Communications in Statistics-Theory and Methods

Article	Citations
On the variance estimator and its bounds in general linear models under linear restrictions	120
Negation of a probability distribution: An information theoretic analysis	67
High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables	57
Non existence of optimal covariate matrices for a symmetric BIBD with non Youden layout in the presence of neighbor effects	23
Estimation of the multivariate symmetric stable distribution using the method of moments	22
Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.	21
Probability forecasting of margin calls and its application in margin account with a single asset	18
Comparative study on excess distribution estimation in iid settings	16
Restricted Stein-rule estimation in ultrastructural linear measurement error models	14
Letter on the paper “On the two-parameter Bell–Touchard discrete distribution”	14
Some convergence theorems for widely orthant dependent random variables under exponential moment conditions	13
Computing Gerber-Shiu function in the classical risk model with interest using collocation method	13
Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance	13
How many times until a coincidence becomes a pattern? The case of yield curve inversions preceding recessions and the magical number 7	13
Varextropy of doubly truncated random variable	12
Regression type estimator using auxiliary information with two deck randomized response model: A note	12
An extended exponential hyper-Poisson distribution: Properties and applications	12
Threshold estimation of the Gerber-Shiu function using the Fourier-cosine method in the Wiener-Poisson risk model	11
Robust estimation with exponential squared loss for partially linear panel data model with fixed effects	11
Experience rating of risk premium for Esscher premium principle	11
Estimation of uncertainty distribution function by the principle of least squares	10
Estimating parameters of the gamma distribution easily and efficiently	10
A comparative analysis of proposed quantitative randomized response model	10
An almost sure limit theorem for the maximum interpoint distance of random vectors in spaces of growing dimension	9
Exact convergence rate in central limit theorem for a supercritical branching process with immigration in a random environment	9

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

Mixed effects models for extreme value index regression	5
Functional partial linear regression with quadratic regression for the multivariate predictor	4
Properties and applications of two-tailed quasi-Lindley distribution	4
Estimating the scale parameters of several exponential distributions under order restriction	4
On relationships between Chatterjee’s and Spearman’s correlation coefficients	4
Optimal designs for comparing curves in heteroscedastic measurement error models	4
Bivariate Bayesian regression method for fixed effects panel interval-valued data models	4
Evaluation of the number of clusters in a data set using p -values from multiple tests of hypotheses	4
Stochastic orderings for folded normal random variables	4
Sequential specification tests to choose a model: A change-point approach	4
Multifractal of random permutation set	4
Fast and asymptotically efficient estimation for t and log⁡( t ) distributions	4
Effects of error in factor levels on orthogonal composite designs for second-order models	4
Existence of schematic arrays under a novel criterion	4
Optimal investment of defined contribution pension plan with environmental, social, and governance (ESG) factors in regime-switching jump diffusion models	4
The local limit theorem for general weighted sums of Bernoulli random variables	4
Partial linear modeling for recurrent events with intermittently observed time-dependent covariates	4
Testing symmetry of model errors for non linear multiplicative distortion measurement error models	4
Applying machine learning techniques in survival analysis to the private pension system in Turkey	4
Local asymptotic normality in periodic threshold GARCH and periodic GARCH models	4
An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression	4
Shrinkage estimations of semi-parametric models for high-dimensional data in finite mixture models	4
Incomplete ordinal panel responses with initial condition and skew-normal random effect	4
Multiple imputation in the functional linear model with partially observed covariate and missing values in the response	4
The effect of sample size and missingness on inference with missing data	4
Doubly bounded exponential model: Some information measures and estimation	4
A new method of testing mutual independence	4
Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables	4
Parameter estimation for Gegenbaeur Arfisma processes with infinite variance innovations	4
A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model	4
Maximum likelihood and Bayesian estimation on M/M/1 queueing model with balking	4
Why the mode departs from the mean—a short communication	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
Phase transitions in a power-law uniform hypergraph	4
Efficient minimal balanced cross-over designs in higher-order carryover effects	4
Statistical Wasserstein distance with rank regularization and spiked structure	4
Goodness-of-fit graphical assessment for a broad family of unimodal distributions	4
Flexible CDF-quantile distributions on the closed unit interval, with software and applications	4
Goodness-of-fit test for skew-t distribution	4
Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds	4
Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks	4
