Communications in Statistics-Theory and Methods

Article	Citations
On the variance estimator and its bounds in general linear models under linear restrictions	119
Negation of a probability distribution: An information theoretic analysis	65
High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables	56
Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.	23
Probability forecasting of margin calls and its application in margin account with a single asset	21
A comparative analysis of proposed quantitative randomized response model	20
Non existence of optimal covariate matrices for a symmetric BIBD with non Youden layout in the presence of neighbor effects	18
Estimation of the multivariate symmetric stable distribution using the method of moments	16
Estimation of uncertainty distribution function by the principle of least squares	14
Estimating parameters of the gamma distribution easily and efficiently	14
Experience rating of risk premium for Esscher premium principle	14
Letter on the paper “On the two-parameter Bell–Touchard discrete distribution”	13
Restricted Stein-rule estimation in ultrastructural linear measurement error models	13
Computing Gerber-Shiu function in the classical risk model with interest using collocation method	12
Robust estimation with exponential squared loss for partially linear panel data model with fixed effects	12
Comparative study on excess distribution estimation in iid settings	12
Some convergence theorems for widely orthant dependent random variables under exponential moment conditions	12
How many times until a coincidence becomes a pattern? The case of yield curve inversions preceding recessions and the magical number 7	11
Regression type estimator using auxiliary information with two deck randomized response model: A note	11
Varextropy of doubly truncated random variable	11
Enumeration and evaluation of orthogonal three-level designs with small number of runs for definitive screening	10
Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance	10
An extended exponential hyper-Poisson distribution: Properties and applications	10
An almost sure limit theorem for the maximum interpoint distance of random vectors in spaces of growing dimension	10
Threshold estimation of the Gerber-Shiu function using the Fourier-cosine method in the Wiener-Poisson risk model	10

The weak law of large numbers for weighted sums of m -asymptotic negatively associated random variables	9
Sliced inverse regression via natural canonical thresholding	9
An adjusted variance estimator for improvement of test power in the Cox proportional hazards model	9
Exact convergence rate in central limit theorem for a supercritical branching process with immigration in a random environment	9
An algebraic analysis of the bimodality of the generalized von Mises distribution	8
Convergence rate of the weak consistency of the LS estimator in simple linear EV models	8
Optimal dividend and stopping problems for two-dimensional compound poisson risk model	8
Tempered stable autoregressive models	8
A flexible extension of asymmetric power-t distribution	7
The multivariate t -distribution with multiple degrees of freedom	7
Precise large deviations for sums of dependent random variables with subexponential distribution	7
Imprecision issues of two conditional powers and six predictive powers when the sample size of the interim data is fixed	7
A generalized class of estimators for the mean using multiauxiliary information in adaptive cluster sampling	7
Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process	7
A new sine similarity measure based on evidence theory for conflict management	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
A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables	7
The Bessel function expression of characteristic function	7
Matrix spaces and ordinary least square estimators in linear models for random matrices	7
A new wavelet-based estimation of conditional density via block threshold method	7
Estimating Tsallis entropy of several exponentially distributed populations	6
The adaptive robust and efficient variable selection method for the linear regression model	6
Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching	6
Simultaneous optimization of inventory, maintenance, and quality for production systems subject to multiple mean and variance shifts	6
Comparison of fixed effects and mixed effects models for age-period-cohort analysis	6
Relative error regression function estimation using the Bernstein polynomials approach	6
Confidence interval construction in massive data sets	6
Variational Bayes neural networks for high-dimensional non parametric regression: Minimax optimality and adaptivity	6
Sample distribution theory using Coarea Formula	6
Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models	6
Minimum density power divergence estimation for the generalized exponential distribution	6
Distributions of runs and scans in multistate Markov exchangeable sequences	6
Concavity of ROC curve under a very general condition	6
Designing optimal proactive replacement strategies for degraded systems subject to two types of external shocks	6
Stress-strength reliability estimation of time-dependent consecutive k / n :F systems for inverse Weibull	6
