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 2021-08-01 to 2025-08-01.)
ArticleCitations
On the variance estimator and its bounds in general linear models under linear restrictions69
Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow44
A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables37
Complete consistency for the weighted least squares estimators in semiparametric regression models35
On the complete consistency of the kernel estimator of spot volatility33
On strong deviation theorems concerning array of dependent random sequence20
Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.19
Neyman–Pearson lemma for Bayes factors18
How many times until a coincidence becomes a pattern? The case of yield curve inversions preceding recessions and the magical number 718
Negation of a probability distribution: An information theoretic analysis16
Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples15
Experience rating of risk premium for Esscher premium principle14
Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance13
Behavioral mean-risk portfolio selection in continuous time via quantile13
Varextropy of doubly truncated random variable13
High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables12
Comparative study on excess distribution estimation in iid settings12
Computing Gerber-Shiu function in the classical risk model with interest using collocation method11
Some convergence theorems for widely orthant dependent random variables under exponential moment conditions11
A robust scalar-on-function logistic regression for classification10
About the use of the overlap coefficient in the binary classification context10
Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations10
Letter on the paper “On the two-parameter Bell–Touchard discrete distribution”10
Robust estimation with exponential squared loss for partially linear panel data model with fixed effects10
Probability forecasting of margin calls and its application in margin account with a single asset10
Extensions of fractional cumulative residual entropy with applications10
Estimating parameters of the gamma distribution easily and efficiently10
Estimation of uncertainty distribution function by the principle of least squares10
An extended exponential hyper-Poisson distribution: Properties and applications9
A comparative analysis of proposed quantitative randomized response model9
Non existence of optimal covariate matrices for a symmetric BIBD with non Youden layout in the presence of neighbor effects9
Estimation of the multivariate symmetric stable distribution using the method of moments9
Restricted Stein-rule estimation in ultrastructural linear measurement error models9
Regression type estimator using auxiliary information with two deck randomized response model: A note9
Generalizing R 2 for deming regressions9
Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models8
Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process8
Nonparametric empirical Bayes estimation based on generalized Laguerre series8
An algebraic analysis of the bimodality of the generalized von Mises distribution8
On a length-biased Birnbaum-Saunders regression model applied to meteorological data8
Minimum density power divergence estimation for the generalized exponential distribution8
Tempered stable autoregressive models8
A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables8
Optimal dividend and stopping problems for two-dimensional compound poisson risk model7
Precise large deviations for sums of dependent random variables with subexponential distribution7
A new wavelet-based estimation of conditional density via block threshold method7
Enumeration and evaluation of orthogonal three-level designs with small number of runs for definitive screening7
Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching7
Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations7
The Bessel function expression of characteristic function7
A flexible extension of asymmetric power-t distribution7
Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality7
Matrix spaces and ordinary least square estimators in linear models for random matrices7
Comparison of difference based variance estimators for partially linear models7
Failure rate-based models for systems subject to random shocks7
Order restricted classical and Bayesian inference of a multiple step-stress model from two-parameter Rayleigh distribution under Type I censoring6
The multivariate t -distribution with multiple degrees of freedom6
The weak law of large numbers for weighted sums of m -asymptotic negatively associated random variables6
Imprecision issues of two conditional powers and six predictive powers when the sample size of the interim data is fixed6
Simultaneous optimization of inventory, maintenance, and quality for production systems subject to multiple mean and variance shifts6
Exact convergence rate in central limit theorem for a supercritical branching process with immigration in a random environment6
Kernel regression estimation for LTRC and associated data6
An almost sure limit theorem for the maximum interpoint distance of random vectors in spaces of growing dimension6
A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model6
Sliced inverse regression via natural canonical thresholding6
A generalized class of estimators for the mean using multiauxiliary information in adaptive cluster sampling6
Sample distribution theory using Coarea Formula6
The effect of gauge measurement errors on double sampling X¯ control chart6
Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data6
Estimation of a treatment effect by linear regression, classical stratification and stratification on the propensity score: a comparison in the case of discrete covariates6
Spectral analysis for GARCH processes through a bilinear representation6
A new sine similarity measure based on evidence theory for conflict management6
Complete convergence for maximum of weighted sums of WNOD random variables and its application6
Optimal designs for collapsed homogeneous linear model5
Estimation in nonlinear random fields models of autoregressive type with random parameters5
Two-stage stratified partial randomized response strategies5
Testing symmetry of model errors for non linear multiplicative distortion measurement error models5
Combining biomarkers to improve diagnostic accuracy using the overlap coefficient5
L2 consistency of the kernel quantile estimator5
Nonparametric predictive inference for comparison of multiple diagnostic tests5
Case-cohort and inference for the proportional hazards model with covariate adjustment5
Competing risks analysis for dependent causes using Marshall-Olkin bivariate generalized lifetime family5
