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Communications in Statistics - Theory and Methods
Journal Prestige (SJR): 0.352

Number of Followers: 11

Hybrid journal * Containing 6 Open Access article(s) in this issue *
ISSN (Print) 0361-0926 - ISSN (Online) 1532-415X
Published by Taylor and Francis

[2648 journals]

Uniform asymptotics for ruin probabilities of a delayed renewal risk model
with one-sided linear dependence and stochastic returns
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  Authors: Lei Zou, Jiangyan Peng, Zhiquan Jiang, Ruonan Yang
  Pages: 1 - 29
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-05T04:25:56Z
  DOI: 10.1080/03610926.2022.2107223
Inconsistency for the Gaussian QMLE in GARCH-type models with infinite
variance
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  Authors: Stelios Arvanitis, Alexandros Louka
  Pages: 1 - 16
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-05T04:09:07Z
  DOI: 10.1080/03610926.2022.2107665
On The Least Absolute Deviations Method for Ridge Estimation of Sure
Models
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  Authors: Zangin Zeebari, Ghazi Shukur
  Pages: 1 - 19
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-05T03:31:55Z
  DOI: 10.1080/03610926.2012.755203
Variance Bounds for Functions of Unimodal Random Variable
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  Authors: Guoqing Liu, Wenbo V. Li
  Pages: 1 - 8
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-05T03:28:49Z
  DOI: 10.1080/03610926.2012.718842
An improved Hoeffding’s inequality of closed form using refinements of
the arithmetic mean-geometric mean inequality
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  Authors: Steven G. From
  Pages: 1 - 7
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-05T03:27:25Z
  DOI: 10.1080/03610926.2012.756913
Modified see variable selection for linear instrumental variable
regression models
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  Authors: Peixin Zhao, Liugen Xue
  Pages: 1 - 10
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-05T03:24:58Z
  DOI: 10.1080/03610926.2013.777739
Equivalent conditions of convergence properties for -ANA sequence and
statistical applications
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  Authors: Miaomiao Wang, Min Wang, Xuejun Wang, Fei Zhang
  Pages: 1 - 29
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-04T12:18:01Z
  DOI: 10.1080/03610926.2022.2106575
Prediction variance capability of orthogonal uniform composite designs and
orthogonal array composite designs in the spherical region
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  Authors: Abimibola Victoria Oladugba, Brenda Mbouamba Yankam, Oluchukwu Chukwuemeka Asogwa
  Pages: 1 - 13
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-04T11:44:21Z
  DOI: 10.1080/03610926.2022.2107222
A fresh look at distribution theory for quadratic forms in jointly
normally distributed random variables
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  Authors: John E. Angus
  Pages: 1 - 8
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-04T11:42:31Z
  DOI: 10.1080/03610926.2022.2106374
Robust Estimators in Partly Linear Regression Models on Riemannian
Manifolds
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  Authors: Guillermo Henry, Daniela Rodriguezs
  Pages: 1 - 17
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-03T12:58:57Z
  DOI: 10.1080/03610926.2013.775302
Asymptotics for penalized spline estimators in quantile regression
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  Authors: Takuma Yoshida
  Pages: 1 - 20
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-03T12:57:38Z
  DOI: 10.1080/03610926.2013.765477
A Generalized General Minimum Lower Order Confounding Criterion for
General Orthogonal Designs
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  Authors: Yi Cheng, Runchu Zhang
  Pages: 1 - 16
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-03T12:56:25Z
  DOI: 10.1080/03610926.2013.765474
Two-stage stratified partial randomized response strategies
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  Authors: Housila P. Singh, Tanveer A. Tarray
  Pages: 1 - 32
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-03T01:00:56Z
  DOI: 10.1080/03610926.2013.804571
Estimating upper confidence bounds for positive ratios of normal random
variables
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  Authors: Lin Xie, Rui Xiong, Kevin Blot, Jean-Marc Dessirier
  Pages: 1 - 10
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-03T01:00:17Z
  DOI: 10.1080/03610926.2013.833241
Results on conditional variance in parallel system and lower bounds for
varextropy
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  Authors: F. Goodarzi
  Pages: 1 - 21
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-02T11:16:21Z
  DOI: 10.1080/03610926.2022.2105892
Redundancy allocation optimizing in the satellite attitude determination
and control system based on the exact solution algorithm
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  Authors: Akbar Mansouri, Akbar Alem-Tabriz
  Pages: 1 - 19
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-08-02T11:11:09Z
  DOI: 10.1080/03610926.2022.2104873
Minimal circular generalized strongly balanced and their conversion into
circular balanced and strongly balanced repeated measurements designs
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  Authors: Rida Jabeen, Zahid Bashir, H. M. Kashif Rasheed, Jigneshkumar Gondaliya, Rashid Ahmed
  Pages: 1 - 19
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-29T08:17:05Z
  DOI: 10.1080/03610926.2022.2101664
Generalized Gaussian quasi-maximum likelihood estimation for most common
time series
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  Authors: Yakoub Boularouk, Jean-Marc Bardet
  Pages: 1 - 20
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-28T11:34:02Z
  DOI: 10.1080/03610926.2022.2103148
Some explicit expressions for GBM with Markovian switching and parameter
estimations
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  Authors: Zhenzhong Zhang, Xiaofeng Wang, Jinying Tong, Tiandao Zhou, Zhenjiang Qin
  Pages: 1 - 31
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-28T11:33:10Z
  DOI: 10.1080/03610926.2022.2100908
Existence result for the BSDE with superquadratic growth
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  Authors: Yufeng Shi, Zhi Yang
  Pages: 1 - 7
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-28T11:33:06Z
  DOI: 10.1080/03610926.2022.2105363
Destructive measurement instrument repeatability estimation using two item
types with equal coefficient of variation
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  Authors: Sayooj Sunil Raj, David S. Kim
  Pages: 1 - 23
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-28T11:33:02Z
