Communications in Statistics-Theory and Methods

Article	Citations
On the variance estimator and its bounds in general linear models under linear restrictions	77
A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables	44
On the complete consistency of the kernel estimator of spot volatility	38
Complete consistency for the weighted least squares estimators in semiparametric regression models	38
Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.	33
How many times until a coincidence becomes a pattern? The case of yield curve inversions preceding recessions and the magical number 7	20
Neyman–Pearson lemma for Bayes factors	19
Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples	18
Negation of a probability distribution: An information theoretic analysis	18
Experience rating of risk premium for Esscher premium principle	16
Varextropy of doubly truncated random variable	15
Behavioral mean-risk portfolio selection in continuous time via quantile	14
Probability forecasting of margin calls and its application in margin account with a single asset	13
High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables	13
Estimating parameters of the gamma distribution easily and efficiently	13
Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations	13
Comparative study on excess distribution estimation in iid settings	13
Some convergence theorems for widely orthant dependent random variables under exponential moment conditions	12
Computing Gerber-Shiu function in the classical risk model with interest using collocation method	11
Robust estimation with exponential squared loss for partially linear panel data model with fixed effects	11
Estimation of uncertainty distribution function by the principle of least squares	11
Letter on the paper “On the two-parameter Bell–Touchard discrete distribution”	10
A robust scalar-on-function logistic regression for classification	10
About the use of the overlap coefficient in the binary classification context	10
An extended exponential hyper-Poisson distribution: Properties and applications	10

Extensions of fractional cumulative residual entropy with applications	10
Restricted Stein-rule estimation in ultrastructural linear measurement error models	10
Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance	9
Generalizing R 2 for deming regressions	9
A comparative analysis of proposed quantitative randomized response model	9
Regression type estimator using auxiliary information with two deck randomized response model: A note	9
Estimation of the multivariate symmetric stable distribution using the method of moments	9
Non existence of optimal covariate matrices for a symmetric BIBD with non Youden layout in the presence of neighbor effects	9
Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models	8
Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process	8
Optimal dividend and stopping problems for two-dimensional compound poisson risk model	8
A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables	8
Nonparametric empirical Bayes estimation based on generalized Laguerre series	8
A new sine similarity measure based on evidence theory for conflict management	8
An algebraic analysis of the bimodality of the generalized von Mises distribution	8
Tempered stable autoregressive models	8
On a length-biased Birnbaum-Saunders regression model applied to meteorological data	8
Failure rate-based models for systems subject to random shocks	7
Kernel regression estimation for LTRC and associated data	7
The Bessel function expression of characteristic function	7
A flexible extension of asymmetric power-t distribution	7
Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations	7
A new wavelet-based estimation of conditional density via block threshold method	7
A generalized class of estimators for the mean using multiauxiliary information in adaptive cluster sampling	7
Order restricted classical and Bayesian inference of a multiple step-stress model from two-parameter Rayleigh distribution under Type I censoring	7
Complete convergence for maximum of weighted sums of WNOD random variables and its application	7
Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching	7
Matrix spaces and ordinary least square estimators in linear models for random matrices	7
Comparison of difference based variance estimators for partially linear models	7
Exact convergence rate in central limit theorem for a supercritical branching process with immigration in a random environment	7
Imprecision issues of two conditional powers and six predictive powers when the sample size of the interim data is fixed	7
Estimation of a treatment effect by linear regression, classical stratification and stratification on the propensity score: a comparison in the case of discrete covariates	7
Enumeration and evaluation of orthogonal three-level designs with small number of runs for definitive screening	7
Precise large deviations for sums of dependent random variables with subexponential distribution	7
Sliced inverse regression via natural canonical thresholding	6
An almost sure limit theorem for the maximum interpoint distance of random vectors in spaces of growing dimension	6