On weighted generalized entropy for double truncated distribution with applications5
Calibration approach-based estimator of population total under successive sampling design5
Doubly weighted mean score estimating functions with a partially observed effect modifier5
Designing optimal proactive replacement strategies for degraded systems subject to two types of external shocks5
Mixed effects models for extreme value index regression5
Asymptotics in the Bradley-Terry model for networks with a differentially private degree sequence5
Confidence interval construction in massive data sets5
Relative error prediction: Strong uniform consistency for censoring time series model5
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, 2056–20725
Estimating the scale parameters of several exponential distributions under order restriction5
Analysis of BMAP/MSP/1 queue with MAP generated negative customers and disasters5
The distribution of the sum of independent and non identically generalized Lindley random variables5
Relative error regression function estimation using the Bernstein polynomials approach5
On a cost and availability analysis for software systems via phase type non-homogeneous Poisson process5
The effect of sample size and missingness on inference with missing data4
Stochastic orderings for folded normal random variables4
On relationships between Chatterjee’s and Spearman’s correlation coefficients4
Maximum likelihood and Bayesian estimation on M/M/1 queueing model with balking4
Identifiability and convergence behavior for Markov chain Monte Carlo using multivariate probit models4
Distributions of runs and scans in multistate Markov exchangeable sequences4
A new method of testing mutual independence4
Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables4
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
Properties and applications of two-tailed quasi-Lindley distribution4
Parameter estimation for Gegenbaeur Arfisma processes with infinite variance innovations4
On the bias of the score function of finite mixture models4
Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks4
Phase transitions in a power-law uniform hypergraph4
A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data4
Information theory approach to ranked set sampling and new sub-ratio estimators4
Why the mode departs from the mean—a short communication4
Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds4
The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables4
Asymptotic properties of kernel regression estimation under mixing high-frequency data4
Kernel-based method for joint independence of functional variables4
Efficient minimal balanced cross-over designs in higher-order carryover effects4
Nomogram for sample size calculation in assessing validity of a new method based on a regression line4
Existence of schematic arrays under a novel criterion4
The local limit theorem for general weighted sums of Bernoulli random variables4
Estimation of generalized threshold autoregressive models4
Doubly bounded exponential model: Some information measures and estimation4
General results on precise asymptotics for the stochastic heat equation4
Estimation of a modified logistic-Weibull model with time-dependent covariates via the generalized method of moments4
Statistical Wasserstein distance with rank regularization and spiked structure4
Multifractal of random permutation set4
New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis4
Fast and asymptotically efficient estimation for t and log⁡( t ) distributions4
Testing conditional heteroscedasticity with systematic sampling of time series4
Shrinkage estimations of semi-parametric models for high-dimensional data in finite mixture models4
Effects of error in factor levels on orthogonal composite designs for second-order models4
Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks4
A longitudinal complex likelihood ratio test for pleiotropy3
Diffuse Kalman filtering with linear constraints on the state parameters3
Hypothesis testing for populations of networks3
Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises3
Incomplete ordinal panel responses with initial condition and skew-normal random effect3
The consistency for CUSUM estimator of mean change-point model based on association3
Functional partial linear regression with quadratic regression for the multivariate predictor3
Optimal investment mean-field and N-player games with memory effect and relative performance competition3
On dynamic cumulative past inaccuracy measure based on extropy3
The existence of the maximum likelihood estimate in multinomial logistic regression for mixed-membership models3
Least squares estimation for fractional Brownian bridge with linear drift3
Optimal investment of defined contribution pension plan with environmental, social, and governance (ESG) factors in regime-switching jump diffusion models3
A multiple imputation method using population information3
Ordering properties of the smallest order statistic from Weibull-G random variables3
Autoregressive inverse Gaussian process and the stochastic volatility modeling3
Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion3
Some design considerations for cluster randomized trials with binary responses3
Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT3
Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model3
Statistical properties of co-quantiles and their applications to momentum spillovers3
On complete moment convergence for the maximal weighted sums of NSD random variables3
Identifiability of the random effects’ covariance matrix of the linear mixed model3
Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times3
Real natural exponential families and generalized orthogonality3
Correction3
Flexible CDF-quantile distributions on the closed unit interval, with software and applications3
Closed testing procedure for comparing sizes of normal means based on ordered statistics3
Multiple imputation in the functional linear model with partially observed covariate and missing values in the response3
A relationship between orthogonal regression and the coefficient of determination under rotation of data sets3
Goodness-of-fit test for skew-t distribution3
On the spectrally negative Lévy risk process with mixed dividends and capital injections3
Integrated exclusive hypothesis test for response missing at random3
Redundancy allocation optimizing in the satellite attitude determination and control system based on the exact solution algorithm3
Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle3
Applying machine learning techniques in survival analysis to the private pension system in Turkey3
