Communications in Statistics-Theory and Methods

Papers
(The median citation count of Communications in Statistics-Theory and Methods is 0. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-05-01 to 2025-05-01.)
ArticleCitations
Restricted Stein-rule estimation in ultrastructural linear measurement error models55
An issue about the efficacy for the time-to-event outcome based on accelerated failure time model with interaction of unrecognized heterogeneity and main effect40
Letter on the paper “On the two-parameter Bell–Touchard discrete distribution”31
On the variance estimator and its bounds in general linear models under linear restrictions28
Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow27
Complete consistency for the weighted least squares estimators in semiparametric regression models20
A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables20
A class of location invariant estimators for heavy tailed distributions17
Robust estimation with exponential squared loss for partially linear panel data model with fixed effects15
On the complete consistency of the kernel estimator of spot volatility15
Estimating parameters of the gamma distribution easily and efficiently15
On strong deviation theorems concerning array of dependent random sequence14
Multivariate wavelet density estimation for strong mixing stratified size-biased sample14
Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.13
Neyman–Pearson lemma for Bayes factors13
Robust Bayesian estimator in a normal model with uncertain hierarchical priors13
How many times until a coincidence becomes a pattern? The case of yield curve inversions preceding recessions and the magical number 713
Negation of a probability distribution: An information theoretic analysis11
An extended exponential hyper-Poisson distribution: Properties and applications11
Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples10
Experience rating of risk premium for Esscher premium principle10
Estimation of the multivariate symmetric stable distribution using the method of moments10
Generalizing R 2 for deming regressions10
A comparative analysis of proposed quantitative randomized response model10
Behavioral mean-risk portfolio selection in continuous time via quantile9
Computing Gerber-Shiu function in the classical risk model with interest using collocation method9
A robust scalar-on-function logistic regression for classification9
Comparative study on excess distribution estimation in iid settings9
The effect of parameters estimation on the performance of variables control charts under repetitive sampling9
About the use of the overlap coefficient in the binary classification context9
Some convergence theorems for widely orthant dependent random variables under exponential moment conditions9
High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables9
Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance8
Extensions of fractional cumulative residual entropy with applications8
Probability forecasting of margin calls and its application in margin account with a single asset8
Non existence of optimal covariate matrices for a symmetric BIBD with non Youden layout in the presence of neighbor effects8
Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations8
Estimation of uncertainty distribution function by the principle of least squares8
A new sine similarity measure based on evidence theory for conflict management7
Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality7
Order restricted classical and Bayesian inference of a multiple step-stress model from two-parameter Rayleigh distribution under Type I censoring7
Kernel regression estimation for LTRC and associated data7
The multivariate t -distribution with multiple degrees of freedom7
Minimum density power divergence estimation for the generalized exponential distribution7
Strongly almost convergence in sequences of complex uncertain variables7
Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process7
Optimal dividend and stopping problems for two-dimensional compound poisson risk model7
Nonparametric empirical Bayes estimation based on generalized Laguerre series7
Some properties of 2-orthogonal polynomials associated with inverse Gaussian distribution7
Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models7
Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data7
A generalized class of estimators for the mean using multiauxiliary information in adaptive cluster sampling7
Tempered stable autoregressive models7
Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations7
The effect of gauge measurement errors on double sampling X¯ control chart7
A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables7
An algebraic analysis of the bimodality of the generalized von Mises distribution7
Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching7
Precise large deviations for sums of dependent random variables with subexponential distribution6
Matrix spaces and ordinary least square estimators in linear models for random matrices6
The weak law of large numbers for weighted sums of m -asymptotic negatively associated random variables6
