Communications in Statistics-Theory and Methods

Article	Citations
How many times until a coincidence becomes a pattern? The case of yield curve inversions preceding recessions and the magical number 7	99
Complete consistency for the weighted least squares estimators in semiparametric regression models	51
On the variance estimator and its bounds in general linear models under linear restrictions	49
Negation of a probability distribution: An information theoretic analysis	45
High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables	21
Varextropy of doubly truncated random variable	18
On the complete consistency of the kernel estimator of spot volatility	17
Extensions of fractional cumulative residual entropy with applications	17
An extended exponential hyper-Poisson distribution: Properties and applications	16
A robust scalar-on-function logistic regression for classification	15
Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.	14
Probability forecasting of margin calls and its application in margin account with a single asset	13
Threshold estimation of the Gerber-Shiu function using the Fourier-cosine method in the Wiener-Poisson risk model	13
A comparative analysis of proposed quantitative randomized response model	13
Non existence of optimal covariate matrices for a symmetric BIBD with non Youden layout in the presence of neighbor effects	12
Regression type estimator using auxiliary information with two deck randomized response model: A note	12
Estimation of the multivariate symmetric stable distribution using the method of moments	12
Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations	11
About the use of the overlap coefficient in the binary classification context	11
Letter on the paper “On the two-parameter Bell–Touchard discrete distribution”	10
Computing Gerber-Shiu function in the classical risk model with interest using collocation method	10
Generalizing R 2 for deming regressions	10
Restricted Stein-rule estimation in ultrastructural linear measurement error models	10
Estimation of uncertainty distribution function by the principle of least squares	10
Experience rating of risk premium for Esscher premium principle	10

Some convergence theorems for widely orthant dependent random variables under exponential moment conditions	10
Estimating parameters of the gamma distribution easily and efficiently	10
Robust estimation with exponential squared loss for partially linear panel data model with fixed effects	10
Comparative study on excess distribution estimation in iid settings	10
Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models	9
Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance	9
The weak law of large numbers for weighted sums of m -asymptotic negatively associated random variables	8
An almost sure limit theorem for the maximum interpoint distance of random vectors in spaces of growing dimension	8
A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables	8
Kernel regression estimation for LTRC and associated data	8
Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data	8
Enumeration and evaluation of orthogonal three-level designs with small number of runs for definitive screening	8
Sample distribution theory using Coarea Formula	8
Tempered stable autoregressive models	7
Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process	7
Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching	7
Imprecision issues of two conditional powers and six predictive powers when the sample size of the interim data is fixed	7
A new wavelet-based estimation of conditional density via block threshold method	7
Optimal dividend and stopping problems for two-dimensional compound poisson risk model	7
Matrix spaces and ordinary least square estimators in linear models for random matrices	7
A flexible extension of asymmetric power-t distribution	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
An algebraic analysis of the bimodality of the generalized von Mises distribution	7
Comparison of difference based variance estimators for partially linear models	7
Minimum density power divergence estimation for the generalized exponential distribution	7
The Bessel function expression of characteristic function	7
Precise large deviations for sums of dependent random variables with subexponential distribution	6
Sliced inverse regression via natural canonical thresholding	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
Complete convergence for maximum of weighted sums of WNOD random variables and its application	6
Exact convergence rate in central limit theorem for a supercritical branching process with immigration in a random environment	6
An adjusted variance estimator for improvement of test power in the Cox proportional hazards model	6
Nonparametric empirical Bayes estimation based on generalized Laguerre series	6
A generalized class of estimators for the mean using multiauxiliary information in adaptive cluster sampling	6
Bayesian estimation on cubic transmuted Weibull distribution under different loss functions	6
The multivariate t -distribution with multiple degrees of freedom	6
Concavity of ROC curve under a very general condition	6
On a length-biased Birnbaum-Saunders regression model applied to meteorological data	6
The adaptive robust and efficient variable selection method for the linear regression model	6
Local asymptotic normality in periodic threshold GARCH and periodic GARCH models	5
Estimation in nonlinear random fields models of autoregressive type with random parameters	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
On weighted generalized entropy for double truncated distribution with applications	5
Why the mode departs from the mean—a short communication	5
Asymptotics in the Bradley-Terry model for networks with a differentially private degree sequence	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
Spectral analysis for GARCH processes through a bilinear representation	5

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	5
General results on precise asymptotics for the stochastic heat equation	5
L2 consistency of the kernel quantile estimator	5
Nonparametric predictive inference for comparison of multiple diagnostic tests	5
On a cost and availability analysis for software systems via phase type non-homogeneous Poisson process	5
Confidence interval construction in massive data sets	5
Calibration approach-based estimator of population total under successive sampling design	5
A new sine similarity measure based on evidence theory for conflict management	5
Relative error regression function estimation using the Bernstein polynomials approach	5