  DOI: 10.1080/03610926.2022.2100912
Limit distribution for products of sums of partial sums of linear
processes generated by NSD sequence
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  Authors: Zhiqiang Tang, Yong Zhang, Wei Liu
  Pages: 1 - 11
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-28T11:32:23Z
  DOI: 10.1080/03610926.2022.2104874
Robust variable selection in semiparametric mixed effects longitudinal
data models
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  Authors: Huihui Sun, Qiang Liu
  Pages: 1 - 16
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-25T11:49:00Z
  DOI: 10.1080/03610926.2022.2100421
Projection tests for linear hypothesis in the functional response model
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  Authors: Łukasz Smaga
  Pages: 1 - 18
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-25T10:21:55Z
  DOI: 10.1080/03610926.2022.2101120
Moments of the likelihood-based discriminant function
Open Access Article
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  Authors: Emelyne Umunoza Gasana, Dietrich von Rosen, Martin Singull
  Pages: 1 - 13
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-22T09:44:34Z
  DOI: 10.1080/03610926.2022.2100909
On modified Anderson-Darling test statistics with asymptotic properties
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  Authors: Yuyan Ma, Masato Kitani, Hidetoshi Murakami
  Pages: 1 - 20
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-22T08:58:47Z
  DOI: 10.1080/03610926.2022.2101121
A-optimal design for the special cubic mixture model
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  Authors: Xiaoyuan Zhu, Honghua Hao
  Pages: 1 - 10
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-21T01:32:00Z
  DOI: 10.1080/03610926.2022.2100907
Confidence interval construction in massive data sets
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  Authors: Kai Song, Xiaoyue Xie, Jian Shi
  Pages: 1 - 14
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-21T01:22:03Z
  DOI: 10.1080/03610926.2022.2100420
Seasonal generalized AR models
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  Authors: Richard Hunt, Shelton Peiris, Neville Weber
  Pages: 1 - 16
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-21T01:19:02Z
  DOI: 10.1080/03610926.2022.2100422
Random weighting method for M-test in linear model with dependent errors
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  Authors: Zhen Zeng, Lin Cong, Xiangdong Liu
  Pages: 1 - 21
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-20T06:37:50Z
  DOI: 10.1080/03610926.2022.2101119
Bayesian inference for the parameters of mortality rate in the models of
dependent lives with application in life insurance
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  Authors: Shirin Shoaee
  Pages: 1 - 29
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-19T07:01:37Z
  DOI: 10.1080/03610926.2022.2099719
Graph reliability evaluation via random K-out-of-N systems
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  Authors: Hiroaki Mohri, Jun-ichi Takeshita
  Pages: 1 - 11
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-19T07:01:06Z
  DOI: 10.1080/03610926.2022.2099897
Correlated compound Poisson frailty models based on reversed hazard rate
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  Authors: David D. Hanagal
  Pages: 1 - 19
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-18T07:52:26Z
  DOI: 10.1080/03610926.2022.2098336
Information theory approach to ranked set sampling and new sub-ratio
estimators
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  Authors: Eda Gizem Koçyiğit, Cem Kadilar
  Pages: 1 - 23
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-15T03:30:20Z
  DOI: 10.1080/03610926.2022.2100910
Jackknife empirical likelihood for the mean of a zero-and-one inflated
population
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  Authors: Weizhong Tian, Tingting Liu, Wei Ning
  Pages: 1 - 15
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-14T09:30:32Z
  DOI: 10.1080/03610926.2022.2098977
On dynamic cumulative past inaccuracy measure based on extropy
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  Authors: Majid Hashempour, Morteza Mohammadi
  Pages: 1 - 18
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-14T09:29:39Z
  DOI: 10.1080/03610926.2022.2098335
The finite sample performance of two methods for choosing a power
transformation when seasonally adjusting a time series with
X-13ARIMA-SEATS
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  Authors: Francisco Corona, Víctor M. Guerrero, Jesús López-Pérez
  Pages: 1 - 15
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-14T09:19:07Z
  DOI: 10.1080/03610926.2022.2098334
The chover-type law of iterated logarithm for the weighted sums of
negatively superadditive dependent random variables
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  Authors: Xue Ding
  Pages: 1 - 17
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-14T09:14:16Z
  DOI: 10.1080/03610926.2022.2097696
Method of solving the problem of non-response error in dual sampling frame
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  Authors: Jinping Ma, Xiaoling Liu, Huanle Wen
  Pages: 1 - 12
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-14T09:12:30Z
  DOI: 10.1080/03610926.2022.2097695
On the evaluation of ruin probabilities in a generalized dual binomial
risk model using Markov property
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  Authors: Abouzar Bazyari
  Pages: 1 - 26
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-13T05:55:10Z
  DOI: 10.1080/03610926.2022.2093910
Phase transitions in a power-law uniform hypergraph
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  Authors: Mingao Yuan
  Pages: 1 - 20
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-09T06:06:32Z
  DOI: 10.1080/03610926.2022.2097265
Weighted R-efficiency optimal design for experiments with mixture
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  Authors: Junpeng Li, Guanghui Li, Chongqi Zhang
  Pages: 1 - 16
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-09T06:04:21Z
  DOI: 10.1080/03610926.2022.2096901
High-dimensional asymptotic expansion of the null distribution for
Schott’s test statistic for complete independence of normal random
variables
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  Authors: Takayuki Yamada
  Pages: 1 - 17
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-09T06:01:11Z
  DOI: 10.1080/03610926.2022.2094414
Aligned signed-rank tests of a linear autoregressive model against an
exponential autoregressive one
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  Authors: Allal Jelloul, Nabil Azouagh, Said El Melhaoui
  Pages: 1 - 22
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-08T08:39:26Z
  DOI: 10.1080/03610926.2022.2052898