Optimal asset allocation for DC pension subject to allocation and terminal wealth constraints under a remuneration scheme	4
Identifiability of the random effects’ covariance matrix of the linear mixed model	3
Integrated exclusive hypothesis test for response missing at random	3
Seasonal generalized AR models	3
On the spectrally negative Lévy risk process with mixed dividends and capital injections	3
Least squares estimation for fractional Brownian bridge with linear drift	3
A generalized Rényi entropy to measure the uncertainty of a random permutation set	3
Simultaneous confidence regions for ranks	3
The estimations of drift parameters for the Gaussian Vasicek process with time-varying volatility	3
A longitudinal complex likelihood ratio test for pleiotropy	3
Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT	3
Statistical properties of co-quantiles and their applications to momentum spillovers	3
On complete moment convergence for the maximal weighted sums of NSD random variables	3
Estimating upper confidence bounds for positive ratios of normal random variables	3
A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart	3
Optimal two-level choice designs for estimating main plus up to three-factor interaction effects	3
Two new generators of Archimedean copulas with their properties	3
On dynamic cumulative past inaccuracy measure based on extropy	3
The Simon’s two-stage design accounting for genetic heterogeneity	3
Bayesian analysis of state-dependent service Markovian queueing model under asymmetric loss functions	3
A new RCAR(1) model based on explanatory variables and observations	3
Asymptotic results for expected probability of misclassifications in linear discriminant analysis with repeated measurements	3
A multiple imputation method using population information	3
Diffuse Kalman filtering with linear constraints on the state parameters	3
Covariance ratio under multiplicative distortion measurement errors	3
Novel discrete composite distributions with applications to infectious disease data	3
Complete convergence and complete integral convergence for randomly weighted sums under the sublinear expectations	3
A Bayesian robustness measure in significance tests for equivalence tests	3
Kernel-based method for joint independence of functional variables	3
The consistency for CUSUM estimator of mean change-point model based on association	3
Multistate models with nested frailty for lifetime analysis: Application to bone marrow transplantation recovery patients	3
Enhancing risk prediction with Bayesian hierarchical frailty models in Stan	3
On the scaled Rényi entropy and application	3
A study on utilization of two cold standby components to increase reliability of a coherent system	3
A measure of asymmetry for bivariate probability density functions	3
Optimal and economic design of variables resampling scheme based on double specification limits	3
Adjusted empirical likelihood for probability density functions under strong mixing samples	3
A relationship between orthogonal regression and the coefficient of determination under rotation of data sets	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

Redundancy allocation optimizing in the satellite attitude determination and control system based on the exact solution algorithm	3
Correction	3
Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model	3
High dimensional discriminant analysis under weak sparsity	3
Joint restricted empirical likelihood and its applications for high-dimensional datasets	3
Estimation of treatment effects in two sample problems under general biased sampling data	3
The existence of the maximum likelihood estimate in multinomial logistic regression for mixed-membership models	3
Construction of efficient classes of circular balanced repeated measurements designs with R	3
Real natural exponential families and generalized orthogonality	3
Reinsurance, investment and the rationality with a diffusion model approximating a jump model	3
Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion	3
Optimal subsampling algorithm for mode regression model with lognormal big data	3
The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables	3
Precise deviations for discrete marked Hawkes processes	3
Asymptotic properties of kernel regression estimation under mixing high-frequency data	3
Closed testing procedure for comparing sizes of normal means based on ordered statistics	3
Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle	3
On estimating the information fraction being induced by a finite sequence of moments	3
Complete class of predictive densities for Type II censored data	2
On modified Anderson-Darling test statistics with asymptotic properties	2
Third-order likelihood inference in the location–scale family of distributions based on records	2
Law of the iterated logarithm for error variance estimator in pth-order non linear autoregressive processes	2
Robust local polynomial regression in errors-in-variables models	2
Smoothed empirical likelihood estimation and automatic variable selection for an expectile high-dimensional model	2
A Statistical Approach to Broken Stick Problems	2
Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process	2
L r convergence for arrays of rowwise m -extended negatively dependent random variables	2
Sample size estimation for the ratio of count outcomes in a cluster randomized trial using GEE	2
Dynamic cumulative residual entropy generating function and its properties	2
On the asymptotic behavior of nonparametric estimators for distributions of functionals	2
Moment-type estimators for a weighted exponential family	2
