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 2020-04-01 to 2024-04-01.)

Article	Citations
Multivariate goodness-of-fit tests based on Wasserstein distance	24
SIRUS: Stable and Interpretable RUle Set for classification	20
On a multivariate copula-based dependence measure and its estimation	14
How simplifying and flexible is the simplifying assumption in pair-copula constructions – analytic answers in dimension three and a glimpse beyond	14
Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals	13
A new framework for distance and kernel-based metrics in high dimensions	13
Parameter estimation for SPDEs based on discrete observations in time and space	12
Estimating the number of communities by spectral methods	11
Rates of convergence for random forests via generalized U-statistics	10
Iteratively reweighted ℓ1-penalized robust regression	10
High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion.	9
On a Nadaraya-Watson estimator with two bandwidths	8
Point forecasting and forecast evaluation with generalized Huber loss	8
Principal component analysis for multivariate extremes	8
Rank determination in tensor factor model	8
Intuitive joint priors for Bayesian linear multilevel models: The R2D2M2 prior	7
Towards optimal doubly robust estimation of heterogeneous causal effects	7
Characterizations of non-normalized discrete probability distributions and their application in statistics	7
High-dimensional variable selection via low-dimensional adaptive learning	7
Minimax adaptive estimation in manifold inference	6
Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions	6
On the choice of the splitting ratio for the split likelihood ratio test	6
Adaptive estimation for degenerate diffusion processes	6
Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions	6
Minimax confidence intervals for the Sliced Wasserstein distance	6

Convergence rates of deep ReLU networks for multiclass classification	5
On density estimation at a fixed point under local differential privacy	5
Unified Bayesian theory of sparse linear regression with nuisance parameters	5
Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models	5
Estimating high-dimensional covariance and precision matrices under general missing dependence	5
On the power of conditional independence testing under model-X	5
Group inference in high dimensions with applications to hierarchical testing	5
Finite-sample analysis of $M$-estimators using self-concordance	5
Observation-driven models for discrete-valued time series	5
A generalized Catoni’s M-estimator under finite α-th moment assumption with α∈(1,2)	5
Scale calibration for high-dimensional robust regression	5
On approximation theorems for the Euler characteristic with applications to the bootstrap	5
Dirichlet depths for point process	5
Dependence in elliptical partial correlation graphs	5
Bootstrapping exchangeable random graphs	5
Bayesian inference for high-dimensional decomposable graphs	4
The curved exponential family of a staged tree	4
Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes	4
Semi-supervised multiple testing	4
Convergence rates for Bayesian estimation and testing in monotone regression	4
Sparse random tensors: Concentration, regularization and applications	4
Estimation of cluster functionals for regularly varying time series: sliding blocks estimators	4
Monte Carlo integration of non-differentiable functions on [0,1]ι, ι=1,…,d, using a single determinantal point pattern defined on [0,1]d	4
Nonparametric and high-dimensional functional graphical models	4
Two-sample inference for sparse functional data	4
Distribution-free conditional median inference	4
On the inference of applying Gaussian process modeling to a deterministic function	4
Sequential change point detection in high dimensional time series	4
Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator	4
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination	4
Informed reversible jump algorithms	4
A justification of conditional confidence intervals	4
Recursive max-linear models with propagating noise	4
Exact inference for a class of hidden Markov models on general state spaces	3
Inference and model selection in general causal time series with exogenous covariates	3
Localising change points in piecewise polynomials of general degrees	3
Statistical inference on the Hilbert sphere with application to random densities	3
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms	3
Motif-based tests for bipartite networks	3
Estimation of partially conditional average treatment effect by double kernel-covariate balancing	3
Sparse networks with core-periphery structure	3
Optimal estimation of the supremum and occupation times of a self-similar Lévy process	3
A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions	3
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency	3
Time-varying auto-regressive models for count time-series	3
Uncertainty quantification for principal component regression	3
Linking physics and spatial statistics: A new family of Boltzmann-Gibbs random fields	3
Random weighting in LASSO regression	3
Detecting structural breaks in eigensystems of functional time series	3
Using the accelerated failure time model to analyze current status data with misclassified covariates	3

