Communications in Statistics-Theory and Methods

Papers
(The TQCC of Communications in Statistics-Theory and Methods is 1. 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 2022-08-01 to 2026-08-01.)
ArticleCitations
On the variance estimator and its bounds in general linear models under linear restrictions138
Non existence of optimal covariate matrices for a symmetric BIBD with non Youden layout in the presence of neighbor effects70
Estimation of the multivariate symmetric stable distribution using the method of moments61
Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.25
Comparative study on excess distribution estimation in iid settings23
Restricted Stein-rule estimation in ultrastructural linear measurement error models22
Some convergence theorems for widely orthant dependent random variables under exponential moment conditions21
Computing Gerber-Shiu function in the classical risk model with interest using collocation method20
Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance15
Regression type estimator using auxiliary information with two deck randomized response model: A note14
An extended exponential hyper-Poisson distribution: Properties and applications14
How many times until a coincidence becomes a pattern? The case of yield curve inversions preceding recessions and the magical number 714
Varextropy of doubly truncated random variable14
Experience rating of risk premium for Esscher premium principle13
Estimating parameters of the gamma distribution easily and efficiently12
Robust estimation with exponential squared loss for partially linear panel data model with fixed effects12
Threshold estimation of the Gerber-Shiu function using the Fourier-cosine method in the Wiener-Poisson risk model11
A comparative analysis of proposed quantitative randomized response model11
Probability forecasting of margin calls and its application in margin account with a single asset11
Improved estimation method for mean and sensitivity through randomized response technique10
Estimation of uncertainty distribution function by the principle of least squares10
On the negatively mixed distributions and their properties10
Exact convergence rate in central limit theorem for a supercritical branching process with immigration in a random environment9
Sliced inverse regression via natural canonical thresholding9
Negation of a probability distribution: An information theoretic analysis9
An almost sure limit theorem for the maximum interpoint distance of random vectors in spaces of growing dimension9
Enumeration and evaluation of orthogonal three-level designs with small number of runs for definitive screening9
The weak law of large numbers for weighted sums of m -asymptotic negatively associated random variables9
A new wavelet-based estimation of conditional density via block threshold method8
Optimal dividend and stopping problems for two-dimensional compound poisson risk model8
Imprecision issues of two conditional powers and six predictive powers when the sample size of the interim data is fixed8
Matrix spaces and ordinary least square estimators in linear models for random matrices8
A flexible extension of asymmetric power-t distribution8
An algebraic analysis of the bimodality of the generalized von Mises distribution8
The Bessel function expression of characteristic function7
A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables7
Concavity of ROC curve under a very general condition7
A generalized class of estimators for the mean using multiauxiliary information in adaptive cluster sampling7
The adaptive robust and efficient variable selection method for the linear regression model7
Estimation of a treatment effect by linear regression, classical stratification and stratification on the propensity score: a comparison in the case of discrete covariates7
Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process7
Convergence rate of the weak consistency of the LS estimator in simple linear EV models7
A new sine similarity measure based on evidence theory for conflict management6
Calibration approach-based estimator of population total under successive sampling design6
Minimum density power divergence estimation for the generalized exponential distribution6
Bayesian estimation on cubic transmuted Weibull distribution under different loss functions6
On generalized cumulative Tsallis past and residual entropy measures for risk management6
Stress-strength reliability estimation of time-dependent consecutive k / n :F systems for inverse Weibull 6
Estimating Tsallis entropy of several exponentially distributed populations6
Precise large deviations for sums of dependent random variables with subexponential distribution6
Variational Bayes neural networks for high-dimensional non parametric regression: Minimax optimality and adaptivity6
Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching6
Spatial clustering of count differences via Skellam mixtures and Potts model6
Simultaneous optimization of inventory, maintenance, and quality for production systems subject to multiple mean and variance shifts6
An adjusted variance estimator for improvement of test power in the Cox proportional hazards model6
Sample distribution theory using Coarea Formula6
Liquidity-adjusted digital power option pricing under a jump-diffusion process6
Nonparametric predictive inference for comparison of multiple diagnostic tests5
