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Annals of Statistics

短名	Ann. Statist.
Journal Impact	3.22
国际分区	STATISTICS & PROBABILITY(Q1)
期刊索引	SCI Q1中科院 1 区

ISSN	0090-5364, 2168-8966
h-index	192
国内分区	数学(1区)数学统计学与概率论(1区)
Top期刊	是

《统计年鉴》旨在发表反映当代统计诸多方面的最高质量研究论文。主要强调重要性和独创性，而不是形式主义。该杂志旨在涵盖统计学的所有领域，尤其是数理统计学和应用与跨学科统计学。当然，许多最好的论文将涉及不止一个这些一般领域，因为统计学科深深植根于数学和实质性科学领域。

期刊主页投稿网址

涉及主题	数学统计计算机科学经济应用数学计量经济学机器学习人工智能估计员数学分析物理组合数学量子力学生物哲学算法几何学工程类
出版信息	出版商: Institute of Mathematical Statistics，出版周期: Bimonthly，期刊类型: journal
基本数据	创刊年份: 1996，原创研究文献占比: 100.00%，自引率:9.40%， Gold OA占比: 1.06%
平均审稿周期	网友分享经验：较慢,6-12周
平均录用比例	网友分享经验：较易

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Plugin estimation of smooth optimal transport maps

2024-6-1

Spectral regularized kernel two-sample tests

2024-6-1

High-dimensional covariance matrices under dynamic volatility models: Asymptotics and shrinkage estimation

2024-6-1

A blockwise empirical likelihood method for time series in frequency domain inference

2024-6-1

Locally simultaneous inference

2024-6-1

Distributed estimation and inference for semiparametric binary response models

2024-6-1

Deep nonlinear sufficient dimension reduction

2024-6-1

Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference

2024-6-1

Dimension-free mixing times of Gibbs samplers for Bayesian hierarchical models

2024-6-1

MARS via LASSO

2024-6-1

Reconciling model-X and doubly robust approaches to conditional independence testing

2024-6-1

Change-point inference in high-dimensional regression models under temporal dependence

2024-6-1

On blockwise and reference panel-based estimators for genetic data prediction in high dimensions

2024-6-1

Change acceleration and detection

2024-6-1

Nonparametric classification with missing data

2024-6-1

Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions

2024-6-1

Metric statistics: Exploration and inference for random objects with distance profiles

2024-4-1

Inference for heteroskedastic PCA with missing data

2024-4-1

Consistent inference for diffusions from low frequency measurements

2024-4-1

ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM

2024-4-1

Transfer learning for functional mean estimation: Phase transition and adaptive algorithms

2024-4-1

Finding the optimal dynamic treatment regimes using smooth Fisher consistent surrogate loss

2024-4-1

The online closure principle

2024-4-1

High-dimensional inference for dynamic treatment effects

2024-4-1

A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes

2024-4-1

The edge of discovery: Controlling the local false discovery rate at the margin

2024-4-1

Early stopping for L2-boosting in high-dimensional linear models

2024-4-1

Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes

2024-4-1

The curse of overparametrization in adversarial training: Precise analysis of robust generalization for random features regression

2024-4-1

Convergence rates of oblique regression trees for flexible function libraries

2024-4-1

Edge differentially private estimation in the β-model via jittering and method of moments

2024-4-1

Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics

2024-4-1

Minimax rates for heterogeneous causal effect estimation

2024-4-1

The right complexity measure in locally private estimation: It is not the Fisher information

2024-2-1

Adaptive novelty detection with false discovery rate guarantee

2024-2-1

Transfer learning for contextual multi-armed bandits

2024-2-1

Maximum likelihood for high-noise group orbit estimation and single-particle cryo-EM

2024-2-1

StarTrek: Combinatorial variable selection with false discovery rate control

2024-2-1

Rates of estimation for high-dimensional multireference alignment

2024-2-1

Adaptive variational Bayes: Optimality, computation and applications

2024-2-1

Characterization of causal ancestral graphs for time series with latent confounders

2024-2-1

Settling the sample complexity of model-based offline reinforcement learning

2024-2-1

Testing for independence in high dimensions based on empirical copulas

2024-2-1

Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles

2024-2-1

Rank-based indices for testing independence between two high-dimensional vectors

2024-2-1

Statistical-computational trade-offs in tensor PCA and related problems via communication complexity

2024-2-1

Correction to “Nonparametric regression using deep neural networks with ReLU activation function”

2024-2-1

Rank and factor loadings estimation in time series tensor factor model by pre-averaging

2024-2-1

Erratum: Improved multivariate normal mean estimation with unknown covariance when p is greater than n

2024-2-1

Supervised homogeneity fusion: A combinatorial approach

2024-2-1

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Annals of Statistics

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最新文章

Plugin estimation of smooth optimal transport maps

Spectral regularized kernel two-sample tests

High-dimensional covariance matrices under dynamic volatility models: Asymptotics and shrinkage estimation

A blockwise empirical likelihood method for time series in frequency domain inference

Locally simultaneous inference

Distributed estimation and inference for semiparametric binary response models

Deep nonlinear sufficient dimension reduction

Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference

Dimension-free mixing times of Gibbs samplers for Bayesian hierarchical models

MARS via LASSO

Reconciling model-X and doubly robust approaches to conditional independence testing

Change-point inference in high-dimensional regression models under temporal dependence

On blockwise and reference panel-based estimators for genetic data prediction in high dimensions

Change acceleration and detection

Nonparametric classification with missing data

Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions

Metric statistics: Exploration and inference for random objects with distance profiles

Inference for heteroskedastic PCA with missing data

Consistent inference for diffusions from low frequency measurements

ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM

Transfer learning for functional mean estimation: Phase transition and adaptive algorithms

Finding the optimal dynamic treatment regimes using smooth Fisher consistent surrogate loss

The online closure principle

High-dimensional inference for dynamic treatment effects

A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes

The edge of discovery: Controlling the local false discovery rate at the margin

Early stopping for L2-boosting in high-dimensional linear models

Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes

The curse of overparametrization in adversarial training: Precise analysis of robust generalization for random features regression

Convergence rates of oblique regression trees for flexible function libraries

Edge differentially private estimation in the β-model via jittering and method of moments

Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics

Minimax rates for heterogeneous causal effect estimation

The right complexity measure in locally private estimation: It is not the Fisher information

Adaptive novelty detection with false discovery rate guarantee

Transfer learning for contextual multi-armed bandits

Maximum likelihood for high-noise group orbit estimation and single-particle cryo-EM

StarTrek: Combinatorial variable selection with false discovery rate control

Rates of estimation for high-dimensional multireference alignment

Adaptive variational Bayes: Optimality, computation and applications

Characterization of causal ancestral graphs for time series with latent confounders

Settling the sample complexity of model-based offline reinforcement learning

Testing for independence in high dimensions based on empirical copulas

Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles

Rank-based indices for testing independence between two high-dimensional vectors

Statistical-computational trade-offs in tensor PCA and related problems via communication complexity

Correction to “Nonparametric regression using deep neural networks with ReLU activation function”

Rank and factor loadings estimation in time series tensor factor model by pre-averaging

Erratum: Improved multivariate normal mean estimation with unknown covariance when p is greater than n

Supervised homogeneity fusion: A combinatorial approach

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