Empirical likelihood in single-index partially functional linear model
with missing observations
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  Authors: Yan-Ping Hu, Han-Ying Liang
  Pages: 1 - 27
  Abstract: .
  
  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-07-07T11:26:22Z
  DOI: 10.1080/03610926.2022.2094413
On the estimation of finite population variance for a mail survey design
in the presence of non-response using new conventional and calibrated
estimators
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Statistical design of ATS-unbiased charts with runs rules for monitoring
exponential time between events
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On almost sure convergence for double arrays of dependent random variables
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Information measures for order statistics and their concomitants from
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Complex-valued Rényi entropy
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Competing risks analysis for dependent causes using Marshall-Olkin
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Reliability optimization for series and parallel systems with series
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Functional autoregressive process with seasonality
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Letter on the paper “On the two-parameter Bell–Touchard
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Tempered stable autoregressive models
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Stochastic comparisons on extremes of burr type XII samples associated
with Archimedean copula and heterogeneous shape parameters
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Some two-sample tests for simultaneously comparing both parameters of the
shifted exponential models
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The enhanced strong invariance principle for the elephant random walk
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A note on the Cauchy–Schwarz inequality for expectations
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Improved family of estimators of population coefficient of variation under
simple random sampling
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P-values don’t measure evidence
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Optimal rates of convergence for nonparametric regression estimation under
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Subsample scan test for multiple breaks based on self-normalization
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Model-modified BIC as a competitor of BIC variants for model selection in
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Uniform asymptotics for a nonstandard compound renewal risk model with
dependence structures and stochastic return on investments
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A new npCEV chart for monitoring process mean shifts based on an attribute
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Robust approaches to redundancy analysis
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Asymptotic negative binomial quasi-likelihood inference for periodic
integer-valued time series models
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Bivariate Laplace transform of residual lives and their properties
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A resubmission-based variable control chart
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Ruin probability for finite negative binomial mixture claims via
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On the construction of some new asymmetric orthogonal arrays
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Diffuse Kalman filtering with linear constraints on the state parameters
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Further research on the modified ridge principal component estimator in
linear model
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New precise model of studentized principal components
Open Access Article
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Goodness-of-fit graphical assessment for a broad family of unimodal
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  Authors: Pere Grima, José A. Sánchez-Espigares, Pedro Delicado
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On bivariate alpha logarithmic series distribution and its properties
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Robust optimal dynamic reinsurance policies under the mean-RVaR premium
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  Authors: Wanlu Zhang, Hui Meng
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On the Euclidean distance statistic of Benford’s law
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On weighted extropy of ranked set sampling and its comparison with simple
random sampling counterpart
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Multivariate ELR control chart with estimated mean vector and covariance
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  Authors: Mohammad Reza Maleki, Ali Salmasnia, Sahand Yousefi
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The multivariate t-distribution with multiple degrees of freedom
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A multitest procedure for testing MTP2 for Gaussian distributions
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  Authors: Konrad Furmańczyk
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The empirical Bayes estimators of the variance parameter of the normal
distribution with a conjugate inverse gamma prior under Stein’s loss
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  Authors: Ying-Ying Zhang, Yuan-Yu Zhang, Ze-Yu Wang, Ya Sun, Ji Sun
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A remark about a learning risk lower bound
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  Authors: Man Fung Leung, Yiqi Lin, Nicolas Wicker
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Implementing night light data as auxiliary variable of small area
estimation
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  Authors: Puspita Anggraini Kaban, Bahrul Ilmi Nasution, Rezzy Eko Caraka, Robert Kurniawan
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Improving estimation efficiency for multivariate failure time data with
auxiliary covariates
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  Authors: Lin Zhu, Feifei Yan
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L0-regularization for high-dimensional regression with corrupted data
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  Authors: Jie Zhang, Yang Li, Ni Zhao, Zemin Zheng
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  PubDate: 2022-05-26T12:51:16Z
