Communications in Statistics - Theory and Methods

2000 - 2025

Current editor(s): Debbie Iscoe

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Volume 54, issue 10, 2025

A New Modified Generalized Two Parameter Estimator for linear regression model pp. 2807-2826

Bavneet Kaur Sidhu, Manoj Kumar Tiwari, Vikas Bist, Manoj Kumar and Anurag Pathak

A new general biased estimator in linear measurement error model pp. 2827-2843

Pragya Goyal, Manoj K. Tiwari, Vikas Bist and Faisal Ababneh

Equivalence tests under the non mixture and mixture cure fraction models pp. 2844-2862

Pao-sheng Shen

Smoothed empirical likelihood estimation and automatic variable selection for an expectile high-dimensional model pp. 2863-2901

Gabriela Ciuperca

Parameter estimation for stochastic SIR model pp. 2902-2923

Shuang Li and Jie Xiong

A double sampling multivariate GLR control charting method for joint monitoring of process mean vector and covariance matrix under additive covariate model pp. 2924-2944

Mohammad Saadati, Ali Salmasnia and Mohammad Reza Maleki

Joint value-at-risk and expected shortfall regression for location-scale time series models pp. 2945-2958

Shoukun Jiao and Wuyi Ye

Asymptotic normality of local linear functional regression estimator based upon censored data pp. 2959-2979

Sarra Leulmi

Some potential theorems for countable transient jump processes pp. 2980-2989

Zhi-Sheng Tong, Zhi-Wen Cheng, Xiu-Fang Liu and Ying-Chuan Jing

Asymptotics for ruin probabilities of a bidimensional risk model with a random number of delayed claims pp. 2990-3007

Yiqiao Jia, Zhangting Chen and Dongya Cheng

Generalized extended triangular designs: Construction and online generation pp. 3008-3023

Mohd Harun, Cini Varghese and Ashutosh Dalal

Projection tests for regression coefficients in high-dimensional partial linear models pp. 3024-3051

Mengyao Li, Jiangshe Zhang and Jun Zhang

A note on Bayesian inference for the bivariate pseudo-exponential model pp. 3052-3075

Veeranna Banoth

Moderate deviations for multidimensional aggregate claims with arbitrary dependence between claim sizes and waiting times pp. 3076-3093

Xinmei Shen and Lei Liu

Some asymptotic results of a kNN conditional mode estimator for functional stationary ergodic data pp. 3094-3113

Somia Guenani, Wahiba Bouabsa, Fetitah Omar, Mohammed Kadi Attouch and Salah Khardani

On the asymptotic normality of trimmed and winsorized L-statistics pp. 3114-3133

Chudamani Poudyal

Volume 54, issue 9, 2025

Asymptotic in a class of network models with an increasing sub-Gamma degree sequence pp. 2507-2532

Jing Luo, Haoyu Wei, Xiaoyu Lei and Jiaxin Guo

Truncated correlation coefficient test for two random vectors pp. 2533-2548

Zhenzhen Jiang, Yuan She and Zhen Meng

Monitoring general linear profiles with between-profile correlation using the MEWMA based on U statistic pp. 2549-2564

Yimin Zheng and Feng Xu

Trajectory fitting estimation for integrated Ornstein-Uhlenbeck process driven by Lévy process pp. 2565-2577

Xuekang Zhang and Xiaotai Wu

A new regression model under informative censoring mechanism with applications pp. 2578-2598

Valdemiro Piedade Vigas, Edwin M. M. Ortega, Gauss M. Cordeiro, Giovani L. Silva and Paulo C. dos Santos Junior

A note on convex stochastic dominance and diversification with applications pp. 2599-2608

Martín Egozcue

B spline-based estimating equation for varying-coefficient transformation models with right censored data pp. 2609-2622

Min Wang, Jianbo Li, Qin Zhou, Dongmei Zhou and Riquan Zhang

On non parametric kernel estimation of the mode of the regression function in the strong mixing random design model with censored data pp. 2623-2656

Salim Bouzebda, Salah Khardani and Yousri Slaoui

High dimensional discriminant analysis under weak sparsity pp. 2657-2674

Yao Wang, Zeyu Wu and Cheng Wang

An effective statistic and robust block designs for studying outliers in incomplete multiresponse experiment pp. 2675-2689