Comparison of fixed effects and mixed effects models for age-period-cohort analysis	5
Mixed effects models for extreme value index regression	5
Doubly weighted mean score estimating functions with a partially observed effect modifier	5
Estimating the scale parameters of several exponential distributions under order restriction	5
Distributions of runs and scans in multistate Markov exchangeable sequences	5
Competing risks analysis for dependent causes using Marshall-Olkin bivariate generalized lifetime family	4
Functional partial linear regression with quadratic regression for the multivariate predictor	4
Asymptotic properties of kernel regression estimation under mixing high-frequency data	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
Statistical Wasserstein distance with rank regularization and spiked structure	4
Estimation of generalized threshold autoregressive models	4
Multiple imputation in the functional linear model with partially observed covariate and missing values in the response	4
Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds	4
Sequential specification tests to choose a model: A change-point approach	4
Parameter estimation for Gegenbaeur Arfisma processes with infinite variance innovations	4
Incomplete ordinal panel responses with initial condition and skew-normal random effect	4
Optimal asset allocation for DC pension subject to allocation and terminal wealth constraints under a remuneration scheme	4
A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model	4
Information theory approach to ranked set sampling and new sub-ratio estimators	4
Testing symmetry of model errors for non linear multiplicative distortion measurement error models	4
Existence of schematic arrays under a novel criterion	4
Fast and asymptotically efficient estimation for t and log⁡( t ) distributions	4
Applying machine learning techniques in survival analysis to the private pension system in Turkey	4
Ordering properties of the smallest order statistic from Weibull-G random variables	4
Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks	4
Stochastic orderings for folded normal random variables	4
A new method of testing mutual independence	4
Multifractal of random permutation set	4
Effects of error in factor levels on orthogonal composite designs for second-order models	4
On convergence properties for weighted sums of coordinatewise ANA random vectors in Hilbert spaces	4
The effect of sample size and missingness on inference with missing data	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
Doubly bounded exponential model: Some information measures and estimation	4
Maximum likelihood and Bayesian estimation on M/M/1 queueing model with balking	4
Identifiability and convergence behavior for Markov chain Monte Carlo using multivariate probit models	4
Phase transitions in a power-law uniform hypergraph	4
Kernel-based method for joint independence of functional variables	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
The local limit theorem for general weighted sums of Bernoulli random variables	4
Evaluation of the number of clusters in a data set using p -values from multiple tests of hypotheses	4
The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables	4
Goodness-of-fit graphical assessment for a broad family of unimodal distributions	4
Combining biomarkers to improve diagnostic accuracy using the overlap coefficient	4
Goodness-of-fit test for skew-t distribution	4
Nomogram for sample size calculation in assessing validity of a new method based on a regression line	4
Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables	4
Properties and applications of two-tailed quasi-Lindley distribution	4
On relationships between Chatterjee’s and Spearman’s correlation coefficients	4
Smoothed empirical likelihood estimation and automatic variable selection for an expectile high-dimensional model	3
Real natural exponential families and generalized orthogonality	3
Joint restricted empirical likelihood and its applications for high-dimensional datasets	3
Multistate models with nested frailty for lifetime analysis: Application to bone marrow transplantation recovery patients	3
On complete moment convergence for the maximal weighted sums of NSD random variables	3
Identifiability of the random effects’ covariance matrix of the linear mixed model	3
Covariance ratio under multiplicative distortion measurement errors	3
The consistency for CUSUM estimator of mean change-point model based on association	3
A study on utilization of two cold standby components to increase reliability of a coherent system	3
Reinsurance, investment and the rationality with a diffusion model approximating a jump model	3
Optimal and economic design of variables resampling scheme based on double specification limits	3
Efficient minimal balanced cross-over designs in higher-order carryover effects	3
A multiple imputation method using population information	3
Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle	3
Seasonal generalized AR models	3
Asymptotic results for expected probability of misclassifications in linear discriminant analysis with repeated measurements	3
The Simon’s two-stage design accounting for genetic heterogeneity	3
Novel discrete composite distributions with applications to infectious disease data	3
Third-order likelihood inference in the location–scale family of distributions based on records	3
An extended normal distribution for skewed and bimodal data: New properties and a new regression model	3
L r convergence for arrays of rowwise m -extended negatively dependent random variables	3

Simple change point model in heteroscedastic extremes	3
A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart	3
Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion	3
Correction	3
On estimating the information fraction being induced by a finite sequence of moments	3
On the scaled Rényi entropy and application	3
Closed testing procedure for comparing sizes of normal means based on ordered statistics	3
Complete convergence and complete integral convergence for randomly weighted sums under the sublinear expectations	3
The existence of the maximum likelihood estimate in multinomial logistic regression for mixed-membership models	3
Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks	3
Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT	3
Adjusted empirical likelihood for probability density functions under strong mixing samples	3
A longitudinal complex likelihood ratio test for pleiotropy	3
A generalized Rényi entropy to measure the uncertainty of a random permutation set	3
On the spectrally negative Lévy risk process with mixed dividends and capital injections	3