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Permutation confidence region for multiple regression and fidelity to
asymptotic approximation
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  Authors: Qiang Wu, Paul Vos
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  DOI: 10.1080/03610926.2022.2076119
Some properties of weighted survival extropy and its extended measures
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  Authors: Siddhartha Chakraborty, Biswabrata Pradhan
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Approximation of probability density functions via location-scale finite
mixtures in Lebesgue spaces
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  Authors: TrungTin Nguyen, Faicel Chamroukhi, Hien D. Nguyen, Geoffrey J. McLachlan
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  PubDate: 2022-05-26T08:12:19Z
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Stochastic comparisons of linear degradation and failure time models with
dependent failure modes
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On reliability analysis in k-out-of-n systems under Archimedean copula
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Ordering properties of the second smallest and the second largest order
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Estimation in nonlinear random fields models of autoregressive type with
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Design and implementation of distribution-free Phase-II charting schemes
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D-optimal designs for mixture experiments with various correlation
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Bayesian inference and prediction in an queueing system
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Infinite series expansion of some finite-time dividend and ruin related
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Likelihood ratio test for change in persistence
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Monitoring largest extreme observations using Frechet distribution based
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Sketched approximation of regularized canonical correlation analysis
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On the local linear estimation of a generalized regression function with
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Partial linear additive distortion measurement errors models
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Analysis of an unreliable N – policy queue with set-up period under
Bernoulli schedule and re-service approach
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The asymptotic distribution of robust maximum likelihood estimator with
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Optimal preventive maintenance policies for products with multiple failure
modes after geometric warranty expiry
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Sample size analysis for two-sample linear rank tests
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Robust optimal proportional reinsurance and investment problem for an
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Complete integral convergence for weighted sums of widely negative
dependent random variables under the sub-linear expectations
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On the distribution of Gini’s rank association index
Open Access Article
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Asymptotic behavior of LSE estimator of an AR(1) coefficient with
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Comparing residual lifetimes and inactivity times of dependent random
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A feasible Spline-kernel estimate for short cross-sectional dependence
panel data models
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A new bivariate autoregressive model driven by logistic regression
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Consistency of the adaptive Bayesian estimator of reliability based on
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A generalized likelihood ratio test for linear hypothesis of k-sample
means in high dimension
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Limit behaviors of the estimator of non parametric regression model based
on extended negatively dependent errors
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  Authors: Shuili Zhang, Cong Qu, Tiantian Hou
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On the linearly extended negative quadrant dependent random variables and
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  Authors: Yongming Li, Weicai Pang, Ziqing Feng, Naiyi Li
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The complete moment convergence for coordinatewise pairwise negatively
quadrant dependent random vectors in Hilbert space
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Comparison of difference based variance estimators for partially linear
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A list of new partially balanced designs
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Bivariate residual entropy function: A quantile approach
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Integrated QSS-RS plans based on the process yield index for lot
acceptance determination
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Entropy maximization for the busy period of a single server queue
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Reliability of Poisson censored δ-shock model*
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Bayesian analysis of multiple break-points threshold ARMA model with
exogenous inputs
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High-dimensional Edgeworth expansion of LR statistic for testing block
circular symmetry covariance structure and its errors
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On semiparametric inference for periodically modulated density functions
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Consistency of semi-parametric maximum likelihood estimator under
identifiability conditions for the linear regression model with type I
right censoring data
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Expected discounted penalty function and asymptotic dependence of the
severity of ruin and surplus prior to ruin for two-sided Lévy risk
processes
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Efficient estimation method for generalized ARFIMA models
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  Authors: S. S. Pandher, S. Hossain, K. Budsaba, A. Volodin
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A robust scalar-on-function logistic regression for classification
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  Authors: Muge Mutis, Ufuk Beyaztas, Gulhayat Golbasi Simsek, Han Lin Shang
