Communications in Statistics-Theory and Methods

Article	Citations
An issue about the efficacy for the time-to-event outcome based on accelerated failure time model with interaction of unrecognized heterogeneity and main effect	56
On the variance estimator and its bounds in general linear models under linear restrictions	41
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 flow	32
Complete consistency for the weighted least squares estimators in semiparametric regression models	31
A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables	31
A class of location invariant estimators for heavy tailed distributions	21
Estimating parameters of the gamma distribution easily and efficiently	20
On the complete consistency of the kernel estimator of spot volatility	17
On strong deviation theorems concerning array of dependent random sequence	16
Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.	15
Multivariate wavelet density estimation for strong mixing stratified size-biased sample	15
How many times until a coincidence becomes a pattern? The case of yield curve inversions preceding recessions and the magical number 7	15
Negation of a probability distribution: An information theoretic analysis	14
Neyman–Pearson lemma for Bayes factors	14
Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples	13
Estimation of the multivariate symmetric stable distribution using the method of moments	12
Experience rating of risk premium for Esscher premium principle	11
Computing Gerber-Shiu function in the classical risk model with interest using collocation method	11
High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables	11
The effect of parameters estimation on the performance of variables control charts under repetitive sampling	11
A comparative analysis of proposed quantitative randomized response model	11
Extensions of fractional cumulative residual entropy with applications	10
Behavioral mean-risk portfolio selection in continuous time via quantile	10
Comparative study on excess distribution estimation in iid settings	10
About the use of the overlap coefficient in the binary classification context	10

Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations	10
Some convergence theorems for widely orthant dependent random variables under exponential moment conditions	10
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 effects	10
Probability forecasting of margin calls and its application in margin account with a single asset	10
An extended exponential hyper-Poisson distribution: Properties and applications	9
Non existence of optimal covariate matrices for a symmetric BIBD with non Youden layout in the presence of neighbor effects	9
A robust scalar-on-function logistic regression for classification	9
Reliability analysis and optimization design of a repairable k-out-of-n retrial system with two failure modes and preventive maintenance	9
Estimation of uncertainty distribution function by the principle of least squares	9
Restricted Stein-rule estimation in ultrastructural linear measurement error models	9
Generalizing R 2 for deming regressions	9
Nonparametric empirical Bayes estimation based on generalized Laguerre series	8
Tempered stable autoregressive models	8
Homogeneity test of several high-dimensional covariance matrices for stationary processes under non-normality	8
Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models	8
A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables	8
Optimal dividend and stopping problems for two-dimensional compound poisson risk model	8
Minimum density power divergence estimation for the generalized exponential distribution	8
Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process	8
Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations	8
A new wavelet-based estimation of conditional density via block threshold method	7
The Bessel function expression of characteristic function	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
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
Exact convergence rate in central limit theorem for a supercritical branching process with immigration in a random environment	7
Enumeration and evaluation of orthogonal three-level designs with small number of runs for definitive screening	7
Comparison of difference based variance estimators for partially linear models	7
Failure rate-based models for systems subject to random shocks	7
Complete convergence for maximum of weighted sums of WNOD random variables and its application	7
Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching	7
Matrix spaces and ordinary least square estimators in linear models for random matrices	7
A generalized class of estimators for the mean using multiauxiliary information in adaptive cluster sampling	6
Order restricted classical and Bayesian inference of a multiple step-stress model from two-parameter Rayleigh distribution under Type I censoring	6
Simultaneous optimization of inventory, maintenance, and quality for production systems subject to multiple mean and variance shifts	6
Testing parallelism and confidence intervals of level difference in an intraclass correlation model with monotone missing data	6
A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model	6
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	6
Information theory approach to ranked set sampling and new sub-ratio estimators	6
Sliced inverse regression via natural canonical thresholding	6
Sample distribution theory using Coarea Formula	6
The effect of gauge measurement errors on double sampling X¯ control chart	6
The multivariate t -distribution with multiple degrees of freedom	6
An algebraic analysis of the bimodality of the generalized von Mises distribution	6
Calibration approach-based estimator of population total under successive sampling design	6
On weighted generalized entropy for double truncated distribution with applications	6
The weak law of large numbers for weighted sums of m -asymptotic negatively associated random variables	6
An almost sure limit theorem for the maximum interpoint distance of random vectors in spaces of growing dimension	6

On a length-biased Birnbaum-Saunders regression model applied to meteorological data	6
Kernel regression estimation for LTRC and associated data	6
A new sine similarity measure based on evidence theory for conflict management	6
Spectral analysis for GARCH processes through a bilinear representation	6
Estimation in nonlinear random fields models of autoregressive type with random parameters	6