Minimum density power divergence estimation for the generalized exponential distribution	6
Estimation in nonlinear random fields models of autoregressive type with random parameters	6
Two-stage stratified partial randomized response strategies	6
The multivariate t -distribution with multiple degrees of freedom	6
The weak law of large numbers for weighted sums of m -asymptotic negatively associated random variables	6
Spectral analysis for GARCH processes through a bilinear representation	6
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, 2056–2072	6
Relative error prediction: Strong uniform consistency for censoring time series model	6
Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data	6
Sample distribution theory using Coarea Formula	6
Simultaneous optimization of inventory, maintenance, and quality for production systems subject to multiple mean and variance shifts	6
Calibration approach-based estimator of population total under successive sampling design	6
On weighted generalized entropy for double truncated distribution with applications	6
A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model	6

Information theory approach to ranked set sampling and new sub-ratio estimators	5
Asymptotics in the Bradley-Terry model for networks with a differentially private degree sequence	5
Maximum likelihood and Bayesian estimation on M/M/1 queueing model with balking	5
Doubly weighted mean score estimating functions with a partially observed effect modifier	5
A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data	5
Competing risks analysis for dependent causes using Marshall-Olkin bivariate generalized lifetime family	5
Estimating the scale parameters of several exponential distributions under order restriction	5
L2 consistency of the kernel quantile estimator	5
Estimation of a modified logistic-Weibull model with time-dependent covariates via the generalized method of moments	5
On a cost and availability analysis for software systems via phase type non-homogeneous Poisson process	5
Why the mode departs from the mean—a short communication	5
Confidence interval construction in massive data sets	5
Combining biomarkers to improve diagnostic accuracy using the overlap coefficient	5
Analysis of BMAP/MSP/1 queue with MAP generated negative customers and disasters	5
Relative error regression function estimation using the Bernstein polynomials approach	5
General results on precise asymptotics for the stochastic heat equation	5
Identifiability and convergence behavior for Markov chain Monte Carlo using multivariate probit models	5
Designing optimal proactive replacement strategies for degraded systems subject to two types of external shocks	5
Distributions of runs and scans in multistate Markov exchangeable sequences	5
Case-cohort and inference for the proportional hazards model with covariate adjustment	5
Testing symmetry of model errors for non linear multiplicative distortion measurement error models	5
Effects of error in factor levels on orthogonal composite designs for second-order models	4
Testing conditional heteroscedasticity with systematic sampling of time series	4
Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks	4
Estimation of generalized threshold autoregressive models	4
The local limit theorem for general weighted sums of Bernoulli random variables	4
Doubly bounded exponential model: Some information measures and estimation	4
On the bias of the score function of finite mixture models	4
Efficient minimal balanced cross-over designs in higher-order carryover effects	4
Goodness-of-fit graphical assessment for a broad family of unimodal distributions	4
Optimal investment of defined contribution pension plan with environmental, social, and governance (ESG) factors in regime-switching jump diffusion models	4
Ordering properties of the smallest order statistic from Weibull-G random variables	4
Kernel-based method for joint independence of functional variables	4
Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds	4
Stochastic orderings for folded normal random variables	4
Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks	4
Nonparametric predictive inference for comparison of multiple diagnostic tests	4
The effect of sample size and missingness on inference with missing data	4
Properties and applications of two-tailed quasi-Lindley distribution	4
Existence of schematic arrays under a novel criterion	4
Parameter estimation for Gegenbaeur Arfisma processes with infinite variance innovations	4
Sequential specification tests to choose a model: A change-point approach	4
Evaluation of the number of clusters in a data set using p -values from multiple tests of hypotheses	4
Functional partial linear regression with quadratic regression for the multivariate predictor	4
The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables	4
Multifractal of random permutation set	4
Asymptotic properties of kernel regression estimation under mixing high-frequency data	4
A new method of testing mutual independence	4
Nomogram for sample size calculation in assessing validity of a new method based on a regression line	4
