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h5 指数:35
h5 中位数:47

h5 指数是指在过去整整 5 年中所发表文章的 h 指数。h 指在 2017-2021 年间发表的 h 篇文章每篇至少都被引用过 h 次的最大值。隐藏

出版物的 h5 中位数，是指出版物的 h5 指数所涵盖的所有文章获得的引用次数的中位值。隐藏

#20 Probability & Statistics with Applications

标题/作者	引用次数	年份
Sparsity information and regularization in the horseshoe and other shrinkage priors J Piironen, A Vehtari Electronic Journal of Statistics 11 (2), 5018-5051	244	2017
Linear Thompson sampling revisited M Abeille, A Lazaric Electronic Journal of Statistics 11 (2), 5165-5197	164	2017
TIGER: A tuning-insensitive approach for optimally estimating Gaussian graphical models H Liu, L Wang Electronic Journal of Statistics 11 (1), 241-294	116	2017
Stochastic heavy ball S Gadat, F Panloup, S Saadane Electronic Journal of Statistics 12 (1), 461-529	75	2018
Estimating the reach of a manifold E Aamari, J Kim, F Chazal, B Michel, A Rinaldo, L Wasserman Electronic Journal of Statistics 13 (1), 1359-1399	67	2019
Distribution-free multiple testing E Arias-Castro, S Chen Electronic Journal of Statistics 11 (1), 1983-2001	65	2017
Adaptive posterior contraction rates for the horseshoe S van der Pas, B Szabó, A van der Vaart Electronic Journal of Statistics 11 (2), 3196-3225	61	2017
Consistent change-point detection with kernels D Garreau, S Arlot Electronic Journal of Statistics 12 (2), 4440-4486	59	2018
Beyond sigmoids: How to obtain well-calibrated probabilities from binary classifiers with beta calibration M Kull, TM Silva Filho, P Flach Electronic Journal of Statistics 11 (2), 5052-5080	58	2017
Univariate mean change point detection: Penalization, CUSUM and optimality D Wang, Y Yu, A Rinaldo Electronic Journal of Statistics 14 (1), 1917-1961	56	2020
Spectral clustering in the dynamic stochastic block model M Pensky, T Zhang Electronic Journal of Statistics 13 (1), 678-709	56	2019
Converting high-dimensional regression to high-dimensional conditional density estimation R Izbicki, AB Lee Electronic Journal of Statistics 11 (2), 2800-2831	54	2017
Distributed statistical estimation and rates of convergence in normal approximation S Minsker Electronic Journal of Statistics 13 (2), 5213-5252	54	2019
A joint quantile and expected shortfall regression framework T Dimitriadis, S Bayer Electronic Journal of Statistics 13 (1), 1823-1871	52	2019
A variational Bayes approach to variable selection JT Ormerod, C You, S Müller Electronic Journal of Statistics 11 (2), 3549-3594	52	2017
Change-point detection in high-dimensional covariance structure V Avanesov, N Buzun Electronic Journal of Statistics 12 (2), 3254-3294	49	2018
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals F van der Meulen, M Schauer Electronic Journal of Statistics 11 (1), 2358-2396	48	2017
Feasible invertibility conditions and maximum likelihood estimation for observation-driven models F Blasques, P Gorgi, SJ Koopman, O Wintenberger Electronic Journal of Statistics 12 (1), 1019-1052	47	2018
Projective inference in high-dimensional problems: Prediction and feature selection J Piironen, M Paasiniemi, A Vehtari Electronic Journal of Statistics 14 (1), 2155-2197	47	2020
False discovery rate control via debiased lasso A Javanmard, H Javadi Electronic Journal of Statistics 13 (1), 1212-1253	47	2019

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