slopes in scalar-on-function regression3
Estimating weak Markov-switching AR(1) models3
Robust estimation for functional logistic regression models3
Optimal function-on-scalar regression over complex domains3
Simultaneous factors selection and fusion of their levels in penalized logistic regression3
Semi-parametric Bernstein-von Mises theorem in linear inverse problems3
Regression in tensor product spaces by the method of sieves3
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models3
Automatic structure identification and variable selection for additive accelerated failure time model with ultra high dimensional covariates3
Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions3
A unified analysis of regression adjustment in randomized experiments3
Revisiting consistency of a recursive estimator of mixing distributions3
Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis3
Classification by sparse generalized additive models3
Multiple comparison procedures for simultaneous inference in functional MANOVA3
Localization in 1D non-parametric latent space models from pairwise affinities3
Reweighted nonparametric likelihood inference for linear functionals3
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity3
Nonparametric inference under a monotone hazard ratio order3
Covariance constraints for stochastic inverse problems of computer models3
Consistent privacy-preserving inference of group mean difference in large-scale zero-inflated right skewed data with partitioning and censoring3
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection3
Multiplicative deconvolution under unknown error distribution3
Construction of maximin L1-distance Latin hypercube designs3
Deep learning for regression analysis of interval-censored data3
Asymptotic properties of the maximum likelihood estimator for hidden Markov models indexed by binary trees3
Inference for heterogeneous treatment effects with efficient instruments and machine learning3
FDP control in mass-univariate linear models using the residual bootstrap3
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes3
Location- and scale-free procedures for distinguishing between distribution tail models3
Copula-like inference for discrete bivariate distributions with rectangular supports2
Minimax estimation of partially-observed vector autoregressions2
Unbiased test error estimation in the Poisson means problem via coupled bootstrap techniques2
Exact recovery in the double sparse model: Sufficient and necessary signal conditions2
Differentially private multivariate statistics with an application to contingency table analysis2
A functional central limit theorem for the K-function with an estimated intensity function2
Information-theoretic limits for testing community structures in weighted networks2
Local Fréchet regression with spherical predictors2
Fast robust kernel regression through sign gradient descent with early stopping2
Off-the-grid prediction and testing for linear combination of translated features2
Bayesian inference and prediction for mean-mixtures of normal distributions2
Resampling-free inference for time series via RKHS embedding2
Multivariate weighted empirical likelihood MLE for the Cox model with various types of censored data2
Tail inference using extreme U-statistics2
Nonparametric spatial mode-oriented regression2
Reproducible parameter inference using bagged posteriors2
Adaptive nonparametric estimation in the functional linear model with functional output2
A distance metric-based space-filling subsampling method for nonparametric models2
Projection-posterior for variable selection: Weak limit and coverage2
Online inference in high-dimensional generalized linear models with streaming data2
Strong identifiability and parameter learning in regression with heterogeneous response2
Structure learning and causal effect estimation from unbalanced groups2
Benign overfitting of non-sparse high-dimensional linear regression with correlated noise2
Merging sequential e-values via martingales2
Convergence properties of data augmentation algorithms for high-dimensional robit regression2
Random permutations generated by delay models and estimation of delay distributions2
Randomization tests for conditional group symmetry2
Online multiple testing with super-uniformity reward2
Spectral norm posterior contraction in Bayesian sparse spiked covariance matrix model2
smoothEM: A new approach for the simultaneous assessment of smooth patterns and spikes2
General model-free weighted envelope estimation2
Assessing the estimation of nearly singular covariance matrices for modeling spatial variables2
Random interval distillation for detection of change-points in Markov chain Bernoulli networks2
Efficient sampling from the PKBD distribution2
High-dimensional functional graphical model structure learning via neighborhood selection approach2
Covariate-informed reconstruction of partially observed functional data via factor models2
Optimal convergence rates of deep neural networks in a classification setting2
Change-point inference for high-dimensional heteroscedastic data2
Statistical learnability of smooth boundaries via pairwise binary classification with deep ReLU networks2
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms2
Differentially private Kolmogorov-Smirnov-type tests2
High dimensional regression with many nuisance parameters: Both cases of specified and unspecified parameters of interest2
Sparse-limit approximation for t-statistics2
Empirical Bayes inference in sparse high-dimensional generalized linear models2
Parametric convergence rate of some nonparametric estimators in mixtures of power series distributions2
Analytical and statistical properties of local depth functions motivated by clustering applications2
Scalable solutions for crossed random-effect models with random slopes2
Low-rank regularization in two-sided matrix regression2
Score function-based tests for ultrahigh-dimensional linear models2
Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes2
Functional adaptive group lasso with its non-asymptotic bounds2
Direct covariance matrix estimation with compositional data2
Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting2
Uniform Bahadur representation of the backfitting estimator for additive quantile models and its applications2
Consistency of Lloyd’s algorithm under perturbations2
A note on the limit theorems for hitting times of path-dependent functionals of Itô semimartingales2
A new set of tools for goodness-of-fit validation2
Kernel regression analysis of tie-breaker designs2
Single-index mixture cure model under monotonicity constraints2
Generative semi-supervised classification2
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