Title	Publication Date	Language	Citations
Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series	1986/06/01		526
Optimal Stopping Times for Detecting Changes in Distributions	1986/12/01		524
One-step sparse estimates in nonconcave penalized likelihood models	2008/08/01		523
On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems	1991/09/01		521
On the “degrees of freedom” of the lasso	2007/10/01		510
Spike and slab variable selection: Frequentist and Bayesian strategies	2005/04/01		503
Local Linear Regression Smoothers and Their Minimax Efficiencies	1993/03/01		496
Bootstrapping Regression Models	1981/11/01		488
Bootstrap and Wild Bootstrap for High Dimensional Linear Models	1993/03/01		481
Fitting time series models to nonstationary processes	1997/02/01		477
Statistical estimation in varying coefficient models	1999/10/01		464
Posterior Predictive $p$-Values	1994/09/01		454
Optimal Smoothing in Single-Index Models	1993/03/01		453
Exact Mean Integrated Squared Error	1992/06/01		448
On Some Global Measures of the Deviations of Density Function Estimates	1973/11/01		445
Analysis of variance—why it is more important than ever	2005/02/01		444
On a Notion of Data Depth Based on Random Simplices	1990/03/01		437
Penalized Discriminant Analysis	1995/02/01		435
Empirical Likelihood for Linear Models	1991/12/01		433
Robust $M$-Estimators of Multivariate Location and Scatter	1976/01/01		430
Linear Smoothers and Additive Models	1989/06/01		426
Functional linear regression analysis for longitudinal data	2005/12/01		424
The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence	1986/09/01		422
Theoretical Comparison of Bootstrap Confidence Intervals	1988/09/01		416
Generalized Likelihood Ratio Statistics and Wilks Phenomenon	2001/02/01		415
Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions	1994/12/01		411
On a Class of Bayesian Nonparametric Estimates: I. Density Estimates	1984/03/01		409
Classification by pairwise coupling	1998/04/01		408
Optimal Rates of Convergence for Nonparametric Estimators	1980/11/01		408
General Equivalence Theory for Optimum Designs (Approximate Theory)	1974/09/01		404