Statistical Papers

1997 - 2026

Current editor(s): C. Müller, W. Krämer and W.G. Müller

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Volume 67, issue 5, 2026

Estimation of sparse linear regression coefficients under L-subexponential covariates pp. 1-23

Takeyuki Sasai

Adaptive inference in a dynamic nonparametric $$\beta $$ β -model for networks pp. 1-31

Lu Pan and Qiuping Wang

Estimating basis covariance and precision matrices for compositional data with missing values pp. 1-30

Lin Tian and Jinru Wang

Universality of the first-step signal projection in tensor PCA pp. 1-9

Mohammad Meysami, Umesh Kumar and Alex Meisami

Group LASSO for multiple change-point detection in a generalized integer-valued autoregressive model pp. 1-39

Danshu Sheng, Jiao Hua, Jinxian Xu, Dehui Wang and Shuilin Jin

Pretest, shrinkage and Stein-type estimators for k-parallel sampling in auto-regressive models pp. 1-39

Sara Bendjeddou, Arsalane Chouaib Guidoum, Mohamed Sadoun and Syed Ejaz Ahmed

A robust goodness-of-fit test based on the empirical characteristic process of the median pp. 1-40

Božidar V. Popović, Andjela Mijanović and Viktor Witkovský

Rank-based concordance for zero-inflated data: new representations, associated estimators, and sharp bounds pp. 1-40

Jasper Arends, Guanjie Lyu, Mhamed Mesfioui, Elisa Perrone and Julien Trufin

Scalable network-driven variable selection in Bayesian linear regression pp. 1-43

Jiarong Ouyang, Beniamino Hadj-Amar and Xuan Cao

Self-normalized quantile empirical saddlepoint approximation pp. 1-43

Hou Jian, Meng Tan and Tian Maozai

A distribution-free EWMA control chart based on conformal p-values pp. 1-25

Guiqin Li, Zhiyu Deng, Mengxin Tian and Yuanyuan Ju

Novel fast and asymptotically efficient estimation in weighted exponential family pp. 1-36

Hyeonwoo Kim, JungJae Choi and Hyoung-Moon Kim

Testing high-dimensional regression coefficients in linear models via Bayes factor pp. 1-36

Jinzhi Huang and Bingzhao Li

Efficient and exact Bayesian inference for Dirichlet process hidden Markov multiple change-point models pp. 1-17

Masoud Majidizadeh

Empirical likelihood inference for a unified mixed INAR(1) model pp. 1-38

Jianhua Cheng and Yao Li

Copula-based models for competing risks: a comprehensive review pp. 1-42

Jacob Majakwara and Herbert Hove

Change point detection with adaptive sampling for binary responses pp. 1-19

Yanqing Yi and Su-Fen Yang

A new frailty model based on the jørgensen–seshadri–whitmore distribution pp. 1-27

Zohreh Mohammadi, Diego I. Gallardo and Ahad Jamalizadeh

Transfer learning for Box–Cox transformed spatial autoregressive models pp. 1-27

Haixu Bian and Yunquan Song

Quasi maximum likelihood estimation of high-dimensional heteroskedastic and approximate factor models pp. 1-27

Chenxu Li, Zhigen Gao, Man-Lai Tang and Jianhua Guo

Bayesian inference in multinomial logistic model for stratified unilateral and bilateral paired data pp. 1-27

Jinxiu Wen and Zhiming Li

Order-induced variance in the moving-range sigma estimator: a total-variance decomposition pp. 1-15

Andrew T. Karl

Spatially adaptive neighborhood smoothing for directed sparse graphons pp. 1-20

Behzad Aalipur

Bayesian mediation analysis with latent mediators and survival outcome under dependent right-censored data pp. 1-20

Shunxin Qi, Wenshan Wang, Jingjing Jiang and Chunjie Wang

Volume 67, issue 4, 2026

Model checking for parametric single-index quantile regression with randomly right censoring response pp. 1-43

Ruiyun Zhang, Xiaoyan Zhao, Yuanyuan Jiang and Tianfa Xie

A Bayesian nonlinear model with multiple frequencies for business cycle analysis pp. 1-44