Normal approximation and confidence region of singular subspaces	3
Finite sample theory for high-dimensional functional/scalar time series with applications	3
Towards adaptivity via a new discrepancy principle for Poisson inverse problems	3
Empirical Bayes cumulative ℓ-value multiple testing procedure for sparse sequences	3
Markov random geometric graph, MRGG: A growth model for temporal dynamic networks	3
Estimation of the variance matrix in bivariate classical measurement error models	3
Continuous-discrete smoothing of diffusions	3
Strongly universally consistent nonparametric regression and classification with privatised data	3
Designing truncated priors for direct and inverse Bayesian problems	3
Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic	3
Asymptotic normality of simultaneous estimators of cyclic long-memory processes	3
Estimation error analysis of deep learning on the regression problem on the variable exponent Besov space	3
Bootstrap estimators for the tail-index and for the count statistics of graphex processes	3
Regularized high dimension low tubal-rank tensor regression	3
Density estimation on an unknown submanifold	3
Nonparametric regression for locally stationary functional time series	3
Multicarving for high-dimensional post-selection inference	3
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis	2
Statistical learning from biased training samples	2
Geometric ergodicity of Gibbs samplers for the Horseshoe and its regularized variants	2
Test for homogeneity with unordered paired observations	2
Consistent regression using data-dependent coverings	2
Optional Pólya trees: Posterior rates and uncertainty quantification	2
A robust bootstrap change point test for high-dimensional location parameter	2
Robust consistent estimators for ROC curves with covariates	2
Augmented direct learning for conditional average treatment effect estimation with double robustness	2
Estimation of a density using an improved surrogate model	2
Principal regression for high dimensional covariance matrices	2
Estimating covariance and precision matrices along subspaces	2
General-order observation-driven models: Ergodicity and consistency of the maximum likelihood estimator	2
Estimation and inference of time-varying auto-covariance under complex trend: A difference-based approach	2
Estimation of surface area	2
Estimation of multivariate generalized gamma convolutions through Laguerre expansions.	2
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series	2
Inference on the change point under a high dimensional sparse mean shift	2
Local false discovery rate based methods for multiple testing of one-way classified hypotheses	2
Minimax optimal conditional density estimation under total variation smoothness	2
Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error	2
Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring	2
Functional estimation of anisotropic covariance and autocovariance operators on the sphere	2
Concentration study of M-estimators using the influence function	2
De-noising analysis of noisy data under mixed graphical models	2
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend	2
Tuning parameter calibration for personalized prediction in medicine	2
Estimating multi-index models with response-conditional least squares	2
Modelling time-varying first and second-order structure of time series via wavelets and differencing	2
On the Bernstein-von Mises theorem for the Dirichlet process	2
Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression	2
A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models	2
Posterior asymptotics in Wasserstein metrics on the real line	2
Finite space Kantorovich problem with an MCMC of table moves	2
Sparse regression for extreme values	2
Adaptive estimation for some nonparametric instrumental variable models with full independence	2
On the estimation of latent distances using graph distances	2
Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series	2
Discrete mixture representations of parametric distribution families: Geometry and statistics	2
Improved convergence guarantees for learning Gaussian mixture models by EM and gradient EM	2
Measurability of functionals and of ideal point forecasts	2
A functional central limit theorem for the empirical Ripley’s K-function	2
Change-point detection based on weighted two-sample U-statistics	2
Tempered positive Linnik processes and their representations	2
Learning sparse conditional distribution: An efficient kernel-based approach	2
Double fused Lasso regularized regression with both matrix and vector valued predictors	2
Informative goodness-of-fit for multivariate distributions	2
Testing axial symmetry by means of directional regression quantiles	2
Censored count data regression with missing censoring information	2
Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type	2