Asymptotics in the Bradley-Terry model for networks with a differentially private degree sequence5
On weighted generalized entropy for double truncated distribution with applications5
On a cost and availability analysis for software systems via phase type non-homogeneous Poisson process5
A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model5
Combining biomarkers to improve diagnostic accuracy using the overlap coefficient5
Comparison of fixed effects and mixed effects models for age-period-cohort analysis5
Estimating the scale parameters of several exponential distributions under order restriction5
Mixed effects models for extreme value index regression5
Designing optimal proactive replacement strategies for degraded systems subject to two types of external shocks5
Doubly weighted mean score estimating functions with a partially observed effect modifier5
Estimation of a modified logistic-Weibull model with time-dependent covariates via the generalized method of moments5
A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data5
Maximum likelihood and Bayesian estimation on M/M/1 queueing model with balking5
Testing symmetry of model errors for non linear multiplicative distortion measurement error models5
Identifiability and convergence behavior for Markov chain Monte Carlo using multivariate probit models5
Distributions of runs and scans in multistate Markov exchangeable sequences5
Why the mode departs from the mean—a short communication5
Relative error regression function estimation using the Bernstein polynomials approach5
Local asymptotic normality in periodic threshold GARCH and periodic GARCH models5
Two-stage stratified partial randomized response strategies5
On relationships between Chatterjee’s and Spearman’s correlation coefficients5
Partial linear modeling for recurrent events with intermittently observed time-dependent covariates5
Statistical Wasserstein distance with rank regularization and spiked structure4
Flexible CDF-quantile distributions on the closed unit interval, with software and applications4
Properties and applications of two-tailed quasi-Lindley distribution4
Parameter estimation for Gegenbaeur Arfisma processes with infinite variance innovations4
General results on precise asymptotics for the stochastic heat equation4
New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis4
Existence of schematic arrays under a novel criterion4
An exponential convergence rate of the maximum likelihood estimator in a Rayleigh diffusion process4
Fast and asymptotically efficient estimation for t and log⁡( t ) distributions4
Optimal two-level choice designs for estimating main plus up to three-factor interaction effects4
An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression4
Efficient minimal balanced cross-over designs in higher-order carryover effects4
The effect of sample size and missingness on inference with missing data4
Stochastic orderings for folded normal random variables4
Sequential specification tests to choose a model: A change-point approach4
A new method of testing mutual independence4
The local limit theorem for general weighted sums of Bernoulli random variables4
Multifractal of random permutation set4
Support vector machine with imprecise observation based on pinball loss4
Optimal designs for comparing curves in heteroscedastic measurement error models4
Kernel-based method for joint independence of functional variables4
A measure of asymmetry for bivariate probability density functions4
Incomplete ordinal panel responses with initial condition and skew-normal random effect4
Evaluation of the number of clusters in a data set using p -values from multiple tests of hypotheses4
Shrinkage estimations of semi-parametric models for high-dimensional data in finite mixture models4
Multiple imputation in the functional linear model with partially observed covariate and missing values in the response4
Functional partial linear regression with quadratic regression for the multivariate predictor4
Effects of error in factor levels on orthogonal composite designs for second-order models4
Variance estimation for ridge calibration estimation in survey sampling4
Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks4
Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds4
Erratum: Nonparametric multivariate distribution estimation under right censoring:4
Asymptotic properties of kernel regression estimation under mixing high-frequency data4
Goodness-of-fit test for skew-t distribution4
Applying machine learning techniques in survival analysis to the private pension system in Turkey4
Doubly bounded exponential model: Some information measures and estimation4
Optimal asset allocation for DC pension subject to allocation and terminal wealth constraints under a remuneration scheme4
Bivariate Bayesian regression method for fixed effects panel interval-valued data models4
Construction of efficient classes of circular balanced repeated measurements designs with R3
Reliability modeling of weighted- k -out-of- n : G system under multiple failure modes with dependent components3
Adjusted empirical likelihood for probability density functions under strong mixing samples3
A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart3
Simultaneous confidence regions for ranks3
Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times3
Precise deviations for discrete marked Hawkes processes3