Łukasz Lenart, Łukasz Kwiatkowski and Justyna Wróblewska

Robust extremile regression in high dimensions with Huber loss pp. 1-48

Weixi Sun and Shanshan Wang

Multiplier bootstrap tests for high-dimensional quantile regression pp. 1-25

Haochen Rao, Weichao Yang, Hongwei Shi, Niwen Zhou and Xiaoyi Wang

Construction of doubly coupled designs with desirable space-filling properties pp. 1-29

Mengmeng Liu, Min-Qian Liu and Jinyu Yang

Two approaches to multiple canonical correlation analysis for repeated measures data pp. 1-29

Tomasz Górecki, Mirosław Krzyśko, Felix Gnettner and Piotr Kokoszka

Confidence intervals for normal quantiles: one- and two-sample problems pp. 1-33

Justin Dunnam and K. Krishnamoorthy

Construction of component orthogonal arrays with flexible sizes pp. 1-19

Chengjun Hou, Min-Qian Liu and Liuqing Yang

Bayesian variable selection in high-dimensional ordinal quantile regression models pp. 1-34

Mai Dao, Md Sakhawat Hossain and Zhuanzhuan Ma

Vertical quantile comparison functions estimation in location scale families pp. 1-27

Kristian Nestor and Sundarraman Subramanian

l-inflated telescopic modeling using ranked set sampling with application to lung cancer data pp. 1-20

Hadi Saboori, Ehsan Zamanzade and Hani M. Samawi

A stochastic-fiducial-smoothing confidence interval for binomial proportions pp. 1-16

Chao Chen, Huan Tang, Shiqi Chen, Qianrong Xu, Min Zhu, Zongheng Li and Yanting Chen

Theil index decomposition: the influence function approach pp. 1-24

Lucio Barabesi, Federico Crescenzi and Lorenzo Mori

A novel parametric divergence measure: definition, properties, and applications pp. 1-24

Hadi Alizadeh Noughabi and Reza Alizadeh Noughabi

Reducing subspace dynamic connectivity estimation in MGARCH models for brain health classification pp. 1-28

Toktam Valizadeh and S. Yaser Samadi

Characterisation of distributions via record-like observations pp. 1-30

Raúl Gouet, Miguel Lafuente, F. Javier López and Gerardo Sanz

Self-excited hysteretic integer-valued autoregressive processes pp. 1-30

Ye Liu, Xiuyue Zhao, Christian H. Weiß and Kai Yang

Computational study of new record-based transmuted Chen distribution and its applications to the failure time and iron sheet data pp. 1-31

Caner Tanış

Comparing two categorical Gini correlations with applications to classification problems pp. 1-31

Sameera Hewage and Yongli Sang

Concordant marginal information-based goodness-of-fit testing for binary longitudinal data in generalized linear mixed models pp. 1-52

Jinhui Xu, Xinyi Xu and Mark Reiser

On the phase transition of Wilks’ phenomenon under block compound symmetry covariance structure pp. 1-35

Ping Tang and Junshan Xie

Adaptive feature-weighted variable selection for Fréchet regression pp. 1-62

Huanlin Li and Lu Lin

Generalized autoregressive score linear model with time-varying parameters based on beta distribution pp. 1-26

Christian Caamaño-Carrillo, Maximiliano Burgos, Javier E. Contreras-Reyes and Sergio Contreras-Espinoza

A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data pp. 1-41

Rihab Gharbi, Wissem Jedidi, Salah Khardani and Frédéric Ouimet

Identification of structural shocks in Bayesian vector error correction models with two-state Markov-switching heteroskedasticity pp. 1-41

Justyna Wróblewska and Łukasz Kwiatkowski

Dependent default times with mixed hitting-time models pp. 1-41

Mikael Escobar-Bach, Salima Helali and Hajer Rejeb

Volume 67, issue 3, 2026

Cor: an R package for optimal subset selection in distributed estimation pp. 1-17

Di Chang, Guangbao Guo and Lixing Zhu

A note on the median of skewed distributions pp. 1-8

Tim Hunter

Statistical inference for two-population stochastic epidemic models pp. 1-29

Ibrahim Bouzalmat, Zaineb Smida and Adel Settati

Comment on “Statistical inference for a step-stress partially-accelerated life test model with an adaptive Type-I progressively hybrid censored data from Weibull distribution” pp. 1-6

T. S. Taher

Asymptotics of minimum distance estimation for self-exciting load sharing point processes pp. 1-25