Raju Kumar

Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions pp. 2690-2722

Baishuai Zuo, Chuancun Yin and Jing Yao

New latent variable model with varying-coefficients pp. 2723-2740

Hao Cheng

Reliability indices of multi-state repairable m-out-of-r-within-k-out-of-n system using Lz-transform method pp. 2741-2758

Ayush Singh, Vaibhav Bisht and S. B. Singh

Classical and Bayesian estimations of performance measures in Geo/Geo/1 queue pp. 2759-2772

Yang Song and Xinying Liu

Bayesian generalized likelihood ratio chart for Gaussian process variance with an application to monitoring hard-bake processes pp. 2773-2790

Hongxing Cai, Amitava Mukherjee, Wei Yang and Jiujun Zhang

Hidden Markov model with Pitman-Yor priors for probabilistic topic model pp. 2791-2805

Jianjie Guo, Lin Guo, Wenchao Xu and Haibin Zhang

Volume 54, issue 8, 2025

A link of extropy to entropy for continuous random variables via the generalized ϕ–entropy pp. 2227-2245

Francesco Buono and Maria Kateri

A probabilistic proof of some integral formulas involving incomplete gamma functions pp. 2246-2250

Robert E. Gaunt

Divergences based Bayesian inference with censored data pp. 2251-2288

Mohamed Boukeloua

Complete convergence theorems for weighted sums of extended negatively dependent random variables under sub-linear expectations pp. 2289-2304

Lunyi Liu and Qunying Wu

Unifying the prediction strategies of Theil-Goldberger and Kibria-Lukman within linear mixed models pp. 2305-2319

Özge Kuran

Copula-based Bayesian estimation of probabilities for two dependent non homogenous compound Poisson processes pp. 2320-2341

M. S. Aminzadeh

Normal approximation for call function by refined Lindeberg principle pp. 2342-2359

Peng Chen, Jun Liu, Yaqian Lu and Ting Zhang

Testing independence based on Spearman’s footrule in high dimensions pp. 2360-2377

Xiangyu Shi, Wei Zhang, Jiang Du and Eddy Kwessi

Estimation of Population Mean Using Some Improved Imputation Methods for Missing Data in Sample Surveys pp. 2378-2392

M. K. Pandey, G. N. Singh and Togla Zaman

SVR-based method for fixed effects interval-valued panel models pp. 2393-2411

Aibing Ji, Yu Cao, Jinjin Zhang and Qingqing Li

Local Walsh-average regression for spatial autoregression single index varying coefficient models pp. 2412-2428

Wenhui Yang and Yunquan Song

Kernel estimators for q-fractional diffusion processes with random effects using q-calculus pp. 2429-2450

Imen Badrani, Mondher Damak and Yousri Slaoui

On model selection consistency using a kick-one-out method for selecting response variables in high-dimensional multivariate linear regression pp. 2451-2465

Ryoya Oda, Hirokazu Yanagihara and Yasunori Fujikoshi

Convergence rate of sieves estimates for an autoregressive Hilbert space pp. 2466-2481

N. Bensmain

Comonotonicity and counter-monotonicity: Review and implications for likelihood-based estimation pp. 2482-2505

Juliana Schulz and Christian Genest

Correction pp. 2506-2506

The Editors

Volume 54, issue 7, 2025

Tail bounds for weighted sums of independent Poisson random variables pp. 1917-1929

Dawei Lu, Xiating Liu and Yan Wang

Confidence intervals for the difference, relative risk and odds ratio based on inverse sampling pp. 1930-1952

K. Krishnamoorthy and Bao-Anh Maddux

Efficient minimal balanced cross-over designs in higher-order carryover effects pp. 1953-1968

Jigneshkumar Gondaliya

Generalized fiducial inference for the generalized logistic distribution: Censored and uncensored cases pp. 1969-1990

Menghan Li, Liang Yan, Meng Li and Qi Wang

Modified outlier diagnostics for the extended exponential regression model with interval and right-censored data pp. 1991-2004