Integrated exclusive hypothesis test for response missing at random	3
Bayesian analysis of state-dependent service Markovian queueing model under asymmetric loss functions	3
A relationship between orthogonal regression and the coefficient of determination under rotation of data sets	3
The estimations of drift parameters for the Gaussian Vasicek process with time-varying volatility	3
Statistical properties of co-quantiles and their applications to momentum spillovers	3
Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model	3
Estimating upper confidence bounds for positive ratios of normal random variables	3
Redundancy allocation optimizing in the satellite attitude determination and control system based on the exact solution algorithm	3
Least squares estimation for fractional Brownian bridge with linear drift	3
A Bayesian robustness measure in significance tests for equivalence tests	3
A new RCAR(1) model based on explanatory variables and observations	3
On dynamic cumulative past inaccuracy measure based on extropy	3
Two new generators of Archimedean copulas with their properties	3
Simultaneous confidence regions for ranks	3
Confidence intervals for a Poisson parameter with background	3
Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times	3
Optimal investment of defined contribution pension plan with environmental, social, and governance (ESG) factors in regime-switching jump diffusion models	3
Reliability modeling of weighted- k -out-of- n : G system under multiple failure modes with dependent components	3
Reliability analysis of load sharing systems under unequal load-sharing rule with applications	3
Estimation of treatment effects in two sample problems under general biased sampling data	3
A new extension of the Burr XII distribution generated by odd log-logistic random variables	3
Nonparametric estimation of the relative error regression for twice censored and dependent data	2
A unified Bayesian approach for modeling zero-inflated count and continuous outcomes	2
A computationally efficient semiparametric mixture and its application to sample maximum distribution estimation	2
A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation	2
Hamming distances of tight orthogonal arrays	2
Minimum distance estimation of long-memory stochastic duration models	2
Safe Bayes for single index quantile regression estimation and variable selection	2
Almost sure central limit theorem for partial sums of m-dependent random variables	2
On the local linear estimation of a generalized regression function with spatial functional data	2
Statistical inference of Lomax distribution based on adaptive progressive Type-II hybrid censored competing risks data	2
Likelihood-based estimation of discrimination accuracy measures for time-to-event outcomes with a cured fraction	2
Designing efficient Bayesian sampling plans for two-parameter exponential distribution with censored data	2
On goodness of fit testing for a diffusion type process with a delay parameter	2
Asymptotic properties of recursive kernel density estimation for long-span high-frequency data	2
A new bivariate autoregressive model driven by logistic regression	2
n -Agent reinsurance and investment games for mean-variance insurers under multivariate 4/2 stochastic covariance model	2
Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns	2
When are there too many collisions? Variants of the birthday problem	2
A Statistical Approach to Broken Stick Problems	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
Zero-inflated Poisson INAR(1) model with periodic structure	2
Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation	2
A generalization of Rényi entropy for basic probability assignment	2
Optimal Intervals for Fisher’s problem of the Nile	2
Robust optimal investment strategies of DC pension plan under limited attention allocation	2
Improved attention mechanism-based transformer model for time series data-anomaly detection	2
Some properties of weighted survival extropy and its extended measures	2
Harris skewed normal distribution	2
Stochastic differential reinsurance and investment games with delay under VaR constraints⋆	2
Phase-type stress-strength reliability models under progressive type-II right censoring	2
On diagnostic accuracy measures and optimal cut-point selection measures for multi-stage diseases via generalized total Kullback–Leibler divergence	2
Estimation of zero-inflated bivariate Poisson regression with missing covariates	2
Optimal investment, consumption, and life insurance decisions for households with consumption habits under the health shock risk	2
Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations	2
Best equivariant estimator of precision matrix in a seemingly unrelated regression model	2
Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions	2
Robust local polynomial regression in errors-in-variables models	2
An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality	2
Jump-preserving profiled local linear estimation for partial linear models	2
Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process	2
Dynamic cumulative residual entropy generating function and its properties	2
Stein estimators for the drift of the mixing of two fractional Brownian motions	2
Optimal insurance-reinsurance design from the perspectives of both insurers and reinsurers	2
New and fast closed-form efficient estimators for the negative multinomial distribution	2
Complete class of predictive densities for Type II censored data	2
Hermite-Hadamard and Fejér-type inequalities for generalized η -convex stochastic processes	2
On modified Anderson-Darling test statistics with asymptotic properties	2
Some properties of q-Gaussian distributions	2
Strongly almost convergence for a sequence of complex uncertain random variables with respect to chance measure	2
A mixed INAR( p ) model with serially dependent innovation with application to some COVID-19 data	2
Interpoint distance-based two-sample tests for functional data	2
The Bahadur representations of quantile estimators in general unequal probability sampling	2
A correction to Begg’s test for publication bias	2
Letter to the editor: on the paper “The double Pareto-Lognormal distribution—a new parametric model for size distributions” and its correction	2
Modeling the association of bivariate interval-censored data under the additive hazards model	2
Universal optimality of circular balanced repeated measurements designs through method of cyclic shifts	2
Joint modeling of the longitudinal student mark and the competing events of degree completion and academic dropout	2
Cubic spline estimation for non parametric uncertain differential equation	2