Mirko A. Jakubzik and Christine H. Müller

Estimation of relative risk, odds ratio and their logarithms with guaranteed accuracy and controlled sample size ratio pp. 1-55

Luis Mendo

Robust matrix factor analysis based on a modified huber loss function pp. 1-61

Xinyu Yuan and Fengkai Yang

Statistical inference and optimal design for multiple constant-stress accelerated life tests under ordered ranked set sampling with progressive Type-II censoring pp. 1-33

Haidy A. Newer

Improvement of Chatterjee’s correlation with missing at random data in the Y variable pp. 1-30

Fayyaz Bahari

Modified Greenwood statistic for multivariate Pareto and Student’s t distributions in application to statistical testing pp. 1-31

Katarzyna Skowronek, Marek Arendarczyk and Agnieszka Wyłomańska

Kendall correlation coefficient for order statistics pp. 1-9

Alexei Stepanov and Valery B. Nevzorov

Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small General Gaussian noise pp. 1-52

Héctor Araya, Francisco Plaza-Vega and Eloy Alvarado

On the dynamic cumulative residual interval Tsallis entropy of order a pp. 1-52

Stathis Chadjiconstantinidis and Apostolos Bozikas

Quantile Share Ratio Regression for the Study of Economic Inequality pp. 1-16

Alessio Farcomeni

Influence diagnostics in beta regression via Hellinger and Wasserstein distances pp. 1-28

Francisco Cribari-Neto and Maria E. C. Justino

Detecting dependence structure: visualization and inference pp. 1-28

Bogdan Ćmiel and Teresa Ledwina

Modeling long memory with zero-inflated geometric INAR(1) process and its $$\mathbb {Z}$$ Z -valued version pp. 1-39

Yixuan Niu, Fukang Zhu and Yanqiu Yang

Objective Bayesian approach for recall-based time-to-event studies: an application to breastfeeding data pp. 1-26

Vikas Barnwal, C. P. Yadav and M. S. Panwar

A general discrepancy for experimental designs with multiple factor types pp. 1-22

Chunyan Wen, Yunxi Yang and Feng Yang

From Poisson observations to fitted negative binomial distribution pp. 1-22

Yingying Yang, Niloufar Dousti Mousavi, Zhou Yu and Jie Yang

Constructing the D-optimal four-by-four ranked set sampling design for location-scale estimation pp. 1-22

Minmin Li, Wangxue Chen and A. M. Elsawah

Generalized sliced space-filling design pp. 1-22

Yuning Huang, Zikang Xiong and Hong Qin

Volume 67, issue 2, 2026

Feature Screening for High-Dimensional Data with Measurement Errors using Adjusted Martingale Difference Correlation pp. 1-49

Wei Liu, Wenbo Wu and Baoying Yang

Estimation and inference for fixed center effects on panel count data pp. 1-31

Weiwei Wang, Yijun Wang and Xiaobing Zhao

On flexible affine weighted Poisson models for count data pp. 1-23

Srivatsa Vasudevan, Seng Huat Ong and Choung Min Ng

Early detection of treatment’s acute side effect: A sequential approach pp. 1-24

Jiayue Wang and Ben Boukai

Threshold estimation under strong dependence pp. 1-24

Jan Beran and Jeremy Näscher

Identifying candidate secondary endpoints in semi-competing risk time-to-event data using an integrated analytical framework pp. 1-28

Abhipsa Tripathy, Gajendra K. Vishwakarma and Atanu Bhattacharjee

A dynamic interaction varying index coefficient quantile regression model pp. 1-40

Xiaowen Liang, Boping Tian and Lijian Yang

Robust and smooth estimation of the extreme tail index via weighted minimum density power divergence pp. 1-53

Saida Mancer, Abdelhakim Necir and Djamel Meraghni

Block designs that provide optimal power in the Cochran–Mantel–Haenszel test pp. 1-14

David Azriel, Adam Kapelner and Abba M. Krieger

A model for underdispersed count data pp. 1-14

Rose Baker

Fast and scalable variable selection for spatial autoregressive models pp. 1-35

Michael Balzer

Minimum risk two-stage sequential point estimation of $$R=\mathbb {P}(X pp. 1-29

Neeraj Joshi and Anirban Chakraborty

A class of smooth transition $$\mathbb {Z}$$ Z -valued autoregressive model with signed binomial thinning pp. 1-29

