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	89
Complete consistency for the weighted least squares estimators in semiparametric regression models	46
On the variance estimator and its bounds in general linear models under linear restrictions	44
Negation of a probability distribution: An information theoretic analysis	37
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	17
Comparative study on excess distribution estimation in iid settings	17
Neyman–Pearson lemma for Bayes factors	16
On the complete consistency of the kernel estimator of spot volatility	15
A robust scalar-on-function logistic regression for classification	15
Estimation of uncertainty distribution function by the principle of least squares	14
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
Experience rating of risk premium for Esscher premium principle	12
A comparative analysis of proposed quantitative randomized response model	12
Estimation of the multivariate symmetric stable distribution using the method of moments	12
Regression type estimator using auxiliary information with two deck randomized response model: A note	11
Threshold estimation of the Gerber-Shiu function using the Fourier-cosine method in the Wiener-Poisson risk model	11
Generalizing R 2 for deming regressions	11
Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations	11
Non existence of optimal covariate matrices for a symmetric BIBD with non Youden layout in the presence of neighbor effects	11
Letter on the paper “On the two-parameter Bell–Touchard discrete distribution”	10
Some convergence theorems for widely orthant dependent random variables under exponential moment conditions	10
An extended exponential hyper-Poisson distribution: Properties and applications	10
About the use of the overlap coefficient in the binary classification context	10

Restricted Stein-rule estimation in ultrastructural linear measurement error models	10
Computing Gerber-Shiu function in the classical risk model with interest using collocation method	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
Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance	9
Extensions of fractional cumulative residual entropy with applications	9
A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables	8
The weak law of large numbers for weighted sums of m -asymptotic negatively associated random variables	8
Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data	8
Sliced inverse regression via natural canonical thresholding	8
Nonparametric empirical Bayes estimation based on generalized Laguerre series	8
Order restricted classical and Bayesian inference of a multiple step-stress model from two-parameter Rayleigh distribution under Type I censoring	8
Sample distribution theory using Coarea Formula	8
Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models	8
Enumeration and evaluation of orthogonal three-level designs with small number of runs for definitive screening	8
Kernel regression estimation for LTRC and associated data	8
An almost sure limit theorem for the maximum interpoint distance of random vectors in spaces of growing dimension	8
Tempered stable autoregressive models	7
Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process	7
Simultaneous optimization of inventory, maintenance, and quality for production systems subject to multiple mean and variance shifts	7
Matrix spaces and ordinary least square estimators in linear models for random matrices	7
On a length-biased Birnbaum-Saunders regression model applied to meteorological data	7
Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching	7
Comparison of difference based variance estimators for partially linear models	7
Precise large deviations for sums of dependent random variables with subexponential distribution	7
Optimal dividend and stopping problems for two-dimensional compound poisson risk model	7
An algebraic analysis of the bimodality of the generalized von Mises distribution	7
A new sine similarity measure based on evidence theory for conflict management	7
A new wavelet-based estimation of conditional density via block threshold method	7
Imprecision issues of two conditional powers and six predictive powers when the sample size of the interim data is fixed	6
Complete convergence for maximum of weighted sums of WNOD random variables and its application	6
A generalized class of estimators for the mean using multiauxiliary information in adaptive cluster sampling	6
Concavity of ROC curve under a very general condition	6
A flexible extension of asymmetric power-t distribution	6
Estimation of a treatment effect by linear regression, classical stratification and stratification on the propensity score: a comparison in the case of discrete covariates	6
Exact convergence rate in central limit theorem for a supercritical branching process with immigration in a random environment	6
Bayesian estimation on cubic transmuted Weibull distribution under different loss functions	6
Minimum density power divergence estimation for the generalized exponential distribution	6
The Bessel function expression of characteristic function	6
The multivariate t -distribution with multiple degrees of freedom	6
Calibration approach-based estimator of population total under successive sampling design	6
Maximum likelihood and Bayesian estimation on M/M/1 queueing model with balking	5
Distributions of runs and scans in multistate Markov exchangeable sequences	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
Local asymptotic normality in periodic threshold GARCH and periodic GARCH models	5
Spectral analysis for GARCH processes through a bilinear representation	5
L2 consistency of the kernel quantile estimator	5
Testing symmetry of model errors for non linear multiplicative distortion measurement error models	5
On relationships between Chatterjee’s and Spearman’s correlation coefficients	5

Estimation of a modified logistic-Weibull model with time-dependent covariates via the generalized method of moments	5
Case-cohort and inference for the proportional hazards model with covariate adjustment	5
Estimation in nonlinear random fields models of autoregressive type with random parameters	5
Relative error regression function estimation using the Bernstein polynomials approach	5
Doubly weighted mean score estimating functions with a partially observed effect modifier	5
On weighted generalized entropy for double truncated distribution with applications	5
Information theory approach to ranked set sampling and new sub-ratio estimators	5
Combining biomarkers to improve diagnostic accuracy using the overlap coefficient	5
