Statistics

Article	Citations
Modelling count data via copulas	15
The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem	12
Multi-component stress–strength parameter estimation of a non-identical-component strengths system under the adaptive hybrid progressive censoring samples	9
On weighted cumulative residual extropy: characterization, estimation and testing	8
Reliability estimation of a stress-strength model with non-identical component strengths under generalized progressive hybrid censoring scheme	8
Novel techniques for performing successful follow-up experiments based on prior information from initial-stage experiments	7
Second-order stochastic comparisons of order statistics	7
Robust link functions	7
Inference of dependent left-truncated and right-censored competing risks data from a general bivariate class of inverse exponentiated distributions	6
On interval weighted cumulative residual and past extropies	6
Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood	6
Stress-strength reliability: a quantile approach	6
Calibrating sufficiently	5
Strong laws of large numbers for generalizations of Fréchet mean sets	5
On the status of component failures in a working coherent system when the lifetimes are DNID random variables	5
High-dimensional generalized semiparametric model for longitudinal data	5
U-Statistics for left truncated and right censored data	5
Two new distribution-free two-sample tests for versatile alternative	5
Cumulative entropy of progressively type-II censored order statistics and associated optimal life testing-plans	4
Statistical inference for the tangency portfolio in high dimension	4
Sequentially weighted uniform designs	4
Quantile regression of partially linear single-index model with missing observations	4
Semi-parametric adjustment to computer models	4
Outlier detection in non-parametric profile monitoring	4
An extension of the Cox–Czanner divergence measure to residual lifetime distributions with applications	4

Optimal plan for ordered step-stress stage life testing	4
High-dimensional MANOVA under weak conditions	4
Universal kernel-type estimation of random fields	4
New closed form estimators for a bivariate gamma distribution	4
The extended Bregman divergence and parametric estimation	3
Impact assessment of correlated measurement errors using logarithmic-type estimators	3
Uniformly complete consistency of frequency polygon estimation for dependent samples and an application	3
Recurrence times and the expected number of renewal epochs over a finite interval	3
Liu-type shrinkage estimations in linear models	3
Parameter estimation of stochastic differential equation driven by small fractional noise	3
A new Marshall-Olkin lomax distribution with application using failure and insurance data	3
A new omnibus test of fit based on a characterization of the uniform distribution	3
Acceptance reliability sampling plan for discrete lifetime models	3
Stochastic comparisons of second-order statistics from dependent and heterogenous modified proportional hazard rate observations	3
Uniformity pattern of mixed two- and three-level factorials under average projection mixture discrepancy	3
Empirical likelihood inference for the mean past lifetime function	3
Statistical inference of generalized progressive hybrid censored step-stress accelerated dependent competing risks model for Marshall-Olkin bivariate Weibull distribution	3
On general weighted cumulative residual extropy and general weighted negative cumulative extropy	3
Consistent model selection procedure for general integer-valued time series	3
Analyzing competing risks data using bivariate Weibull-geometric distribution	3
Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring	3
Some new flexible classes of normal distribution for fitting multimodal data	3
Theϕ-divergence family of measures based on quantile function	3
Equivariant estimation following selection from two normal populations having common unknown variance	3
Optimal design for probit choice models with dependent utilities	2
Kernel Liu prediction approach in partially linear mixed measurement error models	2
Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model	2
Rényi entropy onk-records and its applications in characterizing distributions	2
Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments	2
Asymptotic properties of the uppermost and the lowestmth exponential spacings based on records	2
Empirical likelihood analysis for accelerated failure time model using length-biased data	2
Extending the Mann–Kendall test to allow for measurement uncertainty	2
Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors	2
Bayesian time-varying quantile regression on exceedance	2
Refined normal approximations for the central and noncentral chi-square distributions and some applications	2
Multiplicative deconvolution in survival analysis under dependency	2
Componentwise estimation of ordered scale parameters of two exponential distributions under a general class of loss function	2
Asymptotic properties of inverse probability of censored weighted U-empirical process for right-censored data with applications	2
Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data	2
Characterization-based approach for construction of goodness-of-fit test for Lévy distribution	2
Estimation for a hybrid model of functional and linear measurement errors regression with missing response	2
Safe machine learning	2
Uniformity criterion for designs with both qualitative and quantitative factors	2
Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based onλ-th power skewness and kurtosis	2
Zero-inflated binomial integer-valued ARCH models for time series	2
Supervised learning with indefinite topological Kernels	2
On precedence tests with double sampling	2
Minimum distance estimation of the Lehmann receiver operating characteristic curve	2
Jackknife empirical likelihood ratio test for testing mean residual life and mean past life ordering	2
Reliability estimation for Kumaraswamy distribution under block progressive type-II censoring	2

The Bahadur representation of sample quantiles for φ-mixing random variables and its application	2
On statistical estimation and inferences in optional regression models	2
Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection	2
Statistical inference for scale mixture models via Mellin transform approach	2
An exact test for exponentiality against renewal increasing mean residual life class	2
Robust confidence distributions from proper scoring rules	2
Novel goodness-of-fit tests for binomial count time series	2
CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences	2
Robust high-dimensional alpha test for conditional time-varying factor models	2
Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean	2
A new type of multivariate records: depth-based records	1
Bayesian estimation for longitudinal data in a joint model with HPCs	1
Monitoring mean changes in persistent multivariate time series	1
Fiducialize statistical significance: transformingp-values into conservative posterior probabilities and Bayes factors	1
Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case	1
Stochastic ordering of variability measure estimators	1
Asymptotics of lower dimensional zero-density regions	1
Further sharpening of Jensen's inequality	1
A joint model for mixed longitudinalk-category inflation ordinal and continuous responses	1
Uniformity and projection uniformity of combined designs	1
Hold-out estimates of prediction models for Markov processes	1
The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model withα-mixing errors	1
Matrix variate receiver operating characteristic curve for binary classification	1
A study on average Lee discrepancy measure	1
Simultaneous best linear invariant prediction of future order statistics for location-scale and scale families and associated optimality properties	1
Least-square estimators in linear regression models under negatively superadditive dependent random observations	1
Some improved results on Berry–Esséen bounds for strong mixing random variables and applications	1
On conditional spacings and their properties under coherent system setting	1
Transformed central quantile subspace	1
Bayesian bootstrapping for symmetric distributions	1
Robust estimation based on one-shot device test data under log-normal lifetimes	1
On Liu-type biased estimators in measurement error models	1
A two-parameter estimator in linear measurement error model	1
The marginal distribution function of threshold-type processes with central symmetric innovations	1
Wilcoxon rank test for change in persistence	1
Extropy based inaccuracy measure in order statistics	1
MRL ordering of largest order statistics from heterogeneous scale variables	1
On two exponential populations under a joint adaptive type-II progressive censoring	1
Detection of long range dependence in the time domain for (in)finite-variance time series	1
Weak convergence for weighted sums of a class of random variables with related statistical applications	1
Closed form estimators for a multivariate gamma distribution	1
Inadmissibility results for the selected hazard rates	1
A dynamic measure of divergence between two inactivity lifetime distributions	1
Penalized wavelet nonparametric univariate logistic regression for irregular spaced data	1
Convergence of series of moments on general exponential inequality	1
Penalized empirical likelihood inference for the GINAR(p) model	1
Acceptance reliability sampling plan for items with two failure modes	1
An efficient variance estimator for cross-validation under partition sampling	1
Quantiles of the conditional residual lifetime	1
Location invariant heavy tail index estimation with block method	1
Duality for a class of continuous-time reversible Markov models	1
Ordering fail-safe systems having dependent components with Archimedean copula and exponentiated location-scale distributions	1
Bayesian empirical likelihood inference for the mean absolute deviation	1
Evidence for goodness of fit in Karl Pearson chi-squared statistics	1
Optimal designs for the prediction of mixed effects in linear mixed models	1
Two-stage communication-efficient distributed sparse M -estimation with missing data	1
