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. Pseudo-$R^2$ in logistic regression model
   Bo Hu, Jun Shao and Mari Palta
   Vol. 16, No. 3, pp 847-860 (Year 2006)
   
3. Large sample covariance matrices without independence structures in columns
   Zhidong Bai and Wang Zhou
   Vol. 18, No. 2, pp 425-442 (Year 2008)
   
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. Sequential analysis: some classical problems and new challenges
   Tze Leung Lai
   Vol. 11, No. 2, pp 303-408 (Year 2001)
   
6. ROBUST ESTIMATION OF THE MEAN AND COVARIANCE MATRIX FOR HIGH DIMENSIONAL TIME SERIES
   Danna Zhang
   Vol. 31, No. 2, pp pan class="font-sb"> 31 (Year 2021)
   
7. PROPENSITY SCORE WEIGHTING ANALYSIS OF SURVIVAL OUTCOMES USING PSEUDO-OBSERVATIONS
   Shuxi Zeng, Fan Li, Liangyuan Hu and Fan Li
   Vol. 33, No. 3, pp pan class="font-sb"> 33 (Year 2023)
   
8. MODEL SELECTION FOR GAUSSIAN MIXTURE MODELS
   Tao Huang, Heng Peng and Kun Zhang
   Vol. 27, No. 1, pp pan class="font-sb">27 (Year 2017)
   
9. NEW HSIC-BASED TESTS FOR INDEPENDENCE BETWEEN TWO STATIONARY MULTIVARIATE TIME SERIES
   Guochang Wang, Wai Keung Li and Ke Zhu
   Vol. 31, No. 1, pp pan class="font-sb"> 31 (Year 2021)
   
10. On the number of successes in independent trials
    Wang, Y. H.
    Vol. 3, No. 2, pp 295-312 (Year 1993)