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 2022-05-01 to 2026-05-01.)

Article	Citations
Optimal weighting for linear inverse problems	106
Wilcoxon-Mann-Whitney statistics in randomized trials with non-compliance	38
Kernel machines with missing covariates	21
Testing linear operator constraints in functional response regression with incomplete response functions	12
Phase transition in noisy high-dimensional random geometric graphs	11
Stochastic online convex optimization. Application to probabilistic time series forecasting	11
Spectrum inference for replicated spatial locally time-harmonizable time series	10
Confidence sets in a sparse stochastic block model with two communities of unknown sizes	10
Post-selection inference for e-value based confidence intervals	9
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models	8
On the notion of polynomial reach: A statistical application	7
Accurate FWER control for Gaussian related fields: Riding the SuRF to continuous land	7
Efficient density estimation in an AR(1) model	7
Selective inference for clustering with unknown variance	7
Decompositions of the mean continuous ranked probability score	7
Adjusting inverse regression for predictors with clustered distribution	7
A supervised deep learning method for nonparametric density estimation	7
Unifying different theories of conformal prediction	7
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination	6
Space-time integer-valued ARMA modelling for time series of counts	6
Nonparametric estimation of the incubation time distribution	6
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators	6
Gaussian random fields on the product of spheres: Theory and applications	6
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions	6
Transform-scaled process priors for trait allocations in Bayesian nonparametrics	6

Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models	6
High-dimensional change point detection with missing values	6
Selective inference using randomized group lasso estimators for general models	5
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis	5
Domain adaptation under hidden confounding	5
Integrated empirical measures and generalizations of classical goodness-of-fit statistics	5
Likelihood-based inference for exponential-family random graph models via linear programming	5
Tail-adaptive Bayesian shrinkage	5
A new framework for Bayesian function registration	5
Road traffic estimation and distribution-based route selection	5
Kullback-Leibler excess risk bounds for exponential weighted aggregation in generalized linear models	4
Unified and robust tests for cross sectional independence in large panel data models	4
High-frequency volatility estimation and forecasting with a novel Bayesian LGI model	4
Mixed semi-supervised generalized linear regression with applications to deep learning and interpolators	4
Resistant convex clustering: How does the fusion penalty enhance resistance?	4
Corrigendum to “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”	4
Importance sampling-based gradient method for dimension reduction in Poisson log-normal model	4
Adaptive procedures for directional false discovery rate control	4
Estimating the proportion of signal variables under arbitrary covariance dependence	4
Corrigendum to “Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions”	4
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression	4
On mixing rates for Bayesian CART	4
Analysis of the rate of convergence of two regression estimates defined by neural features which are easy to implement	4
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series	4
Nonparametric two-sample hypothesis testing for low-rank random graphs of differing sizes	4
Minimax Analysis for Inverse Risk in Nonparametric Planer Invertible Regression	4
Hoeffding-type decomposition for U-statistics on bipartite networks	4
Existence and breakdown analysis of M-quantiles in general Hilbert spaces	4
Estimation and inference for high-dimensional nonparametric additive instrumental-variables regression	4
Nonparametric regression for a circular response with error-in-covariate	4
Mixture of segmentation for heterogeneous functional data	3
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes	3
Computationally efficient inference for latent position network models	3
A unified analysis of regression adjustment in randomized experiments	3
Transportation-based functional ANOVA and PCA for covariance operators	3
Multi-label residual weighted learning for individualized combination treatment rule	3
Location- and scale-free procedures for distinguishing between distribution tail models	3
Regression in tensor product spaces by the method of sieves	3
Automatic structure identification and variable selection for additive accelerated failure time model with ultra high dimensional covariates	3
Simultaneous factors selection and fusion of their levels in penalized logistic regression	3
Multiple comparison procedures for simultaneous inference in functional MANOVA	3
Correlation tests and sample spectral coherence matrix in the high-dimensional regime	3
Posterior contraction rates in a sparse non-linear mixed-effects model	3
Concentration and consistency of sample covariance matrix functionals in sub-Gaussian models	3
Skeleton regression: A graph-based approach to estimation with manifold structure	3
Renewable Huber estimation method for streaming datasets	3
Nonparametric inference under a monotone hazard ratio order	3
Consistent privacy-preserving inference of group mean difference in large-scale zero-inflated right skewed data with partitioning and censoring	3
Multiplicative deconvolution under unknown error distribution	3
Deep learning for regression analysis of interval-censored data	3

Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis	3
Estimating causal effects with hidden confounding using instrumental variables and environments	3
A new class of tests for convex-ordered families based on expected order statistics	3
Bayesian regression analysis of panel count data under frailty nonhomogeneous Poisson process model with an unknown frailty distribution	3
Inference for heterogeneous treatment effects with efficient instruments and machine learning	3
Localization in 1D non-parametric latent space models from pairwise affinities	3
Robust Bayesian inference for measurement error misspecification: The Berkson and classical cases	3
Multiclass classification for multidimensional functional data through deep neural networks	3
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology	3
k-sample inference via multimarginal optimal transport	3
Projection-posterior for variable selection: Weak limit and coverage	2
Resampling-free inference for time series via RKHS embedding	2
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity	2
Direct covariance matrix estimation with compositional data	2
Optimal function-on-scalar regression over complex domains	2
Spectral norm posterior contraction in Bayesian sparse spiked covariance matrix model	2
Deconvolution of repeated measurements corrupted by unknown noise	2
Covariate-informed reconstruction of partially observed functional data via factor models	2
Single-index mixture cure model under monotonicity constraints	2
Differentially private multivariate statistics with an application to contingency table analysis	2
Construction of maximin L1-distance Latin hypercube designs	2
FDP control in mass-univariate linear models using the residual bootstrap	2
A note on estimating the dimension from a random geometric graph	2
Change-point inference for high-dimensional heteroscedastic data	2
Structure learning and causal effect estimation from unbalanced groups	2
Semi-parametric Bernstein-von Mises theorem in linear inverse problems	2
Random interval distillation for detection of change-points in Markov chain Bernoulli networks	2
A new set of tools for goodness-of-fit validation	2
Balancing weights for non-monotone missing data	2
High-dimensional functional graphical model structure learning via neighborhood selection approach	2
Unbiased test error estimation in the Poisson means problem via coupled bootstrap techniques	2
Off-the-grid prediction and testing for linear combination of translated features	2
Reproducible parameter inference using bagged posteriors	2
Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes	2
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection	2
A note on the limit theorems for hitting times of path-dependent functionals of Itô semimartingales	2
Asymptotic properties of the maximum likelihood estimator for hidden Markov models indexed by binary trees	2
Random permutations generated by delay models and estimation of delay distributions	2
Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions	2
Reweighted nonparametric likelihood inference for linear functionals	2
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms	2
Benign overfitting of non-sparse high-dimensional linear regression with correlated noise	2
A functional central limit theorem for the K-function with an estimated intensity function	2
High dimensional regression with many nuisance parameters: Both cases of specified and unspecified parameters of interest	2
Score function-based tests for ultrahigh-dimensional linear models	2
Convergence properties of data augmentation algorithms for high-dimensional robit regression	2
Copula-like inference for discrete bivariate distributions with rectangular supports	2
General model-free weighted envelope estimation	2
Covariance constraints for stochastic inverse problems of computer models	2
Tail inference using extreme U-statistics	2
Robust estimation for functional logistic regression models	2
Adaptive nonparametric estimation in the functional linear model with functional output	2
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models	2
Uniform Bahadur representation of the backfitting estimator for additive quantile models and its applications	2
Classification by sparse generalized additive models	2
Scalable solutions for crossed random-effect models with random slopes	2
Sufficient variable screening with high-dimensional controls	2
A signature-based functional spatial autoregressive model	2
Revisiting consistency of a recursive estimator of mixing distributions	2
Minimax estimation of partially-observed vector autoregressions	2
Strong identifiability and parameter learning in regression with heterogeneous response	2
Empirical Bayes inference in sparse high-dimensional generalized linear models	2
Local Fréchet regression with spherical predictors	2