Latest Research in Methodology
52 research papers · 2026 median publication year
Top Research Topics in Methodology
- Methodology — 9 papers
- Statistical Distribution Estimation and Applications — 7 papers
- Statistics Theory — 7 papers
- Statistical Methods and Inference — 5 papers
- Statistical Methods and Bayesian Inference — 5 papers
- Econometrics — 5 papers
- Bayesian Methods and Mixture Models — 4 papers
- Hydrology and Drought Analysis — 1 papers
- Soil Geostatistics and Mapping — 1 papers
- Advanced Statistical Process Monitoring — 1 papers
Highest-Cited Papers
- Modeling Healthcare Data with Logistic Quantile and Uniform-Based Mixture Polynomial Distributions
- LENGTH BIASED FUYI DISTRIBUTION WITH PROPERTIES AND ITS APPLICATIONS
- Bayesian Weibull quantile regression via Barker’s MCMC proposal: application to cancer survival data
- Robustified Gaussian quasi-likelihood inference for volatility
- Optimal testing in a class of nonregular models
- Saddlepoint Inference for Nonlinear Statistics from Inverse Gaussian Models: Applications to Clinical, Engineering, and Environmental Data
- Strong Likelihood Principle: Strengthening a Principle or Misunderstanding the Likelihood Function
- Objective Bayesian Inference for Differential Effects in Unequal-Variance Two-Sample Normal Models
- A Spatial Mean‐Mixture Gaussian Model for Skewed Geostatistical Data
- Estimation of quantile inequality curves and measures based on grouped data
- Exactly optimal Bayesian quickest change detection for general dependent processes
- Beyond Skellam: Beta–Gamma compounded Skellam regression for differences of counts
- Rao-Blackwellized Score Matching on Manifolds
- Bayesian multivariate models for bounded directional data
- A Normal-Gamma copula for dependence modeling in collective risk models
- Robust Two-Sample Inference under Serial Dependence
- Modelling heavy tail data with bayesian nonparametric mixtures
- Adaptive Wrapped Robust Canonical Correlation Analysis in High-Dimensional Data
- Locally Robust Kernel Specification Tests for Conditional Moment Restrictions
- Robust estimation of the autocorrelation function via forward ratios