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  PubDate: 2022-04-18T11:59:04Z
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Comparisons of a multi-regional trial for four or five regions by fixed
effect model and random effect model about allocating sample size
rationally into individual regions for a multi-regional trial
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  Authors: Feng-shou Ko
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Optimal time plan in accelerated degradation testing
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  Authors: Helmi Shat, Rainer Schwabe
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The Generalized Multiple CO-inertia Analysis (GMCOA)
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  Authors: Gabriel Kissita, Christian D’Aquin Nzouzi Kibangou, Léonard Niéré, Guy Martial Nkiet
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  PubDate: 2022-04-18T10:31:45Z
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Approximation of misclassification probabilities in linear discriminant
analysis based on repeated measurements
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  Authors: Edward Kanuti Ngailo, Furaha Chuma
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  PubDate: 2022-04-13T10:26:16Z
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On the convergence for weighted sums of Hilbert-valued coordinatewise
pairwise NQD random variables and its application
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  Authors: Son Cong Ta, Cuong Manh Tran, Dung Van Le, Chien Van Ta
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Multivariate wavelet estimators for weakly dependent processes: strong
consistency rate
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Penalized maximum likelihood estimator for finite multivariate skew normal
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Estimating a parametric function involving several exponential populations
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  Authors: Mohd Arshad, Omer Abdalghani
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Asymptotics in the Thurstone model with an increasing items
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Heteroscedastic two-way ANOVA under constraints
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  Authors: Malwane M. A. Ananda, Osman Dag, Samaradasa Weerahandi
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Asymptotic behavior for sum ruin probability of a generalized
bidimensional risk model with heavy-tailed claims
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A nonparametric Bayesian analysis for meningococcal disease counts based
on integer-valued threshold time series models
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Generalizing R2 for deming regressions
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A Shewhart-type nonparametric multivariate depth-based control chart for
monitoring location
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On robust probabilistic principal component analysis using multivariate
t-distributions
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Complete convergence for maximum of weighted sums of WNOD random variables
and its application
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  Authors: Jinyu Zhou, Jigao Yan, Dongya Cheng
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Local Walsh-average regression for single index varying coefficient models
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  Authors: Jun Sun, Wanrong Liu, Jing Yang, Jianglin Fang
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On statistical uniform convergence and Dini’s theorem
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  Authors: Mustafa Gülfırat
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Law of the logarithm and law of the iterated logarithm for a class of
random variables with non-identical distributions
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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
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  Authors: Reza Azimi, Mahdy Esmailian
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Statistical inference of Lomax distribution based on adaptive progressive
Type-II hybrid censored competing risks data
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A joint monitoring of the process mean and variance with a TEWMA-Max
control chart
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  Authors: Kashinath Chatterjee, Christos Koukouvinos, Angeliki Lappa
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Normalizing transformation of Dempster type statistic in high-dimensional
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  Authors: Masashi Hyodo, Hiroki Watanabe, Shigekazu Nakagawa, Tomoyuki Nakagawa
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Take a look at the hierarchical Bayesian estimation of parameters from
several different angles
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  Authors: Ming Han
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Mixture discrete reversed hazard rate and its main properties
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Incorporating grouping information into Bayesian Gaussian graphical model
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  Authors: Wei Dai, Taizhong Hu, Baisuo Jin, Xiaoping Shi
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Value added in hierarchical linear mixed models with error in variables
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  Authors: Mayo Luz Polo González, Ernesto Javier San Martín Gutiérrez
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Ruin-related problems in the dual risk model under two different
randomized observations
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Properties of BLUEs in full versus small linear models
Open Access Article
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  Authors: Stephen J. Haslett, Augustyn Markiewicz, Simo Puntanen
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Finite-dimensional approximation of Gaussian processes with linear
inequality constraints and noisy observations
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Estimation of generalized threshold autoregressive models
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Robust estimation of panel data regression models and applications
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  Authors: Ai-bing Ji, Bo-wen Wei, Lan-ying Xu
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Empirical likelihood for spatial dynamic panel data models with spatial
lags and spatial errors
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  Authors: Jianrong Rong, Yan Liu, Yongsong Qin