Seasonal generalized AR models3
Goodness-of-fit graphical assessment for a broad family of unimodal distributions3
On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model3
Covariance ratio under multiplicative distortion measurement errors3
A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart3
Optimal and economic design of variables resampling scheme based on double specification limits3
Simple change point model in heteroscedastic extremes3
Confidence intervals for a Poisson parameter with background3
Estimation on functional partially linear single index measurement error model3
On the scaled Rényi entropy and application3
A Bayesian robustness measure in significance tests for equivalence tests3
An efficient family of robust-type estimators for the population variance in simple and stratified random sampling3
Multistate models with nested frailty for lifetime analysis: Application to bone marrow transplantation recovery patients3
A study on utilization of two cold standby components to increase reliability of a coherent system3
A new extension of the Burr XII distribution generated by odd log-logistic random variables3
Spatial-nonparametric regression: an approach for monitoring image data3
The estimations of drift parameters for the Gaussian Vasicek process with time-varying volatility3
An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression3
L r convergence for arrays of rowwise m -extended negatively dependent random variables3
Simultaneous confidence regions for ranks3
Evaluation of the number of clusters in a data set using p -values from multiple tests of hypotheses3
Adjusted empirical likelihood for probability density functions under strong mixing samples3
Estimating upper confidence bounds for positive ratios of normal random variables3
Sequential specification tests to choose a model: A change-point approach3
Two new generators of Archimedean copulas with their properties3
On convergence properties for weighted sums of coordinatewise ANA random vectors in Hilbert spaces3
Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework3
The Simon’s two-stage design accounting for genetic heterogeneity3
Asymptotic results for expected probability of misclassifications in linear discriminant analysis with repeated measurements3
Complete convergence and complete integral convergence for randomly weighted sums under the sublinear expectations3
On estimating the information fraction being induced by a finite sequence of moments3
A new RCAR(1) model based on explanatory variables and observations3
Reinsurance, investment and the rationality with a diffusion model approximating a jump model3
Efficient non parametric spectral density estimation with censored observations2
Designing efficient Bayesian sampling plans for two-parameter exponential distribution with censored data2
Harmonic mean and geometric mean of a non negative random variable2
Testing for the equivalence of several sets of time series and its multiple comparison procedure2
n -Agent reinsurance and investment games for mean-variance insurers under multivariate 4/2 stochastic covariance model2
Zero-inflated Poisson INAR(1) model with periodic structure2
Inferences for uncertain nonparametric regression by least absolute deviations2
Heteroscedastic-adjusted standard error based estimation of ridge parameter in the linear regression model2
An empirical estimate of quantile density function in presence of censoring2
Construction of circular quasi rees neighbor designs which can be converted into minimal circular balanced and strongly balanced neighbor designs2
A new bivariate autoregressive model driven by logistic regression2
A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation2
Modeling the association of bivariate interval-censored data under the additive hazards model2
Lasso regression under stochastic restrictions in linear regression: An application to genomic data2
Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process2
Robust ridge estimator in censored semiparametric linear models2
A generalization of Rényi entropy for basic probability assignment2
Strong law of large numbers for linear processes under sublinear expectation2
On modified Anderson-Darling test statistics with asymptotic properties2
A double generally weighted moving average control chart for monitoring zero-inflated Poisson processes2
Parameter estimation for a discrete time model driven by fractional Poisson process2
Asymptotic properties of recursive kernel density estimation for long-span high-frequency data2
On diagnostic accuracy measures and optimal cut-point selection measures for multi-stage diseases via generalized total Kullback–Leibler divergence2
R-optimal designs for linear log contrast model with mixture experiments2
Optimal investment, consumption, and life insurance decisions for households with consumption habits under the health shock risk2
An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality2
Letter to the editor: on the paper “The double Pareto-Lognormal distribution—a new parametric model for size distributions” and its correction2
Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations2
Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns2
Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions2
A nonparametric test for the two-sample problem based on order statistics2
Universal optimality of circular balanced repeated measurements designs through method of cyclic shifts2
Statistical inference for the extended non linear models2
New neighborhoods in robustness and least favorable pairs for special capacities2
Cubic spline estimation for non parametric uncertain differential equation2
Equivalence tests under the non mixture and mixture cure fraction models2
A unified Bayesian approach for modeling zero-inflated count and continuous outcomes2
The Bahadur representations of quantile estimators in general unequal probability sampling2
Best equivariant estimator of precision matrix in a seemingly unrelated regression model2
A Statistical Approach to Broken Stick Problems2
On goodness of fit testing for a diffusion type process with a delay parameter2
Optimal reinsurance policy under a new distortion risk measure2
Stochastic differential reinsurance and investment games with delay under VaR constraints⋆2
Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments2
Joint modeling of the longitudinal student mark and the competing events of degree completion and academic dropout2
Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations2
On reliability analysis in k -out-of- n systems under Archimedean copula dependence2
A continuous-time network evolution model describing 3-interactions2
0.046478986740112