Competing risks analysis for dependent causes using Marshall-Olkin bivariate generalized lifetime family	6
Analysis of BMAP/MSP/1 queue with MAP generated negative customers and disasters	5
Distributions of runs and scans in multistate Markov exchangeable sequences	5
Maximum likelihood and Bayesian estimation on M/M/1 queueing model with balking	5
Designing optimal proactive replacement strategies for degraded systems subject to two types of external shocks	5
Case-cohort and inference for the proportional hazards model with covariate adjustment	5
Relative error prediction: Strong uniform consistency for censoring time series model	5
Asymptotics in the Bradley-Terry model for networks with a differentially private degree sequence	5
The distribution of the sum of independent and non identically generalized Lindley random variables	5
Nonparametric predictive inference for comparison of multiple diagnostic tests	5
General results on precise asymptotics for the stochastic heat equation	5
Doubly weighted mean score estimating functions with a partially observed effect modifier	5
Two-stage stratified partial randomized response strategies	5
On a cost and availability analysis for software systems via phase type non-homogeneous Poisson process	5
Combining biomarkers to improve diagnostic accuracy using the overlap coefficient	5
L2 consistency of the kernel quantile estimator	5
Relative error regression function estimation using the Bernstein polynomials approach	5
Why the mode departs from the mean—a short communication	5
Testing symmetry of model errors for non linear multiplicative distortion measurement error models	5
Estimating the scale parameters of several exponential distributions under order restriction	5
Optimal designs for collapsed homogeneous linear model	5
Confidence interval construction in massive data sets	5
Mixed effects models for extreme value index regression	5
An efficient family of robust-type estimators for the population variance in simple and stratified random sampling	4
Flexible CDF-quantile distributions on the closed unit interval, with software and applications	4
The chover-type law of iterated logarithm for the weighted sums of negatively superadditive dependent random variables	4
On dynamic cumulative past inaccuracy measure based on extropy	4
Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks	4
Goodness-of-fit graphical assessment for a broad family of unimodal distributions	4
Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds	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
Multifractal of random permutation set	4
On the bias of the score function of finite mixture models	4
Shrinkage estimations of semi-parametric models for high-dimensional data in finite mixture models	4
Phase transitions in a power-law uniform hypergraph	4
Estimation of finite population distribution function of sensitive variable*	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
Incomplete ordinal panel responses with initial condition and skew-normal random effect	4
Ordering properties of the smallest order statistic from Weibull-G random variables	4
A new method of testing mutual independence	4
Applying machine learning techniques in survival analysis to the private pension system in Turkey	4
Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks	4
A monotonicity property of weighted log-rank tests	4
Functional partial linear regression with quadratic regression for the multivariate predictor	4
Optimal asset allocation for DC pension subject to allocation and terminal wealth constraints under a remuneration scheme	4
Doubly bounded exponential model: Some information measures and estimation	4
Stochastic orderings for folded normal random variables	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
Properties and applications of two-tailed quasi-Lindley distribution	4
A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data	4
Parameter estimation for Gegenbaeur Arfisma processes with infinite variance innovations	4
Hypothesis testing for populations of networks	4
Spatial-nonparametric regression: an approach for monitoring image data	4
Complete and complete moment convergence for arrays of rowwise asymptotically almost negatively associated random variables	4
Sequential specification tests to choose a model: A change-point approach	4
Estimation of generalized threshold autoregressive models	4
Optimal investment of defined contribution pension plan with environmental, social, and governance (ESG) factors in regime-switching jump diffusion models	4
Existence of schematic arrays under a novel criterion	4
A new stochastic order based on discrete Laplace transform and some ordering results of the order statistics	4
On relationships between Chatterjee’s and Spearman’s correlation coefficients	4
Kernel-based method for joint independence of functional 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
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
Bivariate Bayesian regression method for fixed effects panel interval-valued data models	4
Testing conditional heteroscedasticity with systematic sampling of time series	4
A Bayesian robustness measure in significance tests for equivalence tests	3
Identifiability of the random effects’ covariance matrix of the linear mixed model	3
Estimation on functional partially linear single index measurement error model	3
A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart	3
Covariance ratio under multiplicative distortion measurement errors	3

A new RCAR(1) model based on explanatory variables and observations	3
Construction of efficient classes of circular balanced repeated measurements designs with R	3
Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle	3
Uniform k-Tuple Partially Rank-Ordered Set Sampling	3
Statistical properties of co-quantiles and their applications to momentum spillovers	3
Memory type ratio and product estimators under ranked-based sampling schemes	3
Multistate models with nested frailty for lifetime analysis: Application to bone marrow transplantation recovery patients	3
Optimal and economic design of variables resampling scheme based on double specification limits	3
Least squares estimation for fractional Brownian bridge with linear drift	3
The consistency for CUSUM estimator of mean change-point model based on association	3
Grey-based approach for estimating Weibull model and its application	3
Asymptotic results for expected probability of misclassifications in linear discriminant analysis with repeated measurements	3