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Bayesian empirical likelihood of linear regression model with current
status data
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Bayesian bivariate bent-cable model for longitudinal data
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  Authors: Getachew A. Dagne
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Complete convergence theorems for arrays of row-wise extended negatively
dependent random variables under sub-linear expectations
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Strong consistency of kernel method for sliced average variance estimation
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  Authors: Emmanuel De Dieu Nkou
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Grey-based approach for estimating Weibull model and its application
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On the complete consistency of the kernel estimator of spot volatility
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Efficient Bayes estimators of sensitive proportion with simple and mixture
priors using direct and indirect responses
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  Authors: Nida Khan, Said Farooq Shah, Syed Muhammad Asim
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Complete consistency for the weighted least squares estimators in
semiparametric regression models
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  Authors: Yutan Lv, Yunbao Yao, Jun Zhou, Xiaoqin Li, Ruiqi Yang, Xuejun Wang
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A goodness-of fit improvement based on τ-preserving transformation for
semiparametric family of copulas
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  Authors: Selim Orhun Susam, Burcu Hudaverdi
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Maximum likelihood estimation for quantile autoregression models with
Markovian switching
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  Authors: Ye Tao, Juliang Yin
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Asymptotic behavior of the distributions of eigenvalues for beta-Wishart
ensemble under the dispersed population eigenvalues
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  Authors: Ryo Nasuda, Koki Shimizu, Hiroki Hashiguchi
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An optimal construction of yield-based EWMA repetitive multivariate
sampling plan
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  Authors: Robab Afshari, Adel Ahmadi Nadi
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Bi-additive models for extremes
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  Authors: Patrícia Antunes, Sandra S. Ferreira, Dário Ferreira, João T. Mexia
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  Citation: Communications in Statistics - Theory and Methods
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Uncertain regression model with moving average time series errors
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  Authors: Dan Chen
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  PubDate: 2022-03-17T09:59:08Z
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A new nonparametric lack-of-fit test of nonlinear regression in presence
of heteroscedastic variances
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  Authors: Mohammed M. Gharaibeh, Haiyan Wang
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  Citation: Communications in Statistics - Theory and Methods
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  DOI: 10.1080/03610926.2022.2051051
A new blocks estimator for the extremal index
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  Authors: Helena Ferreira, Marta Ferreira
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  PubDate: 2022-03-14T12:33:34Z
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Analyzing insurance data with an exponentiated composite inverse
Gamma-Pareto model
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  Authors: Bowen Liu, Malwane M. A. Ananda
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  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-03-14T12:32:36Z
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Bayesian analysis in single-index quantile regression with missing
observation
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  Authors: Chang-Sheng Liu, Han-Ying Liang
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Optimal portfolio and reinsurance with two differential risky assets
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A sequential modeling approach for predicting clinical outcomes with
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On the estimation of hazard rate in mixed populations with its application
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Optimal filtering equations in state space model of the two factors mean
reverting Ornstein-Uhlenbech process
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Estimation for finite mixture of mode regression models using skew-normal
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Semi-blinded design in clinical trials
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The bilinear mean residual quantile function
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Simple change point model in heteroscedastic extremes
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Distribution of weighted Lancaster’s statistic for combining independent
or dependent P-values, with applications to human genetic studies
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A new fractional modified exponential curve model and its applications
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Sparse Laplacian shrinkage for nonparametric transformation survival model
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Bootstrap confidence interval of ridge regression in linear regression
model: A comparative study via a simulation study
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  Authors: M. Revan Özkale, Hüsniye Altuner
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Remark on “a further remark on the alternative expectation
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Adversarial risk analysis for auctions using non-strategic play and
level-k thinking: A general case of n bidders with regret
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Extensions of fractional cumulative residual entropy with applications
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On a length-biased Birnbaum-Saunders regression model applied to
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On distributions of covariance structures
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A study on the g and h control charts
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Gibbs sampling for Bayesian estimation of triple seasonal autoregressive
