Statistical Methods and Inference

Most cited papers

1. Regression Shrinkage and Selection Via the LassoJournal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 53,131 citations
2. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica · 1980 · 26,384 citations
3. Longitudinal data analysis using generalized linear modelsBiometrika · 1986 · 18,348 citations
4. Bootstrap Methods: Another Look at the JackknifeThe Annals of Statistics · 1979 · 17,833 citations
5. Statistical Analysis With Missing DataJournal of the American Statistical Association · 1989 · 17,406 citations
6. Nearest neighbor pattern classificationIEEE Transactions on Information Theory · 1967 · 16,924 citations
7. Robust Locally Weighted Regression and Smoothing ScatterplotsJournal of the American Statistical Association · 1979 · 11,156 citations
8. Inference and missing dataBiometrika · 1976 · 9,894 citations
9. Least angle regressionThe Annals of Statistics · 2004 · 9,561 citations
10. Variable Selection via Nonconcave Penalized Likelihood and its Oracle PropertiesJournal of the American Statistical Association · 2001 · 9,290 citations
11. Generalized Additive ModelsChapman & Hall/CRC eBooks · 2017 · 8,459 citations
12. Root mean square error (RMSE) or mean absolute error (MAE)? – Arguments against avoiding RMSE in the literatureGeoscientific model development · 2014 · 6,497 citations
13. Computation and analysis of multiple structural change modelsJournal of Applied Econometrics · 2002 · 5,812 citations
14. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error StructureEconometrica · 2006 · 5,073 citations