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Journal of Statistical Planning and Inference

短名	J. Stat. Plan. Inference.
Journal Impact	0.61
国际分区	STATISTICS & PROBABILITY(Q3)
期刊索引	SCI Q4中科院 4 区

ISSN	0378-3758, 1873-1171
h-index	86
国内分区	数学(4区)数学统计学与概率论(4区)

JOURNAL OF STATISTICAL PLANNING AND INFERENCE 在统计和概率的经典方面与可能彻底改变该学科的新兴跨学科方面之间提供了一个多方面和包罗万象的桥梁。虽然我们在统计推断、设计、经典概率和大样本方法方面保持传统优势，但我们也拥有更具包容性和更广的范围来跟上我们作为统计学家、数学家和科学家所面临的新问题。我们出版统计、概率、离散数学、机器学习和生物信息学所有分支的高质量文章。我们还特别欢迎关于统计学、概率、机器学习和一般生物统计学基本主题的写得很好的和最新的评论文章。给编辑的深思熟虑的信件、需要解决的有趣问题以及带有优雅或美丽元素的简短笔记同样受到欢迎。

期刊主页投稿网址

涉及主题	数学统计计算机科学应用数学经济机器学习计量经济学人工智能物理估计员组合数学数学分析医学生物哲学工程类量子力学几何学
出版信息	出版商: Elsevier B.V.，出版周期: Monthly，期刊类型: journal
基本数据	创刊年份: 1977，原创研究文献占比: 98.61%，自引率:0.00%， Gold OA占比: 18.37%
平均审稿周期	网友分享经验：一般,3-6周
平均录用比例	网友分享经验：容易

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A criterion for estimating the largest linear homoscedastic zone in Gaussian data

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Exponential consistency of M-estimators in generalized linear mixed models

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Some results for stochastic orders and aging properties related to the Laplace transform

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Construction of 2fi-optimal row-column designs

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Layer sparsity in neural networks

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Testing truncation dependence: The Gumbel-Barnett copula

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Self-normalized inference for stationarity of irregular spatial data

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High dimensional discriminant rules with shrinkage estimators of the covariance matrix and mean vector

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Efficient inference of parent-of-origin effect using case-control mother-child genotype data

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Convergence guarantees for forward gradient descent in the linear regression model

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Entropic regularization of neural networks: Self-similar approximations

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An empirical likelihood-based unified test for the integer-valued AR(1) models

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On schematic orthogonal arrays of high strength

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Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise

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Exponential consistency of M-estimators in generalized linear mixed models

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Bayes oracle property of multiple tests of multivariate normal means under sparsity

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A graph decomposition-based approach for the graph-fused lasso

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Effect of dimensionality on convergence rates of kernel ridge regression estimator

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Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood

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Some clustering-based change-point detection methods applicable to high dimension, low sample size data

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Adaptively robust high-dimensional matrix factor analysis under Huber loss function

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Mallows model averaging based on kernel regression imputation with responses missing at random

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Construction of mixed-level screening designs using Hadamard matrices

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Subgroup analysis for the functional linear model

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A global test for heteroscedastic one-way FMANOVA with applications

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Designs for half-diallel experiments with commutative orthogonal block structure

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Uniformly more powerful tests for a subset of the components of a Normal Mean Vector

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Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration

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A pair of novel priors for improving and extending the conditional MLE

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On the adaptive Lasso estimator of AR(p) time series with applications to INAR(p) and Hawkes processes

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Statistical inference for wavelet curve estimators of symmetric positive definite matrices

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Hilbert space-valued fractionally integrated autoregressive moving average processes with long memory operators

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Journal of Statistical Planning and Inference

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最新文章

A criterion for estimating the largest linear homoscedastic zone in Gaussian data

Exponential consistency of M-estimators in generalized linear mixed models

Assessing heterogeneity in treatment initiation guidelines in longitudinal randomized controlled trials

Statistical theory for image classification using deep convolutional neural network with cross-entropy loss under the hierarchical max-pooling model

Some results for stochastic orders and aging properties related to the Laplace transform

Construction of 2fi-optimal row-column designs

Layer sparsity in neural networks

Testing truncation dependence: The Gumbel-Barnett copula

Self-normalized inference for stationarity of irregular spatial data

High dimensional discriminant rules with shrinkage estimators of the covariance matrix and mean vector

Editorial Board

Efficient inference of parent-of-origin effect using case-control mother-child genotype data

Informed censoring: The parametric combination of data and expert information

A class of mixed-level uniform designs generated by code mapping

Toward improved inference for Krippendorff’s Alpha agreement coefficient

Non-asymptotic model selection for models of network data with parameter vectors of increasing dimension

Beta regression misspecification tests

Augmented projection Wasserstein distances: Multi-dimensional projection with neural surface

Robust estimation of a regression function in exponential families

Multiplier subsample bootstrap for statistics of time series

Robust nonparametric regression based on deep ReLU neural networks

Convergence guarantees for forward gradient descent in the linear regression model

Entropic regularization of neural networks: Self-similar approximations

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An empirical likelihood-based unified test for the integer-valued AR(1) models

On schematic orthogonal arrays of high strength

Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise

On card guessing with two types of cards

Zero-inflated multivariate tobit regression modeling

Assessing heterogeneity in treatment initiation guidelines in longitudinal randomized controlled trials

Exponential consistency of M-estimators in generalized linear mixed models

Bayes oracle property of multiple tests of multivariate normal means under sparsity

A graph decomposition-based approach for the graph-fused lasso

Effect of dimensionality on convergence rates of kernel ridge regression estimator

Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood

Some clustering-based change-point detection methods applicable to high dimension, low sample size data

Adaptively robust high-dimensional matrix factor analysis under Huber loss function

Mallows model averaging based on kernel regression imputation with responses missing at random

Construction of mixed-level screening designs using Hadamard matrices

Subgroup analysis for the functional linear model

A global test for heteroscedastic one-way FMANOVA with applications

Designs for half-diallel experiments with commutative orthogonal block structure

Uniformly more powerful tests for a subset of the components of a Normal Mean Vector

Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration

A pair of novel priors for improving and extending the conditional MLE

On the adaptive Lasso estimator of AR(p) time series with applications to INAR(p) and Hawkes processes

Statistical inference for wavelet curve estimators of symmetric positive definite matrices

Hilbert space-valued fractionally integrated autoregressive moving average processes with long memory operators

Regression analysis of longitudinal data with mixed synchronous and asynchronous longitudinal covariates

Editorial Board

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