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A generalization to zero-inflated hyper-Poisson distribution: Properties
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Uncertain significance test for regression coefficients with application
to regional economic analysis
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Reparameterized extended Maxwell regression: Properties, estimation and
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  Authors: Fábio Prataviera, Roberto Vila, Vicente G. Cancho, Edwin M. M. Ortega, Gauss M. Cordeiro
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Universal optimality of circular balanced repeated measurements designs
through method of cyclic shifts
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Dispersive and star ordering of sample extremes from dependent random
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Perturbation analysis for dynamic poverty indexes
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Spectral analysis for GARCH processes through a bilinear representation
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Nonparametric empirical Bayes estimation based on generalized Laguerre
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Orderings of fail-safe systems with components having
Marshall-Olkin-Harris lifetime distributions
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  Authors: Ghobad Barmalzan, Abbas Akrami, Ali Akbar Hosseinzadeh, Narayanaswamy Balakrishnan
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A generalization of Rényi entropy for basic probability assignment
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  Authors: Ran Yu, Yong Deng
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Lower bounds of the average mixture discrepancy for row augmented designs
with mixed four- and five-level
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  Authors: Jiaqi Liu, Kang Wang, Di Yuan, Jianjun Li
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Asymptotic normality of the regression mode in the nonparametric random
design model for censored data
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  Authors: Salim Bouzebda, Salah Khardani, Yousri Slaoui
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Complete moment convergence for moving average process based on m-WOD
random variables
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  Authors: Rui Wang, Aiting Shen
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On polynomials associated with Cauchy–Stieltjes kernel families
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Regression to the mean: Estimation and adjustment under the bivariate
normal distribution
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A risk model for Forest fires based on asymptotic results for multivariate
collective models. Single models and structured families of models
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  Authors: Ana Cantarinha, Elsa Moreira, Manuela Oliveira, Susete Marques, João T. Mexia
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Orderings for series and parallel systems comprising heterogeneous new
extended Weibull components
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  Authors: Mostafa Sattari, Abdin Haidari, Ghobad Barmalzan
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Likelihood ratio and dispersive orders of parallel and series systems
consisting of dependent multiple-outlier components
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  Authors: Ghobad Barmalzan, Sajad Kosari, Ali Akbar Hosseinzadeh, Narayanaswamy Balakrishnan
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  PubDate: 2022-02-08T01:10:35Z
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A posterior convergence rate theorem for general Markov chains
Open Access Article
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  Authors: Yang Xing
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  PubDate: 2022-02-08T01:09:27Z
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Uniform asymptotics for ruin probabilities of multidimensional risk models
with stochastic returns and regular variation claims
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  Authors: Xinmei Shen, Meng Yuan, Dawei Lu
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  PubDate: 2022-02-07T01:03:33Z
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Robust factor models for high-dimensional time series and their
forecasting
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  Authors: Xiaodong Bai, Li Zheng
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Kernel regression estimation for LTRC and associated data
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  Authors: Siham Bey, Zohra Guessoum, Abdelkader Tatachak
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Harris skewed normal distribution
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  Authors: Noriah Al-Kandari, Emad-Eldin A. A. Aly, Lakdere Benkherouf
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About the use of the overlap coefficient in the binary classification
context
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  Authors: Pablo Martínez-Camblor
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  PubDate: 2022-02-03T12:55:56Z
  DOI: 10.1080/03610926.2022.2032754
Estimation of the nonparametric mean and covariance functions for
multivariate longitudinal and sparse functional data
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  Authors: Xu Tengteng, Riquan Zhang
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  PubDate: 2022-02-03T07:55:43Z
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Unbiased estimator for the variance of the leave-one-out cross-validation
estimator for a Bayesian normal model with fixed variance
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  Authors: Tuomas Sivula, Måns Magnusson, Aki Vehtari
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  Citation: Communications in Statistics - Theory and Methods
  PubDate: 2022-02-03T01:01:06Z
  DOI: 10.1080/03610926.2021.2021240
Constructing minimum aberration split-plot designs via complementary
designs when the subplot factors are more important
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Estimation of the scale parameter of a selected gamma population with
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Capital allocation with multivariate risk statistics with positive
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Graphical evaluation of prediction capability when the number of noise
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Inference for sparse linear regression based on the
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Influence of environmental factors on stress-strength systems with
replaceable components