Jayanthi Arasan and Habshah Midi

On randomly periodic strongly dependent time series, with applications to neural respiratory drive data pp. 2005-2032

Jan Beran, Jeremy Näscher and Stephan Walterspacher

Optimal scheduling imperfect maintenance policy for a system with multiple random works pp. 2033-2048

Yen-Luan Chen and Chin-Chih Chang

Precise large deviations for sums of dependent random variables with subexponential distribution pp. 2049-2066

Dawei Lu and Xiaoli Cai

On the sieve M-estimation for a special bilinear time series model with time-functional variance noises pp. 2067-2091

Enwen Zhu, Ziwei Deng, Xiaohui Liu and Zhao Liang

Comparative study on excess distribution estimation in iid settings pp. 2092-2108

Taku Moriyama

Asymptotic results for recursive multivariate associated-kernel estimators of the probability density mass function of a data stream pp. 2109-2129

Amir Aboubacar and Célestin C Kokonendji

A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance pp. 2130-2157

Pengcheng Zhang, David Pitt and Xueyuan Wu

Sliced inverse regression via natural canonical thresholding pp. 2158-2177

Nadia Asrir and Abdallah Mkhadri

Testing for independence of sets of high-dimensional normal vectors using random projection approach pp. 2178-2206

Dariush Najarzadeh

Rank regression estimation for dynamic single index varying coefficient models pp. 2207-2224

Jun Sun, Xiaoqing Han, Mingtao Zhao and Kongsheng Zhang

Bayesian Mediation Analysis for Time-to-Event Outcome: Investigating Racial Disparity in Breast Cancer Survival pp. 2225-2225

The Editors

Volume 54, issue 6, 2025

Robust time-consistent strategies of DC pension plans with the return of premiums clauses under inflation pp. 1569-1595

Zhehong Hao, Hao Chang and Mengke Kou

A Mallows-type model averaging estimator for de-noise linear models pp. 1596-1622

Guozhi Hu, Haiqing Chen, Weihu Cheng and Jie Zeng

Pricing of geometric average Asian option under the sub-diffusion Merton interest rate model pp. 1623-1636

Ping Zhao and Zhidong Guo

High-dimensional partial correlation coefficients: A survey study of estimation Methods pp. 1637-1660

Jingying Yang, Guishu Bai and Xu Qin

Semiparametric and multiplicative bias correction techniques for second-order discrete kernels pp. 1661-1675

Nabil Zougab, Benedikt Funke and Smail Adjabi

Bayesian reliability acceptance sampling plans under interval censoring pp. 1676-1701

Rathin Das and Biswabrata Pradhan

Equilibrium multi-period investment strategy for a DC pension plan with incomplete information: Hidden Markov model pp. 1702-1728

Lihua Bian and Ling Zhang

Tweedie regularization model and application pp. 1729-1746

Wakaa Ali Hadba

New neighborhoods in robustness and least favorable pairs for special capacities pp. 1747-1772

Itsuro Kakiuchi and Miyoshi Kimura

A double generally weighted moving average control chart for monitoring zero-inflated Poisson processes pp. 1773-1804

Vasileios Alevizakos, Kashinath Chatterjee and Christos Koukouvinos

Harmonic mean and geometric mean of a non negative random variable pp. 1805-1812

Changyong Feng and Hongyue Wang

Credit default swap pricing with counterparty risk in a reduced form model with Hawkes process pp. 1813-1835

Yu Xing, Wei Wang and Xiaonan Su

The consistency for CUSUM estimator of mean change-point model based on association pp. 1836-1867

Min Gao, Wenzhi Yang, Xiaoqin Li and Mei Yao

Robust and efficient factorial designs under baseline parametrization pp. 1868-1879

Yu Liu, Min Ren and Shengli Zhao

Quantile-based cumulative Kullback-Leibler divergence in past lifetime: Some properties and applications pp. 1880-1894

S.M. Sunoj and P. Saranya

Ranked set sampling imputation methods in presence of correlated measurement errors pp. 1895-1916

Shashi Bhushan and Anoop Kumar

Volume 54, issue 5, 2025

Consistency of the frequency polygon estimators of density function and density mode under m-END samples pp. 1271-1286