Simultaneous optimization of inventory, maintenance, and quality for production systems subject to multiple mean and variance shifts6
Complete convergence for maximum of weighted sums of WNOD random variables and its application6
Estimation in nonlinear random fields models of autoregressive type with random parameters6
On a length-biased Birnbaum-Saunders regression model applied to meteorological data6
Comparison of difference based variance estimators for partially linear models6
Sliced inverse regression via natural canonical thresholding6
Estimation of a treatment effect by linear regression, classical stratification and stratification on the propensity score: a comparison in the case of discrete covariates6
Failure rate-based models for systems subject to random shocks6
The Bessel function expression of characteristic function6
An almost sure limit theorem for the maximum interpoint distance of random vectors in spaces of growing dimension6
Correction to: Ghosh, I.K., & Hamedani, G.G. (2018). The Gamma–Kumaraswamy distribution: an alternative to Gamma distribution. Communications in Statistics-Theory and Methods, 47, 2056–20726
A new wavelet-based estimation of conditional density via block threshold method6
Enumeration and evaluation of orthogonal three-level designs with small number of runs for definitive screening6
Sample distribution theory using Coarea Formula6
Imprecision issues of two conditional powers and six predictive powers when the sample size of the interim data is fixed6
Exact convergence rate in central limit theorem for a supercritical branching process with immigration in a random environment6
Spectral analysis for GARCH processes through a bilinear representation6
Relative error prediction: Strong uniform consistency for censoring time series model6
A flexible extension of asymmetric power-t distribution6
Estimating the scale parameters of several exponential distributions under order restriction5
Calibration approach-based estimator of population total under successive sampling design5
On relationships between Chatterjee’s and Spearman’s correlation coefficients5
Competing risks analysis for dependent causes using Marshall-Olkin bivariate generalized lifetime family5
Asymptotics in the Bradley-Terry model for networks with a differentially private degree sequence5
Estimation of finite population distribution function of sensitive variable*5
Confidence interval construction in massive data sets5
Doubly weighted mean score estimating functions with a partially observed effect modifier5
Information theory approach to ranked set sampling and new sub-ratio estimators5
Testing symmetry of model errors for non linear multiplicative distortion measurement error models5
Two-stage stratified partial randomized response strategies5
Case-cohort and inference for the proportional hazards model with covariate adjustment5
A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model5
Identifiability and convergence behavior for Markov chain Monte Carlo using multivariate probit models5
Designing optimal proactive replacement strategies for degraded systems subject to two types of external shocks5
Optimal designs for collapsed homogeneous linear model5
On a cost and availability analysis for software systems via phase type non-homogeneous Poisson process5
Correction to: Oliveira, J., J. Santos, C. Xavier, D. Trindade, and G. M. Cordeiro. 2016. The McDonald half-logistic distribution: Theory and practice. Communications in Statistics-Theory and methods 5
The distribution of the sum of independent and non identically generalized Lindley random variables4
Phase transitions in a power-law uniform hypergraph4
A new method of testing mutual independence4
Statistical Wasserstein distance with rank regularization and spiked structure4
Nomogram for sample size calculation in assessing validity of a new method based on a regression line4
The effect of sample size and missingness on inference with missing data4
Effects of error in factor levels on orthogonal composite designs for second-order models4
Doubly bounded exponential model: Some information measures and estimation4
Why the mode departs from the mean—a short communication4
Maximum likelihood and Bayesian estimation on M/M/1 queueing model with balking4
On weighted generalized entropy for double truncated distribution with applications4
Analysis of BMAP/MSP/1 queue with MAP generated negative customers and disasters4
Sequential specification tests to choose a model: A change-point approach4
Flexible CDF-quantile distributions on the closed unit interval, with software and applications4
Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables4
Estimation of the Pareto and related distributions – A reference-intrinsic approach4
On the bias of the score function of finite mixture models4
A monotonicity property of weighted log-rank tests4
Distributions of runs and scans in multistate Markov exchangeable sequences4
Properties and applications of two-tailed quasi-Lindley distribution4
General results on precise asymptotics for the stochastic heat equation4
Combining biomarkers to improve diagnostic accuracy using the overlap coefficient4