Bayesian estimation on cubic transmuted Weibull distribution under different loss functions	6
On generalized cumulative Tsallis past and residual entropy measures for risk management	6
Calibration approach-based estimator of population total under successive sampling design	6
General results on precise asymptotics for the stochastic heat equation	6
Doubly weighted mean score estimating functions with a partially observed effect modifier	6
Information theory approach to ranked set sampling and new sub-ratio estimators	5
Testing symmetry of model errors for non linear multiplicative distortion measurement error models	5
On a cost and availability analysis for software systems via phase type non-homogeneous Poisson process	5
Competing risks analysis for dependent causes using Marshall-Olkin bivariate generalized lifetime family	5
Estimation of a modified logistic-Weibull model with time-dependent covariates via the generalized method of moments	5
Two-stage stratified partial randomized response strategies	5
Local asymptotic normality in periodic threshold GARCH and periodic GARCH models	5
Asymptotics in the Bradley-Terry model for networks with a differentially private degree sequence	5
Mixed effects models for extreme value index regression	5
Combining biomarkers to improve diagnostic accuracy using the overlap coefficient	5

Estimation in nonlinear random fields models of autoregressive type with random parameters	5
Identifiability and convergence behavior for Markov chain Monte Carlo using multivariate probit models	5
On weighted generalized entropy for double truncated distribution with applications	5
A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data	5
Nonparametric predictive inference for comparison of multiple diagnostic tests	5
A measure of asymmetry for bivariate probability density functions	4
The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables	4
Optimal investment of defined contribution pension plan with environmental, social, and governance (ESG) factors in regime-switching jump diffusion models	4
Functional partial linear regression with quadratic regression for the multivariate predictor	4
Optimal designs for comparing curves in heteroscedastic measurement error models	4
Phase transitions in a power-law uniform hypergraph	4
Stochastic orderings for folded normal random variables	4
Estimating the scale parameters of several exponential distributions under order restriction	4
Goodness-of-fit graphical assessment for a broad family of unimodal distributions	4
The local limit theorem for general weighted sums of Bernoulli random variables	4
Sequential specification tests to choose a model: A change-point approach	4
Applying machine learning techniques in survival analysis to the private pension system in Turkey	4
Multifractal of random permutation set	4
A new method of testing mutual independence	4
Optimal asset allocation for DC pension subject to allocation and terminal wealth constraints under a remuneration scheme	4
Parameter estimation for Gegenbaeur Arfisma processes with infinite variance innovations	4
Shrinkage estimations of semi-parametric models for high-dimensional data in finite mixture models	4
Properties and applications of two-tailed quasi-Lindley distribution	4
Multiple imputation in the functional linear model with partially observed covariate and missing values in the response	4
A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model	4
Evaluation of the number of clusters in a data set using p -values from multiple tests of hypotheses	4
Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables	4
Bivariate Bayesian regression method for fixed effects panel interval-valued data models	4
New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis	4
Efficient minimal balanced cross-over designs in higher-order carryover effects	4
Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks	4
Existence of schematic arrays under a novel criterion	4
Effects of error in factor levels on orthogonal composite designs for second-order models	4
Why the mode departs from the mean—a short communication	4
Statistical Wasserstein distance with rank regularization and spiked structure	4
Maximum likelihood and Bayesian estimation on M/M/1 queueing model with balking	4
Flexible CDF-quantile distributions on the closed unit interval, with software and applications	4
On relationships between Chatterjee’s and Spearman’s correlation coefficients	4
An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression	4
Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds	4
On complete moment convergence for the maximal weighted sums of NSD random variables	3
The effect of sample size and missingness on inference with missing data	3
Incomplete ordinal panel responses with initial condition and skew-normal random effect	3
Closed testing procedure for comparing sizes of normal means based on ordered statistics	3
Real natural exponential families and generalized orthogonality	3
Seasonal generalized AR models	3
A relationship between orthogonal regression and the coefficient of determination under rotation of data sets	3
The existence of the maximum likelihood estimate in multinomial logistic regression for mixed-membership models	3
Complete convergence and complete integral convergence for randomly weighted sums under the sublinear expectations	3
Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times	3
Simultaneous confidence regions for ranks	3
A comparison of alternative approaches to dynamic predictions: An application on a short follow-up cohort of patients with Chagas disease	3
The Simon’s two-stage design accounting for genetic heterogeneity	3
Integrated exclusive hypothesis test for response missing at random	3
On the spectrally negative Lévy risk process with mixed dividends and capital injections	3
Joint restricted empirical likelihood and its applications for high-dimensional datasets	3
A generalized Rényi entropy to measure the uncertainty of a random permutation set	3
Statistical properties of co-quantiles and their applications to momentum spillovers	3
Novel discrete composite distributions with applications to infectious disease data	3
Estimating upper confidence bounds for positive ratios of normal random variables	3
A study on utilization of two cold standby components to increase reliability of a coherent system	3
On dynamic cumulative past inaccuracy measure based on extropy	3
A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart	3
Fast and asymptotically efficient estimation for t and log⁡( t ) distributions	3
Doubly bounded exponential model: Some information measures and estimation	3
A new RCAR(1) model based on explanatory variables and observations	3
A Bayesian robustness measure in significance tests for equivalence tests	3
Optimal and economic design of variables resampling scheme based on double specification limits	3
Reinsurance, investment and the rationality with a diffusion model approximating a jump model	3
Third-order likelihood inference in the location–scale family of distributions based on records	3
Identifiability of the random effects’ covariance matrix of the linear mixed model	3
Bayesian analysis of state-dependent service Markovian queueing model under asymmetric loss functions	3
Least squares estimation for fractional Brownian bridge with linear drift	3
Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model	3
A longitudinal complex likelihood ratio test for pleiotropy	3
Construction of efficient classes of circular balanced repeated measurements designs with R	3
Diffuse Kalman filtering with linear constraints on the state parameters	3
Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle	3
Smoothed empirical likelihood estimation and automatic variable selection for an expectile high-dimensional model	3
Multistate models with nested frailty for lifetime analysis: Application to bone marrow transplantation recovery patients	3

Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT	3
On the scaled Rényi entropy and application	3
Enhancing risk prediction with Bayesian hierarchical frailty models in Stan	3
Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks	3
Asymptotic properties of kernel regression estimation under mixing high-frequency data	3
The consistency for CUSUM estimator of mean change-point model based on association	3
On estimating the information fraction being induced by a finite sequence of moments	3
Redundancy allocation optimizing in the satellite attitude determination and control system based on the exact solution algorithm	3
The estimations of drift parameters for the Gaussian Vasicek process with time-varying volatility	3
Estimation of treatment effects in two sample problems under general biased sampling data	3
A multiple imputation method using population information	3
An extended normal distribution for skewed and bimodal data: New properties and a new regression model	3
Covariance ratio under multiplicative distortion measurement errors	3
Reliability modeling of weighted- k -out-of- n : G system under multiple failure modes with dependent components	3
Adjusted empirical likelihood for probability density functions under strong mixing samples	3
Enhancing variable selection in elastic-net regression for high-dimensional data sets: The use of modified Bayesian type criteria and hybridized smoothed covariance estimators	3
Correction	3
Asymptotic results for expected probability of misclassifications in linear discriminant analysis with repeated measurements	3
High dimensional discriminant analysis under weak sparsity	3
Goodness-of-fit test for skew-t distribution	3
Precise deviations for discrete marked Hawkes processes	3
Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion	3
Two new generators of Archimedean copulas with their properties	3
Kernel-based method for joint independence of functional variables	3
A note on estimating multivariate Gaussian mixtures with unknown number of components	2
P-values don’t measure evidence	2
Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process	2
Exact laws of large numbers for k -th order statistics from the asymmetrical Cauchy distribution	2
Reliability analysis on inactivity times of conditional lifetime with dependent components	2
Inference of process capability indices C p y	2
D-optimal designs for mixture experiments with various correlation structures	2
Recursive non parametric regression estimation for functional time series data under random censorship	2
Robust dividend and reinsurance strategy under model uncertainty with Parisian ruin	2
