Statistical Papers

1997 - 2026

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

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 67, issue 5, 2026

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

Zohreh Mohammadi, Diego I. Gallardo and Ahad Jamalizadeh

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

Yanqing Yi and Su-Fen Yang

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

Behzad Aalipur

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

Jacob Majakwara and Herbert Hove

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

Andrew T. Karl

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

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

Hyeonwoo Kim, JungJae Choi and Hyoung-Moon Kim

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

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

Jiarong Ouyang, Beniamino Hadj-Amar and Xuan Cao

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

Lu Pan and Qiuping Wang

Volume 67, issue 4, 2026

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

Weixi Sun and Shanshan Wang

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

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

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

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

Justin Dunnam and K. Krishnamoorthy

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

Ping Tang and Junshan Xie

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

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

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

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

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

Mai Dao, Md Sakhawat Hossain and Zhuanzhuan Ma

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

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

Łukasz Lenart, Łukasz Kwiatkowski and Justyna Wróblewska

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

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

Chengjun Hou, Min-Qian Liu and Liuqing Yang

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

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

Kristian Nestor and Sundarraman Subramanian

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

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

Toktam Valizadeh and S. Yaser Samadi

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

Huanlin Li and Lu Lin

Volume 67, issue 3, 2026

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

Luis Mendo

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

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

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

Kendall correlation coefficient for order statistics pp. 1-9

Alexei Stepanov and Valery B. Nevzorov

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

Tim Hunter

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

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

Fayyaz Bahari

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

Xinyu Yuan and Fengkai Yang

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

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

Alessio Farcomeni

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

Mirko A. Jakubzik and Christine H. Müller

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

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

Ibrahim Bouzalmat, Zaineb Smida and Adel Settati

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

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

Di Chang, Guangbao Guo and Lixing Zhu

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

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

Weiwei Wang, Yijun Wang and Xiaobing Zhao

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

Eugene Pinsky and Qifu Wen

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

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

Letter to the editors pp. 1-5

Saralees Nadarajah and Tibor K. Pogány

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

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

Yasuhito Tsuruta

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

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

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

Srivatsa Vasudevan, Seng Huat Ong and Choung Min Ng

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

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

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

A. Rossa

Volume 67, issue 1, 2026

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

Tobias Oketch and Mohammad Sepehrifar

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

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

Tena I. Katsaounis

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

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

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

Xu Li, Bingcan Wang and Baoxue Zhang

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

Tadayoshi Fushiki

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

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

Jun Jin and Qinghan Liang

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

Marginally generalized asymmetric Laplace distributions pp. 1-43

Amos Natido and Tomasz J. Kozubowski

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

Yuye Zou, Yanping Hu, Hanbing Zhu and Riquan Zhang

Testing high dimensional diagonal symmetry pp. 1-33

Yong Wang and Reza Modarres

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

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