Wei Wang, Hui Wang and Yi Wu

A stratified estimation for sensitive variable using correlated scrambling variables pp. 1287-1298

Gi-Sung Lee, Ki-Hak Hong and Chang-Kyoon Son

Orthogonal systems based stable estimator for non parametric regression problems pp. 1299-1327

Asma Ben Saber and Abderrazek Karoui

On the asymptotic normality for integrated square error of Wegman-Davies recursive density estimators pp. 1328-1353

Yu Miao and Jun Ye

General results on precise asymptotics for the stochastic heat equation pp. 1354-1369

Jingyu Li and Yong Zhang

Superpopulation model inference for non probability samples under informative sampling with high-dimensional data pp. 1370-1390

Zhan Liu, Dianni Wang and Yingli Pan

Why the mode departs from the mean—a short communication pp. 1391-1396

Haim Shore

Testing independence for multivariate time series via auto multivariate distance covariance pp. 1397-1409

Jingren Chen, Xuejun Ma and Yue Chao

A general minimum lower-order confounding criterion for s-level blocked designs pp. 1410-1426

Zhi Li and Zhi-Ming Li

On the distribution of a random variable involved in an independent ratio pp. 1427-1440

Roberto Vila, Narayanaswamy Balakrishnan and Marcelo Bourguignon

On the behavior of the Lynden-Bell estimator in widely orthant-dependent model pp. 1441-1460

Mohamed Kaber El Alem, Zohra Guessoum and Abdelkader Tatachak

Fixed width confidence interval estimation for general continuous responses under a response adaptive design pp. 1461-1472

Pritam Sarkar, Atanu Biswas and Rahul Bhattacharya

Effects of error in factor levels on orthogonal composite designs for second-order models pp. 1473-1491

Amarachi Favour Didiugwu, Abimibola Victoria Oladugba and Ogochukwu Ifeoma Ude

Nonparametric estimation of the relative error regression for twice censored and dependent data pp. 1492-1525

Sabrina Benzamouche, Elias Ould Saïd and Ourida Sadki

Inference for the stress-strength parameter of multi-state systems based on records pp. 1526-1544

Mohammad Vali Ahmadi and Mahdi Doostparast

Testing distribution for multiplicative distortion measurement errors pp. 1545-1567

Leyi Cui, Yue Zhou, Jun Zhang and Yiping Yang

Volume 54, issue 4, 2025

A note on sharp oracle bounds for Slope and Lasso pp. 949-967

Zhiyong Zhou

Convergence of extremes from normal-skew-normal and minima and maxima from exchangeable trivariate normal distributions pp. 968-988

Mehdi Amiri, Asma Teimouri, Mohsen Khosravi and Ahad Jamalizadeh

Statistical inference for the extended non linear models pp. 989-1007

Yang Zhao, Yurui Jie and Xiaofen Wu

Reinsurance, investment and the rationality with a diffusion model approximating a jump model pp. 1008-1030

Duni Hu and Hailong Wang

Locally, Bayesian and non parametric Bayesian optimal designs for unit exponential regression model pp. 1031-1049

Anita Abdollahi Nanvapisheh, Habib Jafari and Soleiman Khazaei

Minimum density power divergence estimation for the generalized exponential distribution pp. 1050-1070

Arnab Hazra

Closed testing procedure for comparing sizes of normal means based on ordered statistics pp. 1071-1080

T. Imada

Competing risks regression for clustered data with covariate-dependent censoring pp. 1081-1099

Manoj Khanal, Soyoung Kim, Xi Fang and Kwang Woo Ahn

Efficient spectral tests for multiple recursive generators pp. 1100-1115

Lih-Yuan Deng, Bryan R. Winter, Jyh-Jen Horng Shiau, Henry Horng-Shing Lu, Nirman Kumar and Ching-Chi Yang

Gibbs sampler for Bayesian prediction of triple seasonal autoregressive processes pp. 1116-1134

Ayman A. Amin

Understanding the alternative Mantel-Haenszel statistic: Factors affecting its robustness to detect non-uniform DIF pp. 1135-1159

