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

1. 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)
   
2. Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
   Debashis Paul
   Vol. 17, No. 4, pp 1617-1642 (Year 2007)
   
3. Sequential analysis: some classical problems and new challenges
   Tze Leung Lai
   Vol. 11, No. 2, pp 303-408 (Year 2001)
   
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. Pseudo-$R^2$ in logistic regression model
   Bo Hu, Jun Shao and Mari Palta
   Vol. 16, No. 3, pp 847-860 (Year 2006)
   
6. CONFIDENCE INTERVALS FOR HIGH-DIMENSIONAL COX MODELS
   Yi Yu, Jelena Bradic and Richard J. Samworth
   Vol. 31, No. 1, pp pan class="font-sb"> 31 (Year 2021)
   
7. Large sample covariance matrices without independence structures in columns
   Zhidong Bai and Wang Zhou
   Vol. 18, No. 2, pp 425-442 (Year 2008)
   
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. Statistical applications of the Poisson-Binomial and conditional Bernoulli distributions
   Chen, S. X. and Liu, J. S.
   Vol. 7, No. 4, pp 875-892 (Year 1997)
   
10. PROPORTIONAL ODDS MODEL WITH LOG-CONCAVE DENSITY ESTIMATION
    Jinsong Chen, George R. Terrell, Inyoung Kim and Martha L. Daviglus
    Vol. 30, No. 2, pp pan class="font-sb"> 30 (Year 2020)