Confidence interval construction in massive data sets	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
Two-stage stratified partial randomized response strategies	5
Designing optimal proactive replacement strategies for degraded systems subject to two types of external shocks	5
Effects of error in factor levels on orthogonal composite designs for second-order models	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
Existence of schematic arrays under a novel criterion	4
Estimation of generalized threshold autoregressive models	4
Doubly bounded exponential model: Some information measures and estimation	4
The local limit theorem for general weighted sums of Bernoulli random variables	4
Properties and applications of two-tailed quasi-Lindley distribution	4
Why the mode departs from the mean—a short communication	4
Mixed effects models for extreme value index regression	4
Estimating the scale parameters of several exponential distributions under order restriction	4
Kernel-based method for joint independence of functional variables	4
On convergence properties for weighted sums of coordinatewise ANA random vectors in Hilbert spaces	4
Bivariate Bayesian regression method for fixed effects panel interval-valued data models	4
Asymptotic properties of kernel regression estimation under mixing high-frequency data	4
Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks	4
A new method of testing mutual independence	4
Phase transitions in a power-law uniform hypergraph	4
Testing conditional heteroscedasticity with systematic sampling of time series	4
The effect of sample size and missingness on inference with missing data	4
Identifiability and convergence behavior for Markov chain Monte Carlo using multivariate probit models	4
A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data	4
Asymptotics in the Bradley-Terry model for networks with a differentially private degree sequence	4
Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds	4
Fast and asymptotically efficient estimation for t and log⁡( t ) distributions	4
Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables	4
Goodness-of-fit test for skew-t distribution	4
Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks	4
The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables	4
Nomogram for sample size calculation in assessing validity of a new method based on a regression line	4
Efficient minimal balanced cross-over designs in higher-order carryover effects	4
Functional partial linear regression with quadratic regression for the multivariate predictor	4
A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model	4
Nonparametric predictive inference for comparison of multiple diagnostic tests	4
General results on precise asymptotics for the stochastic heat equation	4
Parameter estimation for Gegenbaeur Arfisma processes with infinite variance innovations	4
Optimal and economic design of variables resampling scheme based on double specification limits	3
New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis	3
On complete moment convergence for the maximal weighted sums of NSD random variables	3
Statistical Wasserstein distance with rank regularization and spiked structure	3
A multiple imputation method using population information	3
Goodness-of-fit graphical assessment for a broad family of unimodal distributions	3
Estimating upper confidence bounds for positive ratios of normal random variables	3
Evaluation of the number of clusters in a data set using p -values from multiple tests of hypotheses	3
The Simon’s two-stage design accounting for genetic heterogeneity	3
Multistate models with nested frailty for lifetime analysis: Application to bone marrow transplantation recovery patients	3
On estimating the information fraction being induced by a finite sequence of moments	3
A longitudinal complex likelihood ratio test for pleiotropy	3
Bayesian analysis of state-dependent service Markovian queueing model under asymmetric loss functions	3
Reliability modeling of weighted- k -out-of- n : G system under multiple failure modes with dependent components	3
A study on utilization of two cold standby components to increase reliability of a coherent system	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
Reinsurance, investment and the rationality with a diffusion model approximating a jump model	3
Real natural exponential families and generalized orthogonality	3
The estimations of drift parameters for the Gaussian Vasicek process with time-varying volatility	3
An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression	3
Seasonal generalized AR models	3
Multifractal of random permutation set	3
The existence of the maximum likelihood estimate in multinomial logistic regression for mixed-membership models	3
Stochastic orderings for folded normal random variables	3
Simultaneous confidence regions for ranks	3
Ordering properties of the smallest order statistic from Weibull-G random variables	3
Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion	3
Identifiability of the random effects’ covariance matrix of the linear mixed model	3
Asymptotic results for expected probability of misclassifications in linear discriminant analysis with repeated measurements	3
Covariance ratio under multiplicative distortion measurement errors	3
Redundancy allocation optimizing in the satellite attitude determination and control system based on the exact solution algorithm	3

Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle	3
Novel discrete composite distributions with applications to infectious disease data	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
Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model	3
Closed testing procedure for comparing sizes of normal means based on ordered statistics	3
Estimation on functional partially linear single index measurement error model	3
On dynamic cumulative past inaccuracy measure based on extropy	3
On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model	3
Optimal investment of defined contribution pension plan with environmental, social, and governance (ESG) factors in regime-switching jump diffusion models	3
Two new generators of Archimedean copulas with their properties	3
Shrinkage estimations of semi-parametric models for high-dimensional data in finite mixture models	3
Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT	3
Multiple imputation in the functional linear model with partially observed covariate and missing values in the response	3
Statistical properties of co-quantiles and their applications to momentum spillovers	3
Sequential specification tests to choose a model: A change-point approach	3