Mohammad Mollazehi and Abdel-Salam G. Abdel-Salam

Two-sample test for stochastic block models via the largest singular value pp. 1160-1179

Kang Fu, Jianwei Hu, Seydou Keita and Hang Liu

Rates of convergence of the constrained least squares estimator in high-dimensional monotone single-index models pp. 1180-1204

Christopher Fragneau, Fadoua Balabdaoui, Cécile Durot and Skander Stefan

Optimal random non response framework for mean estimation on current occasion pp. 1205-1231

Shashi Bhushan and Shailja Pandey

Analysis of the spatiotemporal velocity of annual precipitation based on random field pp. 1232-1249

Chenlong Li and Yang Hu

Zero-inflated Poisson INAR(1) model with periodic structure pp. 1250-1270

Abderrahmen Manaa and Roufaida Souakri

Volume 54, issue 3, 2025

A Bayesian robustness measure in significance tests for equivalence tests pp. 655-672

Josimara Tatiane da Silva and Mário de Castro

Optimal asset allocation for DC pension subject to allocation and terminal wealth constraints under a remuneration scheme pp. 673-700

Yinghui Dong, Mengyuan Shi and Chunrong Hua

On impurity functions in decision trees pp. 701-719

Guoping Zeng

Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks pp. 720-738

Ming Cheng and Dingcheng Wang

Tuning up the Kolmogorov–Smirnov test for testing Benford’s law pp. 739-746

Leonardo Campanelli

Jajte-type strong limit theorem for pairwise negatively quadrant dependent random variables pp. 747-756

Yongfeng Wu and Tien-Chung Hu

Complete convergence for arrays of rowwise mn-extended negatively dependent random variables and its application pp. 757-773

Jinyu Zhou, Zongfeng Qi and Jigao Yan

Posterior contraction rates for constrained deep Gaussian processes in density estimation and classification pp. 774-811

François Bachoc and Agnès Lagnoux

A note on estimating multivariate Gaussian mixtures with unknown number of components pp. 812-830

Yingwei Zhou

An alternative multivariate exponential power distribution pp. 831-849

Michael Manford, Bismark Kwao Nkansah, Henrietta Nkansah and Arimiyaw Zakaria

Equivalence of state equations from different methods in high-dimensional regression pp. 850-863

Saidi Luo and Songtao Tian

Calibration estimator for a sensitive variable using dual auxiliary information under measurement errors pp. 864-881

Zhiqiang Pang, Xijuan Niu, Zhaoxu Wang and Jingchen You

Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator pp. 882-907

Sharif Mozumder, M. Kabir Hassan, Ghulam Sorwar and José Antonio Pérez Amuedo

A note on the covariate-dependent kink threshold regression model for panel data pp. 908-920

Maoyuan Zhou, Fangyu Ye, Yi Li, Fengqi Liu and Chuang Wan

Kernel-based method for joint independence of functional variables pp. 921-937

Terence Kevin Manfoumbi Djonguet and Guy Martial Nkiet

On the variance estimator and its bounds in general linear models under linear restrictions pp. 938-948

Zaixing Li, Changlei Liu and Menghan Yi

Volume 54, issue 2, 2025

Survival tree averaging by functional martingale-based residuals pp. 297-323

Chang Wang, Baihua He, Shishun Zhao, Jianguo Sun and Xinyu Zhang

A study on utilization of two cold standby components to increase reliability of a coherent system pp. 324-351

Achintya Roy and Nitin Gupta

Variation of conditional mean and its application in ultrahigh dimensional feature screening pp. 352-382

Zhentao Tian, Tingyu Lai and Zhongzhan Zhang

Modeling the association of bivariate interval-censored data under the additive hazards model pp. 383-395

Ling Chen, Lei Liu, Yanqin Feng, Jianguo Sun and Shu Jiang

On a novel skewed generalized t distribution: Properties, estimations, and its applications pp. 396-417

Chengdi Lian, Yaohua Rong and Weihu Cheng

Multistate models with nested frailty for lifetime analysis: Application to bone marrow transplantation recovery patients pp. 418-436

Jonathan K. J. Vasquez, Katy C. Molina, Vera Tomazella, Carlos A. Diniz and Adriano K. Suzuki

