Communications in Statistics - Theory and Methods

2000 - 2026

Current editor(s): Debbie Iscoe

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Volume 55, issue 5, 2026

Asymptotic relative efficiency of combining infinitely many independent tests under Lomax distribution: A Bahadur stochastic comparison pp. 1371-1387

Abedel-Qader S. Al-Masri and Noor S. Al-Momani

On the significance test of negative binomial regression model pp. 1388-1405

Junrong Liu and Liuxiang Ji

Skellam compound Poisson approximation to the sums of symmetric Markov dependent random variables pp. 1406-1421

V. Čekanavičius and G. Liaudanskaitė

An extended Oja process for streaming canonical analysis pp. 1422-1436

Jean-Marie Monnez

Inference on the difference of AUCs based on fitted values under the null pp. 1437-1456

Haben Michael

Local community detection by random walk on hypergraphs pp. 1457-1476

Ryo Oka, Naoki Matsumoto, Yuuki Takai, Masahiro Ikeda and Kunitake Kaneko

Mixed smoothly clipped absolute deviation estimator for stochastic restricted regression models pp. 1477-1491

Qinqin Jin, Tianzi Liao, Wei Peng, Jia Wang and Bin Liu

Testing with the one component partial least squares and the marginal maximum likelihood estimators pp. 1492-1507

David J. Olive, Abdulaziz A. Alshammari, Kasun G. Pathiranage and Lakni A.W. Hettige

Asymptotic properties of kernel regression estimation under mixing high-frequency data pp. 1508-1536

Yufang Li, Pan Liu and Shanchao Yang

An improved Lepage-type test statistic for the location-scale problem pp. 1537-1555

Abid Hussain

Ordering and aging properties of surviving components in coherent systems pp. 1556-1567

Zhengcheng Zhang, Xiaoyan Du, N. Balakrishnan and Ren-Yi Yan

Asymptotic properties of continuous associated-kernel density estimators pp. 1568-1588

Youssef Esstafa, Célestin C. Kokonendji and Thi-Bao-Trâm Ngô

Best equivariant estimator of precision matrix in a seemingly unrelated regression model pp. 1589-1601

Shun Matsuura and Hiroshi Kurata

Robust univariate missing data imputation in time series for air quality data pp. 1602-1622

Tariku Tesfaye Haile, Fenglin Tian and Boping Tian

Prediction of finite population proportion using bivariate probit model pp. 1623-1639

Surupa Roy, Oindrila Bose and Sumanta Adhya

Linear mixed effects double penalized Lp-quantile regression model for longitudinal data pp. 1640-1673

Jiaqing Chen, Fangyi Wan, Han Qiu and Zihao Yuan

Volume 55, issue 4, 2026

Estimation of a modified logistic-Weibull model with time-dependent covariates via the generalized method of moments pp. 1023-1059

Mi-Chia Ma, Yu-Yi Pan and Chin-Shang Li

Fast and asymptotically efficient estimation for t and log⁡(t) distributions pp. 1060-1080

Alexandre Brouste, Youssef Esstafa and Cécile Malique

Varextropy of doubly truncated random variable pp. 1081-1101

R. Zamini, S. Ghafouri and F. Goodarzi

Multivariate measures of skewness and kurtosis for skew-elliptical distributions pp. 1102-1131

Baishuai Zuo, Narayanaswamy Balakrishnan and Chuancun Yin

Aggregate spectral clustering for community detection in multi-layer popularity adjusted block model pp. 1132-1155

Dai Jun and Jie Liu

Estimation for the coefficient of variation in Gamma distribution: A generalized confidence interval approach with applications to PM2.5 dispersion measurement pp. 1156-1175

J. Chumnaul

Two Bayesian variable screening procedures pp. 1176-1188

Bojuan Barbara Zhao

Bayesian weighted composite quantile regression for multivariate semi-continuous longitudinal data pp. 1189-1215

Jinjing Wang, Jiaqing Chen, Feng Gu, Yibo Long, Xiaofan Wang and Yangxin Huang

Utilization of change point detection based on information criterion for monitoring flatness data pp. 1216-1232

