Statistical Papers

1997 - 2026

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

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Volume 67, issue 3, 2026

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

Mirko A. Jakubzik and Christine H. Müller

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

Xinyu Yuan and Fengkai Yang

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

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

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

Alessio Farcomeni

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

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

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

Fayyaz Bahari

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

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

Di Chang, Guangbao Guo and Lixing Zhu

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

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

Luis Mendo

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

Volume 67, issue 2, 2026

Letter to the editors pp. 1-5

Saralees Nadarajah and Tibor K. Pogány

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

A. Rossa

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

Wei Liu, Wenbo Wu and Baoying Yang

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

Michael Balzer

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

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

Srivatsa Vasudevan, Seng Huat Ong and Choung Min Ng

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

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

Weiwei Wang, Yijun Wang and Xiaobing Zhao

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

Yasuhito Tsuruta

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

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

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

Xiaowen Liang, Boping Tian and Lijian Yang

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

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

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

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

Volume 67, issue 1, 2026

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

Tadayoshi Fushiki

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

Ajibola Taiwo Sóyínká, Akin Adeseye Olósundé and Atinuke Olusola Adébánjí

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

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

Yiping Yang, Liugen Xue and Gaorong Li

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

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

Tena I. Katsaounis

Testing high dimensional diagonal symmetry pp. 1-33

Yong Wang and Reza Modarres

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

Xu Li, Bingcan Wang and Baoxue Zhang

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

Tobias Oketch and Mohammad Sepehrifar

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

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

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

Péter Hársfalvi, Jan Klaschka and Jenő Reiczigel

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

Yuye Zou, Yanping Hu, Hanbing Zhu and Riquan Zhang

Marginally generalized asymmetric Laplace distributions pp. 1-43

Amos Natido and Tomasz J. Kozubowski

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

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

Tung-Lung Wu

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

Jun Jin and Qinghan Liang

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