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Ordering properties of the smallest order statistic from Weibull-G random
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Concentration inequalities using approximate zero bias couplings with
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Confidence intervals for a Poisson parameter with background
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q-Factorial moments of bivariate discrete q-distributions
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A new robust parameter estimation approach for multinomial categorical
response data with outliers and mismeasured covariates
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Compound Poisson shared frailty models based on additive hazards
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A new measure for assessment of clustering based on kernel density
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A general adaptive ridge regression method for generalized linear models:
an iterative re-weighting approach
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Using an inequality constraint to increase the power of the homogeneity
tests for a two-sample problem with a mixture structure
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The variable selection methods and algorithms in the multiple linear model
Open Access Article
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Pricing and hedging for correlation options with regime switching and
common jump risk
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Ordering results of the smallest order statistics from independent
heterogeneous new modified generalized linear failure rate random
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Nomogram for sample size calculation in assessing validity of a new method
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Analysis of a retrial queueing system with priority service and modified
multiple vacations
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A test for the Behrens–Fisher problem based on the method of
variance estimates recovery
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  Authors: Chao Chen, Yilin Li, Keqing Liang, Jinlin Du
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High-dimensional linear mixed model selection by partial correlation
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Robust ridge estimator in censored semiparametric linear models
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Moderate deviations for a Hawkes-type risk model with arbitrary dependence
between claim sizes and waiting times
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Central limit theorem for linear processes generated by m-dependent random
variables under the sub-linear expectation
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Two-time-scale nonparametric recursive regression estimator for
independent functional data
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Testing parallelism and confidence intervals of level difference in an
intraclass correlation model with monotone missing data
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  Authors: Yuichiro Saeki, Takashi Seo, Hiroto Hyakutake
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Estimating 2-D GARCH models by quasi-maximum of likelihood
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  Authors: Soumia Kharfouchi, Wafa Mili
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Bi-seasonal discrete time risk model with income rate two
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  Authors: Alina Alencenovič, Andrius Grigutis
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Integral transformation of a copula function
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  Authors: Božidar V. Popović, Miroslav M. Ristić, Konstantinos Zografos
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Confidence bands for hazard rate function based on a debiased estimation
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  Authors: Guangcai Mao, Jing Zhang
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  PubDate: 2022-01-18T01:37:14Z
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On convergence properties for weighted sums of coordinatewise ANA random
vectors in Hilbert spaces
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A matrix based computational method of the Gini index
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On the Hartman–Wintner law of the iterated logarithm under sublinear
expectation
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  Authors: Xiaofan Guo, Shan Li, Xinpeng Li
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L2 consistency of the kernel quantile estimator
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  Authors: É. Youndjé
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Multivariate Behrens-Fisher problem using means of auxiliary variables
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  Authors: Jianqi Yu, Kalimuthu Krishnamoorthy, Bin Wang
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Multiplicative bias correction for inverse gamma and beta prime kernel
density estimators
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  Authors: Lynda Harfouche, Yasmina Ziane, Nabil Zougab, Smail Adjabi
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A new INAR model based on Poisson-BE2 innovations
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  Authors: Jiayue Zhang, Fukang Zhu, Naushad Mamode Khan
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An inventory system with replacement and refurbishment of failed items
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  Authors: N. Saranya, A. Shophia Lawrence, B. Sivakumar
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A generalized difference-based mixed two-parameter estimator in partially
linear model
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  Authors: Jibo Wu, B. M. Golam Kibria
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On the first passage time of the parabolic boundary by the Markov random
walk
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  Authors: Rovshan Telman Aliyev, Fada Rahimov, Aynura Farhadova
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Expectation identity of the hypergeometric distribution and its
application in the calculations of high-order origin moments
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  Authors: Yuan-Quan Wang, Ying-Ying Zhang, Jia-Lei Liu
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Large and moderate deviations for a discrete-time marked Hawkes process
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  Authors: Haixu Wang
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  PubDate: 2022-01-05T07:14:43Z
  DOI: 10.1080/03610926.2021.2024236