Tingting Zhang and Dehui Wang

Unbiased estimation of life-table quantities based on right-censored data under a specific sequential sampling plan pp. 1-17

A. Rossa

Robust estimation for spatially varying-coefficient models pp. 1-32

Wenjuan Ma, Xuejun Wang, Riquan Zhang and Hanbing Zhu

A bias-corrected partial bernstein copula approach for nonparametric regression pp. 1-32

Selim Orhun Susam

Wrapped flat-top kernel density estimation with circular data pp. 1-25

Yasuhito Tsuruta

Letter to the editors pp. 1-5

Saralees Nadarajah and Tibor K. Pogány

Variable selection of the spatial autoregressive model with covariate data missing at random pp. 1-34

Yu Liu and Yuexin Fang

Confidence intervals with imprecise data pp. 1-34

Darío Tagarro, Raúl Pérez-Fernández and Enrique Miranda

Estimation of random effects partially linear varying coefficient spatial error model with general temporally correlated individuals pp. 1-38

Fen Li, Hao Chen and Bogui Li

Estimation of distribution parameters by mean absolute deviations of a truncated distribution using quantile functions pp. 1-33

Eugene Pinsky and Qifu Wen

Volume 67, issue 1, 2026

Modeling asymmetry in multi-way contingency tables with ordinal categories via f-divergence pp. 1-30

Hisaya Okahara and Kouji Tahata

A solution to the p-hacking problem with a general robust significance test under variance uncertainty pp. 1-30

Xifeng Li, Shuzhen Yang and Jianfeng Yao

Estimation of functions of scale parameters for two gamma populations and applications to classification pp. 1-31

Nabakumar Jana, Somesh Kumar, Neeraj Misra and Palaniappan Vellaisamy

Bayesian inference for the transmuted Rayleigh distribution: applications in behavioral data analysis pp. 1-37

Muntazir Mehdi, Yen Liang Tung, Mirza Naveed Shahzad, Akbar Ali Khan, Nadeem Akhtar and Muteb Faraj Alharthi

Testing for independence in high dimensions based on characteristic covariance pp. 1-28

Xu Li, Bingcan Wang and Baoxue Zhang

Calibrated empirical likelihood for single-index varying coefficient spatial autoregressive models pp. 1-23

Peixin Zhao, Xiaoyan Liu, Xinrong Tang, Suli Cheng and Xiaoshuang Zhou

On equivalence of multistage experiments with restrictions in the randomization of treatments pp. 1-18

Tena I. Katsaounis

Adaptive elastic net penalized high-dimensional quantile regression models with generalized coordinate descent algorithm pp. 1-35

Yiping Yang, Liugen Xue and Gaorong Li

Phase I distribution-free control charts for individual observations using runs and patterns pp. 1-22

Tung-Lung Wu

Randomly censored partially linear varying coefficient model with functional single-index interactions pp. 1-47

Yuye Zou, Yanping Hu, Hanbing Zhu and Riquan Zhang

On distance functions in multiply robust estimation of population means pp. 1-17

Tadayoshi Fushiki

Correction: Stochastic variational inference for clustering short text data with finite mixtures of Dirichlet-Multinomial distributions pp. 1-2

Massimo Bilancia, Andrea Nigri and Samuele Magro

A regularized T-type estimator for high-dimensional data pp. 1-29

Rui Zhang, Wan Tian, Bo Zhang and Hengjian Cui

On high-dimensional classification by sparse generalized Bayesian logistic regression pp. 1-29

The Tien Mai

Marginally generalized asymmetric Laplace distributions pp. 1-43

Amos Natido and Tomasz J. Kozubowski

Communication-efficient distributed composite quantile regression via convolution smoothing and poisson subsampling pp. 1-55

Jun Jin and Qinghan Liang

Logistic regression with covariate-dependent probability of misclassification pp. 1-20

Péter Hársfalvi, Jan Klaschka and Jenő Reiczigel

Stochastic copula modelling of multivariate Johnson’s Systems of Distribution pp. 1-21

Ajibola Taiwo Sóyínká, Akin Adeseye Olósundé and Atinuke Olusola Adébánjí

Testing high dimensional diagonal symmetry pp. 1-33

Yong Wang and Reza Modarres

Modeling complex life systems: Bayesian inference for Weibull failure times using adaptive MCMC pp. 1-42

Tobias Oketch and Mohammad Sepehrifar