Top 10 articles are determined based on the records of paper accesses over the last 90 days.

1. Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
   Debashis Paul
   Vol. 17, No. 4, pp 1617-1642 (Year 2007)
   
2. Sequential analysis: some classical problems and new challenges
   Tze Leung Lai
   Vol. 11, No. 2, pp 303-408 (Year 2001)
   
3. Joint modeling of longitudinal and time-to-event data: an overview
   Anastasios A. Tsiatis and Marie Davidian
   Vol. 14, No. 3, pp 809-834 (Year 2004)
   
4. Inference for semiparametric models: some questions and an answer
   Peter J. Bickel and Jaimyoung Kwon
   Vol. 11, No. 4, pp 863-960 (Year 2001)
   
5. ML estimation of the t distribution using EM and its extensions, ECM and ECME
   Chuanhai Liu and Donald B. Rubin
   Vol. 5, No. 1, pp 19-39 (Year 1995)
   
6. Pseudo-R² in logistic regression model
   Bo Hu, Jun Shao and Mari Palta
   Vol. 16, No. 3, pp 847-860 (Year 2006)
   
7. Statistical applications of the Poisson-Binomial and conditional Bernoulli distributions
   Sean X. Chen and Jun S. Liu
   Vol. 7, No. 4, pp 875-892 (Year 1997)
   
8. Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage
   John Barnard, Robert McCulloch and Xiao-Li Meng
   Vol. 10, No. 4, pp 1281-1311 (Year 2000)
   
9. Posterior predictive assessment of model fitness via realized discrepancies
   Andrew Gelman, Xiao-Li Meng and Hal Stern
   Vol. 6, No. 4, pp 733-807 (Year 1996)
   
10. Large sample covariance matrices without independence structures in columns
    Zhidong Bai and Wang Zhou
    Vol. 18, No. 2, pp 425-442 (Year 2008)