General Hannan and Quinn criterion for common time series	1
The strong uniform consistency of kernel estimator of a smooth distribution function in censored linear regression	1
A mixture of ellipsoidal densities for 3D data modelling	0
Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data	0
Improving linear quantile regression for replicated data	0
Robust statistical inference for longitudinal data with nonignorable dropouts	0
Evaluating SAFE AI principles using Wasserstein distance: a comparative study of Machine Learning models	0
Generalized signed-rank estimation and selection for the functional linear model	0
The application of Bayesian inference under SAFE model	0
Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors	0
Stochastic comparison results between two finite mixture models with generalized Weibull distributed components	0
Gaussian modeling with B-splines for spatial functional data on irregular domains	0
A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property	0
A new approach for time domain analysis of multivariate and functional time series	0
Universally optimal designs for three interference models under circulant correlation	0
Identifying a class of Ridge-type estimators in binary logistic regression models	0
Explicit and combined estimators for parameters of stable distributions	0
Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions	0
Dimension-reduced empirical likelihood estimation and inference for M-estimators with nonignorable nonresponse	0
A unified approach to the Pythagorean identity and projection theorem for a class of divergences based on M-estimations	0
Inference of high quantiles of a heavy-tailed distribution from block data	0
Consistency properties for the nearest neighbour estimator of the density function and applications based on α-mixing samples	0
Stochastic comparisons of lifetimes of fail-safe systems with dependent and heterogeneous components under random shocks	0
On local power of likelihood-based tests in von Mises regressions	0

Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data	0
Corrigendum to: A bimodal gamma distribution: properties, regression model and applications (Statistics, 54, 469–493)	0
Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting	0
Ridge estimation in linear mixed measurement error models using generalized maximum entropy	0
On classes of consistent tests for the Type I Pareto distribution based on a characterization involving order statistics	0
Estimation of order restricted standard deviations of normal populations with a common mean	0
The SgenoLasso and its cousins for selective genotyping and extreme sampling: application to association studies and genomic selection	0
Poisson-modification of the Quasi Lindley optimal generalized regression estimator	0
Automatic selection by penalized asymmetric L q -norm in a high-dimensional model with grouped variables	0
Moderate deviations for the mildly stationary autoregressive model with dependent errors	0
On the convergence of rank-one multi-target linear regression	0
Robust estimation for generalized case–cohort design under the proportional hazards model	0
A p-value based dimensionality reduction test for high dimensional means	0
Bayesian MISE convergence rates of Polya urn based density estimators: asymptotic comparisons and choice of prior parameters	0
Robust tests for equality of regression curves based on characteristic functions	0
Design-based estimators of the distribution function in ranked set sampling with an application	0
Corrigendum: a note on Liu-type shrinkage estimations in linear models (Statistics 56, 396–420)	0
Stochastic properties of varentropy based on residual lifetime	0
Nonparametric statistical inference for compound models	0
Copula deep learning control chart for multivariate zero inflated count response variables	0
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity	0
A permutation approach to goodness-of-fit testing in regression models	0
Bias reduction estimation for drift coefficient in diffusion models with jumps	0
Robust penalized empirical likelihood estimation method for linear regression	0
Explainable machine learning for financial risk management: two practical use cases	0
On optimal joint prediction of order statistics	0
Two-step online estimation and inference for expected shortfall regression with streaming data	0
Construction of balanced sliced orthogonal arrays	0
Estimating a new stress–strength index for several exponential populations with a common location	0
Liu-type estimator in Conway–Maxwell–Poisson regression model: theory, simulation and application	0
Uniformly strong consistency and the rates of asymptotic normality for the edge frequency polygons	0
New continuous bivariate distributions generated from shock models	0
Online updating Huber robust regression for big data streams	0
Almost unbiased ridge estimator in Bell regression model: theory and application to plastic polywood data	0
A class of dependent Dirichlet processes via latent multinomial processes	0
The risk of tensor Stein-rules in elliptically contoured distributions	0