Relative error regression function estimation using the Bernstein polynomials approach4
Goodness-of-fit graphical assessment for a broad family of unimodal distributions4
Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds4
Estimation of generalized threshold autoregressive models4
A new stochastic order based on discrete Laplace transform and some ordering results of the order statistics4
The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables4
The local limit theorem for general weighted sums of Bernoulli random variables4
Spatial-nonparametric regression: an approach for monitoring image data4
Ordering properties of the smallest order statistic from Weibull-G random variables4
Applying machine learning techniques in survival analysis to the private pension system in Turkey4
L2 consistency of the kernel quantile estimator4
Mixed effects models for extreme value index regression4
Nonparametric predictive inference for comparison of multiple diagnostic tests4
Adjusted empirical likelihood for probability density functions under strong mixing samples3
Testing the fit of relational models3
Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate3
On dynamic cumulative past inaccuracy measure based on extropy3
Identifiability of the random effects’ covariance matrix of the linear mixed model3
Seasonal generalized AR models3
Evaluation of the number of clusters in a data set using p -values from multiple tests of hypotheses3
Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion3
Simple change point model in heteroscedastic extremes3
A study on utilization of two cold standby components to increase reliability of a coherent system3
Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model3
On the spectrally negative Lévy risk process with mixed dividends and capital injections3
Simultaneous confidence regions for ranks3
Multifractal of random permutation set3
Uniform k-Tuple Partially Rank-Ordered Set Sampling3
Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT3
Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks3
Real natural exponential families and generalized orthogonality3
Bivariate Bayesian regression method for fixed effects panel interval-valued data models3
Estimation on functional partially linear single index measurement error model3
Parameter estimation for Gegenbaeur Arfisma processes with infinite variance innovations3
A Bayesian robustness measure in significance tests for equivalence tests3
Efficient minimal balanced cross-over designs in higher-order carryover effects3
L r convergence for arrays of rowwise m -extended negatively dependent random variables3
Mixtures of higher-order fractional Brownian motions3
Optimal investment of defined contribution pension plan with environmental, social, and governance (ESG) factors in regime-switching jump diffusion models3
Optimal and economic design of variables resampling scheme based on double specification limits3
On the scaled Rényi entropy and application3
Confidence intervals for a Poisson parameter with background3
Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework3
A longitudinal complex likelihood ratio test for pleiotropy3
Redundancy allocation optimizing in the satellite attitude determination and control system based on the exact solution algorithm3
Incomplete ordinal panel responses with initial condition and skew-normal random effect3
New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis3
Least squares estimation for fractional Brownian bridge with linear drift3
Multistate models with nested frailty for lifetime analysis: Application to bone marrow transplantation recovery patients3
Optimal asset allocation for DC pension subject to allocation and terminal wealth constraints under a remuneration scheme3
Correction3
Two new generators of Archimedean copulas with their properties3
Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle3
Spatial nonstationary hierarchical Bayes estimation of small area proportions3
Existence of schematic arrays under a novel criterion3
Integrated exclusive hypothesis test for response missing at random3
Multiple imputation in the functional linear model with partially observed covariate and missing values in the response3
Reinsurance, investment and the rationality with a diffusion model approximating a jump model3
On convergence properties for weighted sums of coordinatewise ANA random vectors in Hilbert spaces3
Diffuse Kalman filtering with linear constraints on the state parameters3
Stochastic orderings for folded normal random variables3
Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates3
An efficient family of robust-type estimators for the population variance in simple and stratified random sampling3
A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart3
Autoregressive inverse Gaussian process and the stochastic volatility modeling3
Asymptotic results for expected probability of misclassifications in linear discriminant analysis with repeated measurements3
Covariance ratio under multiplicative distortion measurement errors3
A new RCAR(1) model based on explanatory variables and observations3
On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model3