Hangyu Li and Sun Jin

Nonparametric estimation of R = P(X > Y) pp. 1233-1245

Omar M. Eidous

Spectrally negative Lévy risk model under ratcheting dividend strategy and capital injections with transaction costs pp. 1246-1267

Fuyun Sun and Dan Zhu

Trans-DeepMCM: A transformer-based deep dynamic mixture cure model pp. 1268-1294

Junbei Zhang and Jinxia Su

Combining extremal Z-scores in meta-analysis pp. 1295-1310

Yuxin Zhang, Fuxiang Liu, Xinjie Zhou and Zheng-bang Li

Non parametric regression for locally stationary functional data pp. 1311-1336

Amir Aboubacar and Baba Thiam

Regression type estimator using auxiliary information with two deck randomized response model: A note pp. 1337-1346

Kiran Abhinav and Sarjinder Singh

Optimal dividend and capital injection under Markov modulated spectrally positive risk models pp. 1347-1369

Kaixin Yan and Wenyuan Wang

Volume 55, issue 3, 2026

Bertrand’s paradox in a discretized space: a perspective of randomness pp. 677-687

Yu Qiao

A high-dimensional classifier with variable selection using mirror statistics pp. 688-707

Vahid Andalib and Seungchul Baek

A prior information-based estimation method for fitting pearson distributions: Applications in process capability and bounded data studies pp. 708-727

Ali Kemal Şehirlioğlu, Mustafa Ünlü and İpek Deveci Kocakoç

Variable selection of higher-order partially functional linear multiple varying coefficient spatial autoregressive model pp. 728-765

Lin Wu, Yang Zhao, Yuchao Tang, Fuzhou Dong and Daojun Zhu

The existence of the maximum likelihood estimate in multinomial logistic regression for mixed-membership models pp. 766-776

Dwight Nwaigwe and Marek Rychlik

Construction of optimal fractional factorial designs using invariant factor vectors pp. 777-795

Xinyi Zhang and Yu Tang

Robust reinsurance-pricing-investment stochastic differential game between (re)insurers under the mean-variance criterion pp. 796-820

Zehang Wang, Jiaju Wang, Jihang Li and Tao Wang

Bayesian analysis of state-dependent service Markovian queueing model under asymmetric loss functions pp. 821-852

Gulab Singh Bura and Yashi Vaish

A new statistical analysis on relationships between BLMBPs under a linear mixed model and its transformation pp. 853-872

Bo Jiang

Complete convergence and complete moment convergence for maximal randomly weighted sums of m-WOD random variables with applications pp. 873-898

Ziqing Zhang, Xiaoqian Zheng, Shu Wang, Yanfen Li and Miaomiao Wang

Self-normalized deviations for a supercritical Galton-Watson process with immigration pp. 899-910

Mingyang Sun

RUL prediction based on a two-phase random volatility inverse Gaussian process pp. 911-932

Yu-ying Liang, Zai-zai Yan and Li-jun Sun

Product of a Wishart matrix and the conditionally elliptical random vector and its application to an elliptical regression model pp. 933-946

Koshiro Yonenaga

Robust optimal reinsurance and investment problem with dependent risks under Ornstein-Uhlenbeck process pp. 947-969

Yiming Su, Wenyuan Wang, Haiyan Liu and Mi Chen

Goodness-of-fit test for skew-t distribution pp. 970-1006

Aidi Liu and Weihu Cheng

A revisit to two-component series and parallel systems with general standby redundancies pp. 1007-1021

Rui Fang and Xiaohu Li

Volume 55, issue 2, 2026

Advances in multivariate Archimedean copula modeling pp. 357-371

Moshe Kelner, Zinoviy Landsman and Udi E. Makov

Simultaneous aligned rank transform tests in analysis of covariance based on pairwise ranking pp. 372-395

Hossein Mansouri and Fangyuan Zhang

Estimation of the square of distance correlation coefficient pp. 396-407

Kiichi Ueda and Hidekazu Tanaka

A simplified Newton stochastic approximation algorithm estimating the hazard function of censored data pp. 408-433

Abdelkader Mokkadem, Kowir Pambo-Bello and Mariane Pelletier

Some results on m-linearly extended negative quadrant dependent random variables pp. 434-446