A new approach to estimate parameters of the two-parameter Weibull distribution	0
Estimating parameters in multichannel fundamental frequency with harmonics model	0
RETRACTED ARTICLE: Convergence in quadratic mean of averaged stochastic gradient algorithms without strong convexity nor bounded gradient	0
An optimization method for change-point monitoring in finite samples sequence	0
Smooth estimation of conditional quantile function with mixed covariates using Bernstein polynomials	0
Covariance based moment equations for improved variance component estimation	0
Building forecasting model for time series based on improvements in establishing fuzzy relationships and clustering algorithm	0
Robust and efficient estimation in ordinal response models using the density power divergence	0
Variation of the expectation and quantiles of the mixture of ordered distributions under imprecise choice of prior	0
Robust confidence regions for the index and functional coefficients in the single-index varying coefficients regression model	0
Variable selection in sparse GLARMA models	0
Asymptotic behaviours for maximum likelihood estimator of drift parameter in α-Wiener bridge process	0
A Berry–Esseen theorem for sample quantiles under martingale difference sequences	0
Optimal subsampling algorithms for composite quantile regression in massive data	0
Robust scale estimation under shifts in the mean	0
A novel test of missing completely at random: U -statistics-based approach	0
A regression approach to the two-dataset problem	0
Generalized log-logistic proportional hazard model: a non-penalty shrinkage approach	0
Optimal designs for linear regression models with skew-normal errors	0
Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process	0
A maximum likelihood and regenerative bootstrap approach for estimation and forecasting of INAR( p ) processes with zero-inflated innovations	0
Rank-based correlation matrix estimation for high dimensional microbiome data	0
Uniformly most accurate confidence intervals under weak restrictions	0
The entropic log odds as a measure of distribution asymmetry	0
Model averaging for generalized linear models with missing at random covariates	0
Characterizations of continuous log-symmetric distributions based on properties of order statistics	0
Minimizing distance between distribution functions: discrete counterparts to continuous random variables with applications in non-life insurance and stochastic reliability	0
On the applicability of several tests to models with not identically distributed random effects	0
Bernstein-based estimation of the cross ratio function	0
Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model	0
Survival analysis with censored data: a further twist on ignorability conditions	0
A new kernel two-parameter prediction under multicollinearity in partially linear mixed measurement error model	0
A note on the asymptotic behavior of a mildly unstable integer-valued AR(1) model	0
Hypothesis testing for the population mean and variance based onr-size biased samples	0
Expectile trace regression via low-rank and group sparsity regularization	0
A data-driven test approach to identify COVID-19 surge phases: an alert-warning tool	0
On estimation error bounds of the Elastic Net whenp≫n	0
Inference on the common mean direction of several Fisher-von Mises-Langevin populations with unknown concentration parameters	0
Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics	0
On cumulative residual Renyi's entropy for double truncated distribution	0
Trimmed estimator for circular–circular regression: breakdown properties and an exact algorithm for computation	0
Variance analysis of multiple importance sampling schemes	0
Compound sum distributions with dependence	0
Integrated partially linear model for multi-centre studies with heterogeneity and batch effect in covariates	0
Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions	0
Augmented inverse probability weighted estimation and prediction for cause-specific proportional hazards regression with missing covariates	0
The use of aggregate time series for testing conditional heteroscedasticity	0
Univariate measurement error selection likelihood for variable selection of additive model	0
Tuning parameter selection for nonparametric derivative estimation in random design	0
An identity for two integral transforms applied to the uniqueness of a distribution via its Laplace–Stieltjes transform	0
Weighted likelihood transfer learning for high-dimensional generalized linear models	0
Parameter estimation in optional semimartingale regression models	0
The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications	0
A non-parametric test for independence of time to failure and cause of failure for discrete competing risks data	0
Robust estimation with modified Huber's function for functional linear models	0
Predicting future failures in generalized order statistics and related models	0
R-optimal two-level supersaturated designs	0
The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models	0
Deconvolution of ℙ( X t < Y t	0