Smoothed empirical likelihood estimation and automatic variable selection for an expectile high-dimensional model	3
On the spectrally negative Lévy risk process with mixed dividends and capital injections	3
Autoregressive inverse Gaussian process and the stochastic volatility modeling	3
Mixtures of higher-order fractional Brownian motions	3
Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework	3
Spatial nonstationary hierarchical Bayes estimation of small area proportions	3
Diffuse Kalman filtering with linear constraints on the state parameters	3
Redundancy allocation optimizing in the satellite attitude determination and control system based on the exact solution algorithm	3
Estimation of treatment effects in two sample problems under general biased sampling data	3
Multiple imputation in the functional linear model with partially observed covariate and missing values in the response	3
Some design considerations for cluster randomized trials with binary responses	3
Estimating upper confidence bounds for positive ratios of normal random variables	3
Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models	3
Simple change point model in heteroscedastic extremes	3
High dimensional discriminant analysis under weak sparsity	3
Confidence intervals for a Poisson parameter with background	3
Novel discrete composite distributions with applications to infectious disease data	3
On estimating the information fraction being induced by a finite sequence of moments	3
Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times	3
A study on utilization of two cold standby components to increase reliability of a coherent system	3
A relationship between orthogonal regression and the coefficient of determination under rotation of data sets	3
Optimal investment mean-field and N-player games with memory effect and relative performance competition	3
Two new generators of Archimedean copulas with their properties	3
Bayesian modeling and forecasting of vector autoregressive moving average processes	3
Correction	3
On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model	3
A network Lasso model for regression	3
A multiple imputation method using population information	3
Reinsurance, investment and the rationality with a diffusion model approximating a jump model	3
L r convergence for arrays of rowwise m -extended negatively dependent random variables	3
Complete convergence and complete integral convergence for randomly weighted sums under the sublinear expectations	3
On the scaled Rényi entropy and application	3
Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model	3
A new extension of the Burr XII distribution generated by odd log-logistic random variables	3
The Simon’s two-stage design accounting for genetic heterogeneity	3
Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate	3
Real natural exponential families and generalized orthogonality	3
Reliability modeling of weighted- k -out-of- n : G system under multiple failure modes with dependent components	3
Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT	3
Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion	3
Simultaneous confidence regions for ranks	3
Integrated exclusive hypothesis test for response missing at random	3
Closed testing procedure for comparing sizes of normal means based on ordered statistics	3
Adjusted empirical likelihood for probability density functions under strong mixing samples	3
The estimations of drift parameters for the Gaussian Vasicek process with time-varying volatility	3
Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises	3
Seasonal generalized AR models	3
A generalized Rényi entropy to measure the uncertainty of a random permutation set	3
On complete moment convergence for the maximal weighted sums of NSD random variables	3
A longitudinal complex likelihood ratio test for pleiotropy	3
Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates	3
Parameter estimation for a discrete time model driven by fractional Poisson process	2
Harmonic mean and geometric mean of a non negative random variable	2
Efficient non parametric spectral density estimation with censored observations	2
Designing efficient Bayesian sampling plans for two-parameter exponential distribution with censored data	2
An empirical estimate of quantile density function in presence of censoring	2
Universal optimality of circular balanced repeated measurements designs through method of cyclic shifts	2
Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments	2
Empirical Bayes on a shoestring and other applications	2
Optimal reinsurance policy under a new distortion risk measure	2
A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation	2
A generalization of Rényi entropy for basic probability assignment	2
Strong law of large numbers for linear processes under sublinear expectation	2
A double generally weighted moving average control chart for monitoring zero-inflated Poisson processes	2
n -Agent reinsurance and investment games for mean-variance insurers under multivariate 4/2 stochastic covariance model	2
A unified Bayesian approach for modeling zero-inflated count and continuous outcomes	2
Construction of circular quasi rees neighbor designs which can be converted into minimal circular balanced and strongly balanced neighbor designs	2
Robust ridge estimator in censored semiparametric linear models	2
Modeling the association of bivariate interval-censored data under the additive hazards model	2
Lp solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition	2
When are there too many collisions? Variants of the birthday problem	2
Stochastic differential reinsurance and investment games with delay under VaR constraints⋆	2
Statistical inference for the extended non linear models	2
New neighborhoods in robustness and least favorable pairs for special capacities	2
Equivalence tests under the non mixture and mixture cure fraction models	2
Heteroscedastic-adjusted standard error based estimation of ridge parameter in the linear regression model	2
Inferences for uncertain nonparametric regression by least absolute deviations	2
A nonparametric test for the two-sample problem based on order statistics	2
Some correlation tests for vectors of large dimension	2
Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns	2
Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations	2
Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations	2
A continuous-time network evolution model describing 3-interactions	2