Jump-preserving profiled local linear estimation for partial linear models	2
Exact laws of large numbers for k -th order statistics from the asymmetrical Cauchy distribution	2
A computationally efficient semiparametric mixture and its application to sample maximum distribution estimation	2
An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality	2
Estimation of zero-inflated bivariate Poisson regression with missing covariates	2
Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions	2
On estimating the finite population variance by utilizing auxiliary information	2
Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns	2
Evaluating the impact of clinical features on hospital readmission in diabetic patients using deep learning	2
Optimal insurance-reinsurance design from the perspectives of both insurers and reinsurers	2
Goodness-of-fit tests for the Pareto distribution based on progressively Type-II censored data	2
Minimum distance estimation of long-memory stochastic duration models	2
Cubic spline estimation for non parametric uncertain differential equation	2
Designing efficient Bayesian sampling plans for two-parameter exponential distribution with censored data	2
On general weighted extropy of extreme ranked set sampling	2
On diagnostic accuracy measures and optimal cut-point selection measures for multi-stage diseases via generalized total Kullback–Leibler divergence	2
A new extension of the Burr XII distribution generated by odd log-logistic random variables	2
Consecutive Bayes factor for the mean vector	2
Heteroscedastic-adjusted standard error based estimation of ridge parameter in the linear regression model	2
Reliability modeling of weighted- k -out-of- n : G system under multiple failure modes with dependent components	2
Joint modeling of the longitudinal student mark and the competing events of degree completion and academic dropout	2
Pricing formulas for Asian barrier options with floating interest rate in uncertain financial market	2
On some new domains of Mittag-Leffler type Poisson distribution, characterizations, and application	2
Restricted ridge estimator in logistic semiparametric regression model	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
Optimal Intervals for Fisher’s problem of the Nile	2
Interpoint distance-based two-sample tests for functional data	2
A new robust ridge estimator for linear regression model with non normal, heteroscedastic and autocorrelated errors	2
Letter to the editor: on the paper “The double Pareto-Lognormal distribution—a new parametric model for size distributions” and its correction	2
Least squares estimators for reflected Ornstein–Uhlenbeck processes	2
Complete convergence and complete moment convergence for martingale difference sequences	2
On randomly periodic strongly dependent time series, with applications to neural respiratory drive data	2
The Bahadur representations of quantile estimators in general unequal probability sampling	2
Asymptotic properties of recursive kernel density estimation for long-span high-frequency data	2
A unified Bayesian approach for modeling zero-inflated count and continuous outcomes	2
Rates of convergence of the constrained least squares estimator in high-dimensional monotone single-index models	2
Robust optimal investment strategies of DC pension plan under limited attention allocation	2
Optimal investment, consumption, and life insurance decisions for households with consumption habits under the health shock risk	2
A mixed INAR( p ) model with serially dependent innovation with application to some COVID-19 data	2
Propensity score matching for estimation of pairwise marginal hazard ratios	2
When are there too many collisions? Variants of the birthday problem	2
Reliability analysis of load sharing systems under unequal load-sharing rule with applications	2
P-values don’t measure evidence	2
A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation	2
A comparison of alternative approaches to dynamic predictions: An application on a short follow-up cohort of patients with Chagas disease	2
A new statistical analysis on relationships between BLMBPs under a linear mixed model and its transformation	2
Zero-inflated Poisson INAR(1) model with periodic structure	2
Robust dividend and reinsurance strategy under model uncertainty with Parisian ruin	2
New and fast closed-form efficient estimators for the negative multinomial distribution	2
Analogies between engineering and biological systems from reliability engineering point of view: some thoughts in the new AI era	2
A Generalized General Minimum Lower Order Confounding Criterion for General Orthogonal Designs	2
Improved attention mechanism-based transformer model for time series data-anomaly detection	2
R-optimal designs for linear log contrast model with mixture experiments	2
Hermite-Hadamard and Fejér-type inequalities for generalized η -convex stochastic processes	2
Unified inference for an integer-valued AR(1) model	2
Testing distribution for multiplicative distortion measurement errors	2
Modeling the association of bivariate interval-censored data under the additive hazards model	2
Likelihood-based estimation of discrimination accuracy measures for time-to-event outcomes with a cured fraction	2
Best equivariant estimator of precision matrix in a seemingly unrelated regression model	2
Strongly almost convergence for a sequence of complex uncertain random variables with respect to chance measure	2
Lasso’s application in Chinese housing prices	2
Stein estimators for the drift of the mixing of two fractional Brownian motions	2
Inference of process capability indices C p y	2