Asymptotics in the Bradley-Terry model for networks with a differentially private degree sequence pp. 437-456

Yang Ouyang, Luo Jing, Wang Qiuping and Xu Zhimeng

A simple INAR(1) model for analyzing count time series with multiple features pp. 457-475

Yao Kang, Danshu Sheng and Feilong Lu

A switcher skip lot-sampling plan under resubmitted lots using the Taguchi capability index for building a solid vendor-customer relationship pp. 476-499

Nabil El Farme

Evaluating cyber loss in star-ring and star-bus hybrid networks based on the bond percolation model pp. 500-533

Gaofeng Da and Zhexuan Ren

A form of bivariate binomial conditionals distributions pp. 534-553

Indranil Ghosh, Filipe Marques and Subrata Chakraborty

Optimal investment problem for a hybrid pension with intergenerational risk-sharing and longevity trend under model uncertainty pp. 554-574

Ke Fu, Ximin Rong and Hui Zhao

A comparison of objective priors for Cronbach’s coefficient alpha using a balanced random effects model pp. 575-603

Sharkay R. Izally, Abraham J. van der Merwe and Lizanne Raubenheimer

On the rate of asymptotic normality of integral weighted kernel estimator in a non parametric regression model for φ-mixing random variables pp. 604-619

Liwang Ding and Caoqing Jiang

Standby redundancy allocation for series and parallel systems pp. 620-645

Ravi Kumar and Sameen Naqvi

A nonparametric test for homogeneity of variances pp. 646-654

J.A. Villase∼nor and E. González-Estrada

Volume 54, issue 1, 2025

Estimation of correlation coefficient with monotone transformation and multiplicative distortions pp. 1-33

Jun Zhang, Xuan Yu, Siming Deng, JiongTao Zhong, Yisheng Zhou and Bingqing Lin

Construction of efficient classes of circular balanced repeated measurements designs with R pp. 34-48

Muhammad Riaz, Mahmood Ul Hassan, M. H. Tahir, H. M. Kashif Rasheed, Abid Khan and Rashid Ahmed

Multiple imputation in the functional linear model with partially observed covariate and missing values in the response pp. 49-69

Christophe Crambes, Chayma Daayeb, Ali Gannoun and Yousri Henchiri

Existence of schematic arrays under a novel criterion pp. 70-83

Zuolu Hao and Yu Tang

On the scaled Rényi entropy and application pp. 84-97

Pengyue Yu and Yong Deng

Berry-Esseen’s bound for a superadditive bisexual branching process in a random environment pp. 98-114

Sheng Xiao and Xiangdong Liu

Prediction and estimation of random variables with infinite mean or variance pp. 115-129

Victor de la Peña, Henryk Gzyl, Silvia Mayoral, Haolin Zou and Demissie Alemayehu

One component partial least squares, high dimensional regression, data splitting, and the multitude of models pp. 130-145

David J. Olive and Lingling Zhang

Regression with continuous mixture of Gaussian distributions for modeling the memory time of water treatment pp. 146-158

Nahla Ben Salah

A flexible extension of asymmetric power-t distribution pp. 159-190

Huifang Yuan and Tao Jiang

An evolving pseudofractal network model pp. 191-203

Xing Li, Qunqiang Feng, Clearance Abel and Ao Shen

Parameter estimation for Gegenbaeur Arfisma processes with infinite variance innovations pp. 204-229

Filamory Abraham Michael Keïta, Ouagnina Hili and Serge-Hippolyte Arnaud Kanga

Complete convergence for weighted sums of widely negative orthant dependent random variables under the sub-linear expectations pp. 230-241

Lizhen Huang and Qunying Wu

Bayesian mediation analysis for time-to-event outcome: Investigating racial disparity in breast cancer survival pp. 242-258

Qingzhao Yu, Wentao Cao, Donald Mercante and Bin Li

On relationships between Chatterjee’s and Spearman’s correlation coefficients pp. 259-279

Qingyang Zhang

A longitudinal complex likelihood ratio test for pleiotropy pp. 280-295

Qiang Wu, Xingwei Tong, Jianguo Sun and Meng Li