On relationships between Chatterjee’s and Spearman’s correlation coefficients	4
Phase transitions in a power-law uniform hypergraph	4
Mixed effects models for extreme value index regression	4
Bivariate Bayesian regression method for fixed effects panel interval-valued data models	4
Flexible CDF-quantile distributions on the closed unit interval, with software and applications	4
Applying machine learning techniques in survival analysis to the private pension system in Turkey	4
Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables	4
Optimal asset allocation for DC pension subject to allocation and terminal wealth constraints under a remuneration scheme	4
Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion	3
A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart	3
A longitudinal complex likelihood ratio test for pleiotropy	3
The estimations of drift parameters for the Gaussian Vasicek process with time-varying volatility	3
A new extension of the Burr XII distribution generated by odd log-logistic random variables	3
Some design considerations for cluster randomized trials with binary responses	3
L r convergence for arrays of rowwise m -extended negatively dependent random variables	3
Simultaneous confidence regions for ranks	3
Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times	3
New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis	3
On complete moment convergence for the maximal weighted sums of NSD random variables	3
Statistical Wasserstein distance with rank regularization and spiked structure	3
Correction	3
Asymptotic results for expected probability of misclassifications in linear discriminant analysis with repeated measurements	3
Spatial-nonparametric regression: an approach for monitoring image data	3
On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model	3
Fast and asymptotically efficient estimation for t and log⁡( t ) distributions	3
A study on utilization of two cold standby components to increase reliability of a coherent system	3
Multiple imputation in the functional linear model with partially observed covariate and missing values in the response	3
Optimal and economic design of variables resampling scheme based on double specification limits	3
Simple change point model in heteroscedastic extremes	3
Redundancy allocation optimizing in the satellite attitude determination and control system based on the exact solution algorithm	3
The Simon’s two-stage design accounting for genetic heterogeneity	3

Third-order likelihood inference in the location–scale family of distributions based on records	3
A new RCAR(1) model based on explanatory variables and observations	3
A relationship between orthogonal regression and the coefficient of determination under rotation of data sets	3
Two new generators of Archimedean copulas with their properties	3
Multistate models with nested frailty for lifetime analysis: Application to bone marrow transplantation recovery patients	3
Diffuse Kalman filtering with linear constraints on the state parameters	3
Complete convergence and complete integral convergence for randomly weighted sums under the sublinear expectations	3
Reinsurance, investment and the rationality with a diffusion model approximating a jump model	3
On the scaled Rényi entropy and application	3
Closed testing procedure for comparing sizes of normal means based on ordered statistics	3
Shrinkage estimations of semi-parametric models for high-dimensional data in finite mixture models	3
Hypothesis testing for populations of networks	3
Adjusted empirical likelihood for probability density functions under strong mixing samples	3
Autoregressive inverse Gaussian process and the stochastic volatility modeling	3
On dynamic cumulative past inaccuracy measure based on extropy	3
The existence of the maximum likelihood estimate in multinomial logistic regression for mixed-membership models	3
On convergence properties for weighted sums of coordinatewise ANA random vectors in Hilbert spaces	3
On estimating the information fraction being induced by a finite sequence of moments	3
Statistical properties of co-quantiles and their applications to momentum spillovers	3
Least squares estimation for fractional Brownian bridge with linear drift	3
Real natural exponential families and generalized orthogonality	3
On the spectrally negative Lévy risk process with mixed dividends and capital injections	3
Confidence intervals for a Poisson parameter with background	3
Mixtures of higher-order fractional Brownian motions	3
The consistency for CUSUM estimator of mean change-point model based on association	3
Identifiability of the random effects’ covariance matrix of the linear mixed model	3
Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises	3
Estimating upper confidence bounds for positive ratios of normal random variables	3
A Bayesian robustness measure in significance tests for equivalence tests	3
Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model	3
Estimation on functional partially linear single index measurement error model	3
An efficient family of robust-type estimators for the population variance in simple and stratified random sampling	3