Redundancy allocation optimizing in the satellite attitude determination and control system based on the exact solution algorithm3
Correction3
Joint restricted empirical likelihood and its applications for high-dimensional datasets3
A new extension of the Burr XII distribution generated by odd log-logistic random variables3
A new RCAR(1) model based on explanatory variables and observations3
On estimating the information fraction being induced by a finite sequence of moments3
Complete convergence and complete integral convergence for randomly weighted sums under the sublinear expectations3
Reinsurance, investment and the rationality with a diffusion model approximating a jump model3
Statistical properties of co-quantiles and their applications to momentum spillovers3
The estimations of drift parameters for the Gaussian Vasicek process with time-varying volatility3
On the scaled Rényi entropy and application3
Novel discrete composite distributions with applications to infectious disease data3
Covariance ratio under multiplicative distortion measurement errors3
Optimal subsampling algorithm for mode regression model with lognormal big data3
Smoothed empirical likelihood estimation and automatic variable selection for an expectile high-dimensional model3
The Simon’s two-stage design accounting for genetic heterogeneity3
Third-order likelihood inference in the location–scale family of distributions based on records3
Asymptotic results for expected probability of misclassifications in linear discriminant analysis with repeated measurements3
Bayesian analysis of state-dependent service Markovian queueing model under asymmetric loss functions3
Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model3
Least squares estimation for fractional Brownian bridge with linear drift3
On the spectrally negative Lévy risk process with mixed dividends and capital injections3
Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables3
A generalized Rényi entropy to measure the uncertainty of a random permutation set3
A multiple imputation method using population information3
Identifiability of the random effects’ covariance matrix of the linear mixed model3
A longitudinal complex likelihood ratio test for pleiotropy3
Closed testing procedure for comparing sizes of normal means based on ordered statistics3
Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion3
A relationship between orthogonal regression and the coefficient of determination under rotation of data sets3
Optimal investment of defined contribution pension plan with environmental, social, and governance (ESG) factors in regime-switching jump diffusion models3
A Bayesian robustness measure in significance tests for equivalence tests3
Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT3
A comparison of alternative approaches to dynamic predictions: An application on a short follow-up cohort of patients with Chagas disease3
Reliability analysis of load sharing systems under unequal load-sharing rule with applications3
Two new generators of Archimedean copulas with their properties3
An extended normal distribution for skewed and bimodal data: New properties and a new regression model3
On the uniformly ergodic inheritance of finite Hidden Markov Models3
Large deviations for m -dependent super-heavy tailed random variables3
Integrated exclusive hypothesis test for response missing at random3
A study on utilization of two cold standby components to increase reliability of a coherent system3
A modified Pegram’s operator based autoregressive (mPAR) process for modeling truncated counts3
L r convergence for arrays of rowwise m -extended negatively dependent random variables3
The existence of the maximum likelihood estimate in multinomial logistic regression for mixed-membership models3
High dimensional discriminant analysis under weak sparsity3
Enhancing risk prediction with Bayesian hierarchical frailty models in Stan3
On complete moment convergence for the maximal weighted sums of NSD random variables3
Real natural exponential families and generalized orthogonality3
Optimal and economic design of variables resampling scheme based on double specification limits3
Estimating upper confidence bounds for positive ratios of normal random variables3
Estimation of treatment effects in two sample problems under general biased sampling data3
Multistate models with nested frailty for lifetime analysis: Application to bone marrow transplantation recovery patients3
A computationally efficient semiparametric mixture and its application to sample maximum distribution estimation2
Cubic spline estimation for non parametric uncertain differential equation2
Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations2
On general weighted extropy of extreme ranked set sampling2
Least squares estimators for reflected Ornstein–Uhlenbeck processes2
A novel two-parameter discrete probability model: regression framework and healthcare applications2
Minimum distance estimation of long-memory stochastic duration models2
On defining a jackknifed pooled ridge-Liu estimator in beta regression: nonlinear programming evidence2
Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions2
Stein estimators for the drift of the mixing of two fractional Brownian motions2
Corrigendum to: Farzinnia, N., and K. F. McCardle (2010). Bayesian updating with confounded signals. Communications in Statistics—Theory and Methods , 392