Adjusted empirical likelihood for probability density functions under strong mixing samples	3
On the scaled Rényi entropy and application	3
Applying machine learning techniques in survival analysis to the private pension system in Turkey	3
Least squares estimation for fractional Brownian bridge with linear drift	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
A generalized Rényi entropy to measure the uncertainty of a random permutation set	3
A relationship between orthogonal regression and the coefficient of determination under rotation of data sets	3
Confidence intervals for a Poisson parameter with background	3
A Bayesian robustness measure in significance tests for equivalence tests	3
The consistency for CUSUM estimator of mean change-point model based on association	3
A new RCAR(1) model based on explanatory variables and observations	3
Correction	3
Flexible CDF-quantile distributions on the closed unit interval, with software and applications	3
Heteroscedastic-adjusted standard error based estimation of ridge parameter in the linear regression model	2
A mixed INAR( p ) model with serially dependent innovation with application to some COVID-19 data	2
A correction to Begg’s test for publication bias	2
Zero-inflated Poisson INAR(1) model with periodic structure	2
Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations	2
Designing efficient Bayesian sampling plans for two-parameter exponential distribution with censored data	2
Joint modeling of the longitudinal student mark and the competing events of degree completion and academic dropout	2
On the spectrally negative Lévy risk process with mixed dividends and capital injections	2
Hermite-Hadamard and Fejér-type inequalities for generalized η -convex stochastic processes	2
R-optimal designs for linear log contrast model with mixture experiments	2
A note on estimating multivariate Gaussian mixtures with unknown number of components	2
A new bivariate autoregressive model driven by logistic regression	2
On the convergence for weighted sums of Hilbert-valued coordinatewise pairwise NQD random variables and its application	2
When are there too many collisions? Variants of the birthday problem	2
On randomly periodic strongly dependent time series, with applications to neural respiratory drive data	2
A double generally weighted moving average control chart for monitoring zero-inflated Poisson processes	2
Estimating time-varying treatment switching effect using accelerated failure time model with application to vascular access for hemodialysis	2
Efficient non parametric spectral density estimation with censored observations	2
Universal optimality of circular balanced repeated measurements designs through method of cyclic shifts	2
On goodness of fit testing for a diffusion type process with a delay parameter	2
Letter to the editor: on the paper “The double Pareto-Lognormal distribution—a new parametric model for size distributions” and its correction	2
Optimal insurance-reinsurance design from the perspectives of both insurers and reinsurers	2
Stochastic differential reinsurance and investment games with delay under VaR constraints⋆	2
Inferences for uncertain nonparametric regression by least absolute deviations	2
Construction of circular quasi rees neighbor designs which can be converted into minimal circular balanced and strongly balanced neighbor designs	2
The Bahadur representations of quantile estimators in general unequal probability sampling	2
Modeling the association of bivariate interval-censored data under the additive hazards model	2
Cubic spline estimation for non parametric uncertain differential equation	2
High dimensional discriminant analysis under weak sparsity	2
Smoothed empirical likelihood estimation and automatic variable selection for an expectile high-dimensional model	2
A Statistical Approach to Broken Stick Problems	2
Diffuse Kalman filtering with linear constraints on the state parameters	2
Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns	2
Asymptotic in a class of network models with an increasing sub-Gamma degree sequence	2
Best equivariant estimator of precision matrix in a seemingly unrelated regression model	2
A Generalized General Minimum Lower Order Confounding Criterion for General Orthogonal Designs	2
A unified Bayesian approach for modeling zero-inflated count and continuous outcomes	2
Interpoint distance-based two-sample tests for functional data	2
Equivalence tests under the non mixture and mixture cure fraction models	2
Non parametric estimation of reliability for parallel system under ranked set sampling	2
Robust ridge estimator in censored semiparametric linear models	2
n -Agent reinsurance and investment games for mean-variance insurers under multivariate 4/2 stochastic covariance model	2
Safe Bayes for single index quantile regression estimation and variable selection	2
A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation	2
Asymptotic properties of recursive kernel density estimation for long-span high-frequency data	2
A generalization of Rényi entropy for basic probability assignment	2
On diagnostic accuracy measures and optimal cut-point selection measures for multi-stage diseases via generalized total Kullback–Leibler divergence	2
Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process	2
On modified Anderson-Darling test statistics with asymptotic properties	2
Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions	2
Reliability analysis of load sharing systems under unequal load-sharing rule with applications	2
Grey-based approach for estimating Weibull model and its application	2
An improved Hoeffding’s inequality of closed form using refinements of the arithmetic mean-geometric mean inequality	2
Least squares estimators for reflected Ornstein–Uhlenbeck processes	2
Dynamic cumulative residual entropy generating function and its properties	2
Optimal portfolio and reinsurance with two differential risky assets	2
Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns	2
Exact laws of large numbers for k -th order statistics from the asymmetrical Cauchy distribution	2
Harmonic mean and geometric mean of a non negative random variable	2
A new extension of the Burr XII distribution generated by odd log-logistic random variables	2
Statistical inference for the extended non linear models	2
New neighborhoods in robustness and least favorable pairs for special capacities	2
A nonparametric test for the two-sample problem based on order statistics	2
Optimal investment, consumption, and life insurance decisions for households with consumption habits under the health shock risk	2
Strong law of large numbers for linear processes under sublinear expectation	2