Testing conditional heteroscedasticity with systematic sampling of time series3
Estimating upper confidence bounds for positive ratios of normal random variables3
Hypothesis testing for populations of networks3
Complete convergence and complete integral convergence for randomly weighted sums under the sublinear expectations3
The Simon’s two-stage design accounting for genetic heterogeneity3
Statistical properties of co-quantiles and their applications to momentum spillovers3
On estimating the information fraction being induced by a finite sequence of moments3
Exact convergence rate of the local limit theorem for a branching random walk in a time-dependent random environment on d-dimensional integer lattice3
High dimensional discriminant analysis under weak sparsity3
A study on weighted dynamic survival and failure extropies3
Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks3
On complete moment convergence for the maximal weighted sums of NSD random variables3
Functional partial linear regression with quadratic regression for the multivariate predictor3
A network Lasso model for regression3
Kernel-based method for joint independence of functional variables3
Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times3
Shrinkage estimations of semi-parametric models for high-dimensional data in finite mixture models3
Reliability modeling of weighted- k -out-of- n : G system under multiple failure modes with dependent components3
A multiple imputation method using population information3
Some design considerations for cluster randomized trials with binary responses3
Propensity score matching for estimation of pairwise marginal hazard ratios2
Efficient non parametric spectral density estimation with censored observations2
Statistical inference for the extended non linear models2
Testing for the equivalence of several sets of time series and its multiple comparison procedure2
Analysis of the spatiotemporal velocity of annual precipitation based on random field2
A note on asymptotic distributions in a directed network model with degree heterogeneity and homophily2
Letter to the editor: on the paper “The double Pareto-Lognormal distribution—a new parametric model for size distributions” and its correction2
Cubic spline estimation for non parametric uncertain differential equation2
Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations2
Inferences for uncertain nonparametric regression by least absolute deviations2
Optimal periodic dividends with penalty payments under a diffusion model2
On modified Anderson-Darling test statistics with asymptotic properties2
A continuous-time network evolution model describing 3-interactions2
An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality2
Performance analysis of shrinkage estimators in Conway-Maxwell-Poisson regression model2
R-optimal designs for linear log contrast model with mixture experiments2
Confidence bands for hazard rate function based on a debiased estimation2
Universal optimality of circular balanced repeated measurements designs through method of cyclic shifts2
Zero-inflated Poisson INAR(1) model with periodic structure2
Estimating time-varying treatment switching effect using accelerated failure time model with application to vascular access for hemodialysis2
Heteroscedastic-adjusted standard error based estimation of ridge parameter in the linear regression model2
Bayes estimator of process capability index Cpk with a specified prior mean2
A unified Bayesian approach for modeling zero-inflated count and continuous outcomes2
Optimal insurance-reinsurance design from the perspectives of both insurers and reinsurers2
Construction of circular quasi rees neighbor designs which can be converted into minimal circular balanced and strongly balanced neighbor designs2
A correction to Begg’s test for publication bias2
Stochastic differential reinsurance and investment games with delay under VaR constraints⋆2
Semiparametric tests for equality of two independent variances2
Objective Bayesian analysis of accelerated degradation models based on Wiener process with correlation2
A generalization of Rényi entropy for basic probability assignment2
n -Agent reinsurance and investment games for mean-variance insurers under multivariate 4/2 stochastic covariance model2
Optimal investment, consumption, and life insurance decisions for households with consumption habits under the health shock risk2
Dynamic cumulative residual entropy generating function and its properties2
An empirical estimate of quantile density function in presence of censoring2
Asymptotic properties of recursive kernel density estimation for long-span high-frequency data2
The Bahadur representations of quantile estimators in general unequal probability sampling2
Parameter estimation for a discrete time model driven by fractional Poisson process2
A mixed INAR( p ) model with serially dependent innovation with application to some COVID-19 data2
A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation2
A nonparametric test for the two-sample problem based on order statistics2
A Statistical Approach to Broken Stick Problems2
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