OOIR: Observatory of International Research

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 2021-05-01 to 2025-05-01.)

Article	Citations
Spectrum inference for replicated spatial locally time-harmonizable time series	41
Optimal weighting for linear inverse problems	21
Wilcoxon-Mann-Whitney statistics in randomized trials with non-compliance	20
Phase transition in noisy high-dimensional random geometric graphs	20
Stochastic online convex optimization. Application to probabilistic time series forecasting	16
Kernel machines with missing covariates	16
Pathwise least-squares estimator for linear SPDEs with additive fractional noise	16
Regularized high dimension low tubal-rank tensor regression	15
Testing linear operator constraints in functional response regression with incomplete response functions	11
Species abundance distribution and species accumulation curve: a general framework and results	11
Decompositions of the mean continuous ranked probability score	10
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models	10
On the notion of polynomial reach: A statistical application	9
A supervised deep learning method for nonparametric density estimation	8
Tempered positive Linnik processes and their representations	8
Nonparametric regression in nonstandard spaces	7
Bootstrapping exchangeable random graphs	7
Post-selection inference for e-value based confidence intervals	7
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions	7
Selective inference for clustering with unknown variance	7
Functional estimation of anisotropic covariance and autocovariance operators on the sphere	6
Space-time integer-valued ARMA modelling for time series of counts	6
Penalized nonparametric likelihood-based inference for current status data model	6
Gaussian random fields on the product of spheres: Theory and applications	6
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators	6

Efficient density estimation in an AR(1) model	6
A general framework for tensor screening through smoothing	5
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination	5
Scalable logistic regression with crossed random effects	5
Consistency of a range of penalised cost approaches for detecting multiple changepoints	5
Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models	5
Testing subspace restrictions in the presence of high dimensional nuisance parameters	5
Nonparametric estimation of the incubation time distribution	5
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis	5
Corrigendum to “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”	4
Rank determination in tensor factor model	4
On the nonparametric inference of coefficients of self-exciting jump-diffusion	4
Road traffic estimation and distribution-based route selection	4
Minimax Analysis for Inverse Risk in Nonparametric Planer Invertible Regression	4
Resistant convex clustering: How does the fusion penalty enhance resistance?	4
Computationally efficient inference for latent position network models	4
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series	4
Simple sufficient condition for inadmissibility of Moran’s single-split test	4
Likelihood-based inference for exponential-family random graph models via linear programming	4
Estimating the proportion of signal variables under arbitrary covariance dependence	4
Analysis of the rate of convergence of two regression estimates defined by neural features which are easy to implement	4
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression	4
Tail-adaptive Bayesian shrinkage	4
Adaptive procedures for directional false discovery rate control	4
The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data	4
High-frequency volatility estimation and forecasting with a novel Bayesian LGI model	4
Bayesian regression analysis of panel count data under frailty nonhomogeneous Poisson process model with an unknown frailty distribution	3
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend	3
Simultaneous factors selection and fusion of their levels in penalized logistic regression	3
Nonparametric inference under a monotone hazard ratio order	3
Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: A Wiener chaos approach	3
On the choice of the splitting ratio for the split likelihood ratio test	3
Localization in 1D non-parametric latent space models from pairwise affinities	3
Random forest estimation of conditional distribution functions and conditional quantiles	3
A unified analysis of regression adjustment in randomized experiments	3
Mixture of segmentation for heterogeneous functional data	3
Transportation-based functional ANOVA and PCA for covariance operators	3
Semi-supervised multiple testing	3
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology	3
Convergence rates of deep ReLU networks for multiclass classification	3
Estimating causal effects with hidden confounding using instrumental variables and environments	3
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes	3
Multi-label residual weighted learning for individualized combination treatment rule	3
Nonparametric estimation of the expected discounted penalty function in the compound Poisson model	3
Renewable Huber estimation method for streaming datasets	3
Deep learning for regression analysis of interval-censored data	3
Multiplicative deconvolution under unknown error distribution	3
Sparse and smooth: Improved guarantees for spectral clustering in the dynamic stochastic block model	3
Regression in tensor product spaces by the method of sieves	3
Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis	3

Inference and model selection in general causal time series with exogenous covariates	3
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection	2
Multiclass classification for multidimensional functional data through deep neural networks	2
Estimation of partially conditional average treatment effect by double kernel-covariate balancing	2
Reweighted nonparametric likelihood inference for linear functionals	2
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity	2
Differentially private multivariate statistics with an application to contingency table analysis	2
Covariance constraints for stochastic inverse problems of computer models	2
Benign overfitting of non-sparse high-dimensional linear regression with correlated noise	2
Unbiased test error estimation in the Poisson means problem via coupled bootstrap techniques	2
A convex approach to optimum design of experiments with correlated observations	2
Semi-parametric Bernstein-von Mises theorem in linear inverse problems	2
Optimal function-on-scalar regression over complex domains	2
Revisiting consistency of a recursive estimator of mixing distributions	2
Classification by sparse generalized additive models	2
Multi-sample comparison using spatial signs for infinite dimensional data	2
Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions	2
Copula-like inference for discrete bivariate distributions with rectangular supports	2
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms	2
Change-point inference for high-dimensional heteroscedastic data	2
On a multivariate copula-based dependence measure and its estimation	2
A new set of tools for goodness-of-fit validation	2
Statistical inference on the Hilbert sphere with application to random densities	2
Robust estimation for functional logistic regression models	2
Motif-based tests for bipartite networks	2
FDP control in mass-univariate linear models using the residual bootstrap	2
Single-index mixture cure model under monotonicity constraints	2
Construction of maximin L1-distance Latin hypercube designs	2
Testing the simplifying assumption in high-dimensional vine copulas	2
Sufficient variable screening with high-dimensional controls	2
Dimension independent excess risk by stochastic gradient descent	2
Location- and scale-free procedures for distinguishing between distribution tail models	2
Collective proposal distributions for nonlinear MCMC samplers: Mean-field theory and fast implementation	2
Minimax confidence intervals for the Sliced Wasserstein distance	2
Covariate-informed reconstruction of partially observed functional data via factor models	2
Strong identifiability and parameter learning in regression with heterogeneous response	2
Random permutations generated by delay models and estimation of delay distributions	2
A note on estimating the dimension from a random geometric graph	2
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models	2
Reproducible parameter inference using bagged posteriors	2
Statistical inference for the slope parameter in functional linear regression	2