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

1. Pseudo-$R^2$ in logistic regression model
   Bo Hu, Jun Shao and Mari Palta
   Vol. 16, No. 3, pp 847-860 (Year 2006)
   
2. 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)
   
3. Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
   Debashis Paul
   Vol. 17, No. 4, pp 1617-1642 (Year 2007)
   
4. Selecting the working correlation structure in generalized estimating equations
   Wei Pan and John E. Connett
   Vol. 12, No. 2, pp 475-490 (Year 2002)
   
5. 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)
   
6. 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)
   
7. Inference for semiparametric models: some questions and an answer
   Peter J. Bickel and Jaimyoung Kwon
   Vol. 11, No. 4, pp 863-960 (Year 2001)
   
8. SPARSE DEEP NEURAL NETWORKS USING L1,∞_1,∞ -WEIGHT NORMALIZATION
   Ming Wen, Yixi Xu, Yunling Zheng, Zhouwang Yang and Xiao Wang
   Vol. 31, No. 3, pp pan class="font-sb"> 31 (Year 2021)
   
9. A circular--circular regression model
   Shogo Kato, Kunio Shimizu and Grace S. Shieh
   Vol. 18, No. 2, pp 633-645 (Year 2008)
   
10. Approaches for Bayesian variable selection
    George, E. I. and McCulloch, R. E.
    Vol. 7, No. 2, pp 339-373 (Year 1997)