Letter to the editor: on the paper “The double Pareto-Lognormal distribution—a new parametric model for size distributions” and its correction	2
On estimating the finite population variance by utilizing auxiliary information	2
A new statistical analysis on relationships between BLMBPs under a linear mixed model and its transformation	2
Some properties of q-Gaussian distributions	2
The Bahadur representations of quantile estimators in general unequal probability sampling	2
A unified Bayesian approach for modeling zero-inflated count and continuous outcomes	2
Best- and worst-case scenarios for GlueVaR distortion risk measure with incomplete information	2
A mixed INAR( p ) model with serially dependent innovation with application to some COVID-19 data	2
On the local linear estimation of a generalized regression function with spatial functional data	2
When are there too many collisions? Variants of the birthday problem	2
Minimum distance estimation of long-memory stochastic duration models	2
Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations	2
Lasso regression under stochastic restrictions in linear regression: An application to genomic data	2
On some new domains of Mittag-Leffler type Poisson distribution, characterizations, and application	2
Joint modeling of the longitudinal student mark and the competing events of degree completion and academic dropout	2
Stochastic differential reinsurance and investment games with delay under VaR constraints⋆	2
Asymptotic in a class of network models with an increasing sub-Gamma degree sequence	2
A Statistical Approach to Broken Stick Problems	2
Dynamic cumulative residual entropy generating function and its properties	2
Likelihood-based estimation of discrimination accuracy measures for time-to-event outcomes with a cured fraction	2
Complete convergence and complete moment convergence for martingale difference sequences	2
Estimation of zero-inflated bivariate Poisson regression with missing covariates	2
Unified inference for an integer-valued AR(1) model	2
Adaptive lasso variable selection method for semiparametric spatial autoregressive panel data model with random effects	2
Consecutive Bayes factor for the mean vector	2
Corrigendum to: Farzinnia, N., and K. F. McCardle (2010). Bayesian updating with confounded signals. Communications in Statistics—Theory and Methods , 39	2
Modeling the association of bivariate interval-censored data under the additive hazards model	2
Best equivariant estimator of precision matrix in a seemingly unrelated regression model	2
Some properties of weighted survival extropy and its extended measures	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
On modified Anderson-Darling test statistics with asymptotic properties	2
Stein estimators for the drift of the mixing of two fractional Brownian motions	2
Lasso’s application in Chinese housing prices	2
Robust optimal investment strategies of DC pension plan under limited attention allocation	2
Zero-inflated Poisson INAR(1) model with periodic structure	2
On general weighted extropy of extreme ranked set sampling	2
On the asymptotic behavior of nonparametric estimators for distributions of functionals	2
Law of the iterated logarithm for error variance estimator in pth-order non linear autoregressive processes	2
Optimal investment, consumption, and life insurance decisions for households with consumption habits under the health shock risk	2
A Generalized General Minimum Lower Order Confounding Criterion for General Orthogonal Designs	2
Nonparametric estimation of the relative error regression for twice censored and dependent data	2
Jump-preserving profiled local linear estimation for partial linear models	2
Interpoint distance-based two-sample tests for functional data	2
Analysis of uncertain dynamics of SICA model for HIV/AIDS transmission	2
Least squares estimators for reflected Ornstein–Uhlenbeck processes	2
Sample size estimation for the ratio of count outcomes in a cluster randomized trial using GEE	2
Testing distribution for multiplicative distortion measurement errors	2
Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions	2
On randomly periodic strongly dependent time series, with applications to neural respiratory drive data	2
Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns	2
Optimal insurance-reinsurance design from the perspectives of both insurers and reinsurers	2
Asymptotic properties of recursive kernel density estimation for long-span high-frequency data	2
Heteroscedastic-adjusted standard error based estimation of ridge parameter in the linear regression model	2
Rates of convergence of the constrained least squares estimator in high-dimensional monotone single-index models	2
On diagnostic accuracy measures and optimal cut-point selection measures for multi-stage diseases via generalized total Kullback–Leibler divergence	2
Hamming distances of tight orthogonal arrays	2
Cubic spline estimation for non parametric uncertain differential equation	2
Complete class of predictive densities for Type II censored data	2
L r convergence for arrays of rowwise m -extended negatively dependent random variables	2
Propensity score matching for estimation of pairwise marginal hazard ratios	2
A new bivariate autoregressive model driven by logistic regression	2