Seasonal generalized AR models	3
A multiple imputation method using population information	3
An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression	3
Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework	3
Incomplete ordinal panel responses with initial condition and skew-normal random effect	3
Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT	3
Goodness-of-fit test for skew-t distribution	3
Integrated exclusive hypothesis test for response missing at random	3
Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle	3
Covariance ratio under multiplicative distortion measurement errors	3
Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns	2
Heteroscedastic-adjusted standard error based estimation of ridge parameter in the linear regression model	2
On modified Anderson-Darling test statistics with asymptotic properties	2
A continuous-time network evolution model describing 3-interactions	2
Strong law of large numbers for linear processes under sublinear expectation	2
Optimal investment, consumption, and life insurance decisions for households with consumption habits under the health shock risk	2
Equivalence tests under the non mixture and mixture cure fraction models	2
On goodness of fit testing for a diffusion type process with a delay parameter	2
Universal optimality of circular balanced repeated measurements designs through method of cyclic shifts	2
A correction to Begg’s test for publication bias	2
Designing efficient Bayesian sampling plans for two-parameter exponential distribution with censored data	2
Goodness-of-fit tests for the Pareto distribution based on progressively Type-II censored data	2
Inferences for uncertain nonparametric regression by least absolute deviations	2
The Bahadur representations of quantile estimators in general unequal probability sampling	2
R-optimal designs for linear log contrast model with mixture experiments	2
A unified Bayesian approach for modeling zero-inflated count and continuous outcomes	2
A new bivariate autoregressive model driven by logistic regression	2
Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments	2
A generalization of Rényi entropy for basic probability assignment	2
An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality	2
Asymptotic in a class of network models with an increasing sub-Gamma degree sequence	2
Efficient non parametric spectral density estimation with censored observations	2
Optimal portfolio and reinsurance with two differential risky assets	2
Harmonic mean and geometric mean of a non negative random variable	2
Letter to the editor: on the paper “The double Pareto-Lognormal distribution—a new parametric model for size distributions” and its correction	2
n -Agent reinsurance and investment games for mean-variance insurers under multivariate 4/2 stochastic covariance model	2
Safe Bayes for single index quantile regression estimation and variable selection	2
A nonparametric test for the two-sample problem based on order statistics	2
A mixed INAR( p ) model with serially dependent innovation with application to some COVID-19 data	2
Asymptotic properties of recursive kernel density estimation for long-span high-frequency data	2
Zero-inflated Poisson INAR(1) model with periodic structure	2
Testing for the equivalence of several sets of time series and its multiple comparison procedure	2
Stochastic differential reinsurance and investment games with delay under VaR constraints⋆	2
A Statistical Approach to Broken Stick Problems	2
On reliability analysis in k -out-of- n systems under Archimedean copula dependence	2
Modeling the association of bivariate interval-censored data under the additive hazards model	2
Cubic spline estimation for non parametric uncertain differential equation	2
When are there too many collisions? Variants of the birthday problem	2
An extended normal distribution for skewed and bimodal data: New properties and a new regression model	2
Parameter estimation for a discrete time model driven by fractional Poisson process	2
Statistical inference for the extended non linear models	2
A double generally weighted moving average control chart for monitoring zero-inflated Poisson processes	2
Construction of circular quasi rees neighbor designs which can be converted into minimal circular balanced and strongly balanced neighbor designs	2
Robust ridge estimator in censored semiparametric linear models	2
Best equivariant estimator of precision matrix in a seemingly unrelated regression model	2
New neighborhoods in robustness and least favorable pairs for special capacities	2
Optimal insurance-reinsurance design from the perspectives of both insurers and reinsurers	2
An empirical estimate of quantile density function in presence of censoring	2
Lasso’s application in Chinese housing prices	2
On diagnostic accuracy measures and optimal cut-point selection measures for multi-stage diseases via generalized total Kullback–Leibler divergence	2
A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation	2
Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process	2
Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations	2