Mohamed Kaber El Alem

Research on pricing knock-out options in an uncertain financial market pp. 447-467

Lifen Jia and Yuehao Pan

Variable selection in partially linear regression models for time series pp. 468-486

Yanping Liu and Juliang Yin

The strong laws of large numbers for hidden Markov model with general state space pp. 487-501

Yuan Jiang, Fan Xie, Yixing Ren, Ziyang Huang and Zhiyan Shi

Non parametric breakpoint detection for weakly dependent spatiotemporal series pp. 502-525

Ibrahim Loudy, Stéphane Bouka and Guy Martial Nkiet

Variable selection in quantile structural equation model with varying coefficients pp. 526-548

Hao Cheng

Reliability analysis of a two identical components cold standby system with multiple failure modes pp. 549-569

Wenqing Wu, Haiwen Xu, Kelong Zheng, Miaomiao Yu and Yaxing He

Sequential thresholded quantile estimator for sparse regression pp. 570-584

Jinwen Liang and Maozai Tian

A simple derivation of the asymptotic normality of quantile estimators in general unequal probability sampling pp. 585-600

Hitoshi Motoyama

On diagnostic accuracy measures and optimal cut-point selection measures for multi-stage diseases via generalized total Kullback–Leibler divergence pp. 601-639

Chen Mo, Hani Samawi, Jingjing Yin and Haresh Rochani

A groupwise approach to the birthday paradox pp. 640-658

Kaiji Motegi and Soma Hayashi

Bayesian estimation of seasonal autoregressive models with scale-mixtures of normal errors pp. 659-675

Ayman A. Amin

Volume 55, issue 1, 2026

Combined Bayesian estimates for Cronbach’s alpha in the case of the balanced random effects model pp. 1-20

A. J. van der Merwe, S. R. Izally and L. Raubenheimer

Improved attention mechanism-based transformer model for time series data-anomaly detection pp. 21-62

Avhad Kiran Sahebrao and Gokuldhev Mony

Performance analysis of shrinkage estimators in Conway-Maxwell-Poisson regression model pp. 63-91

M. Revan Özkale and Ulduz Mammadova

Optimal Intervals for Fisher’s problem of the Nile pp. 92-101

Ekaterina Poliakova and Gunnar Taraldsen

Optimal investment of DC pension plan with incentive scheme and a combined VaR-ES constraint pp. 102-131

Chengjin Tang, Yinghui Dong, Chengzhe Wang and Congjin Zhou

Non parametric combination methodology for comparing multiple samples under heteroscedasticity pp. 132-149

Elena Barzizza and Riccardo Ceccato

Almost sure central limit theorem for partial sums of m-dependent random variables pp. 150-170

Dawei Lu, Shuang Deng, Yan Wang and Zhiqiang Hua

Online monitoring variance change in a linear regression model with long-memory errors pp. 171-188

Maocuo Niang, Zhanshou Chen and Fuxiao Li

Copula-based extropy measures, properties, and dependence in bivariate distributions pp. 189-216

Shital Saha and Suchandan Kayal

The pricing of forward start options under jump diffusion model with stochastic interest rate and stochastic volatility pp. 217-236

Ruizhe Zhang, Cuixiang Li and Huili Liu

Moment-type estimators for a weighted exponential family pp. 237-252

Roberto Vila and Helton Saulo

Discrete Grönwall inequalities for demimartingales pp. 253-262

Milto Hadjikyriakou and B.L.S. Prakasa Rao

Functional partially linear single-index model with beta distribution pp. 263-291

Mengyu Zhang, Chao Huang and Fengchang Xie

Bivariate Kullback–Leibler divergence pp. 292-312

Mary Rafflesia Chackochan, P. G. Sankaran and N. Unnikrishnan Nair

Designing efficient Bayesian sampling plans for two-parameter exponential distribution with censored data pp. 313-334

Lee-Shen Chen, TaChen Liang and Ming-Chung Yang

Combined L1 and concave regularization for high-dimensional AFT models under measurement errors pp. 335-356

Qin Yu, Zemin Zheng and Yang Li