Communications in Statistics - Theory and Methods
2000 - 2025
Current editor(s): Debbie Iscoe From Taylor & Francis Journals Bibliographic data for series maintained by Chris Longhurst (chris.longhurst@tandf.co.uk). Access Statistics for this journal.
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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
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