Compromised imputation based mean estimators using robust quantile regression2
Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process2
Likelihood-based estimation of discrimination accuracy measures for time-to-event outcomes with a cured fraction2
Designing efficient Bayesian sampling plans for two-parameter exponential distribution with censored data2
Hamming distances of tight orthogonal arrays2
Estimation of zero-inflated bivariate Poisson regression with missing covariates2
A mixed INAR( p ) model with serially dependent innovation with application to some COVID-19 data2
Heteroscedastic-adjusted standard error based estimation of ridge parameter in the linear regression model2
Lasso’s application in Chinese housing prices2
Recursive non parametric regression estimation for functional time series data under random censorship2
A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation2
Reliability analysis on inactivity times of conditional lifetime with dependent components2
Optimal Intervals for Fisher’s problem of the Nile2
Zero-inflated Poisson INAR(1) model with periodic structure2
Lasso regression under stochastic restrictions in linear regression: An application to genomic data2
Robust local polynomial regression in errors-in-variables models2
Simultaneous estimation of the population size and total using capture-recapture technique2
Sample size estimation for the ratio of count outcomes in a cluster randomized trial using GEE2
Best- and worst-case scenarios for GlueVaR distortion risk measure with incomplete information2
Optimal dividend and capital injection under Markov modulated spectrally positive risk models2
Rates of convergence of the constrained least squares estimator in high-dimensional monotone single-index models2
Almost sure central limit theorem for partial sums of m-dependent random variables2
Some strong deviation theorems for tree indexed Markov chains with continuous state space2
Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns2
Non parametric estimation of reliability for parallel system under ranked set sampling2
Improved attention mechanism-based transformer model for time series data-anomaly detection2
A unified Bayesian approach for modeling zero-inflated count and continuous outcomes2
Structure and inference in a periodic random coefficients autoregressive model2
Strongly almost convergence for a sequence of complex uncertain random variables with respect to chance measure2
Propensity score matching for estimation of pairwise marginal hazard ratios2
Optimal insurance-reinsurance design from the perspectives of both insurers and reinsurers2
Inference of process capability indices C p y 2
Complete class of predictive densities for Type II censored data2
On diagnostic accuracy measures and optimal cut-point selection measures for multi-stage diseases via generalized total Kullback–Leibler divergence2
Extropy properties of ranked set sample when ranking is not perfect2
Jump-preserving profiled local linear estimation for partial linear models2
A new statistical analysis on relationships between BLMBPs under a linear mixed model and its transformation2
A new robust ridge estimator for linear regression model with non normal, heteroscedastic and autocorrelated errors2
Pricing formulas for Asian barrier options with floating interest rate in uncertain financial market2
Complete convergence and complete moment convergence for martingale difference sequences2
Dynamic cumulative residual entropy generating function and its properties2
Hermite-Hadamard and Fejér-type inequalities for generalized η -convex stochastic processes2
An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality2
Robust optimal investment strategies of DC pension plan under limited attention allocation2
Phase-type stress-strength reliability models under progressive type-II right censoring2
Restricted ridge estimator in logistic semiparametric regression model2
Joint modeling of the longitudinal student mark and the competing events of degree completion and academic dropout2
A note on asymptotic properties of time series models with a trend break2
Asymptotic distribution for the average closure coefficient of the random geometric graph2
Modeling the association of bivariate interval-censored data under the additive hazards model2
On randomly periodic strongly dependent time series, with applications to neural respiratory drive data2
A computational study on asymptotic power of rankbased test for measures of association in generalizedpartially linear model2
Consecutive Bayes factor for the mean vector2
Testing distribution for multiplicative distortion measurement errors2
Law of the iterated logarithm for error variance estimator in pth-order non linear autoregressive processes2
A spline-kernel estimation of cross-sectional dependent binary response model and bootstrap inference2
Optimal investment, consumption, and life insurance decisions for households with consumption habits under the health shock risk2
New and fast closed-form efficient estimators for the negative multinomial distribution2
When are there too many collisions? Variants of the birthday problem2
Analysis of uncertain dynamics of SICA model for HIV/AIDS transmission2
R-optimal designs for linear log contrast model with mixture experiments2
Stochastic differential reinsurance and investment games with delay under VaR constraints⋆2
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