Communications in Statistics - Theory and Methods

2000 - 2026

Current editor(s): Debbie Iscoe

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Volume 55, issue 11, 2026

Jump-preserving profiled local linear estimation for partial linear models pp. 3205-3227

Zhaoliang Wang, Hang Zhang and Tianyi Zhang

Using inverse sampling to estimate the total of a finite population with unknown size pp. 3228-3240

Mohammad Mohammadi and Shekoofeh Heidari

A multi-stage ordering model for multi-supplier systems via Markov decision process pp. 3241-3255

Leila Hosseini, Mohammad Saber Fallah Nezhad, Vali Derhami and Mohammad Saleh Owlia

On multicointegration pp. 3256-3269

Lucius Cassim and Edward Leman

Cramér moderate deviation and sharp large deviation for bootstrap sample quantiles pp. 3270-3281

Yu Miao and Rui Yang

Bias correction for multivariate inverse gamma and beta prime kernel density estimators pp. 3282-3295

Lynda Harfouche, Zougab Nabil and Adjabi Smail

Comparison of fixed effects and mixed effects models for age-period-cohort analysis pp. 3296-3308

Igor Fedotenkov

A novel two-parameter discrete probability model: regression framework and healthcare applications pp. 3309-3338

Adil Sultan and Bilal Ahmad Para

Estimation of the mixed geographically weighted regression model based on the Minkowski distance pp. 3339-3352

Si-Lian Shen, Ying-Jie Zhang and Jian-Ling Cui

Joint restricted empirical likelihood and its applications for high-dimensional datasets pp. 3353-3372

S. K. Ghoreishi, Qingrun Zhang and Jingjing Wu

Research on statistical inference of parameters with constraints under the adjustment of covariates in Cox’s model pp. 3373-3396

Wenting Luo, Lifeng Deng and Ruilong Zhang

Optimal maintenance policy considering repair time and damage area of composite material unit based on Markov renewal process pp. 3397-3414

Chunxiao Zhang, Xu Fu, Xiaona Liu and Yizhou Bai

Fractional cumulative residual entropy in the quantile framework and its applications in the financial data pp. 3415-3435

S. M. Sunoj and Iona Ann Sebastian

Inference for block Type-I hybrid censored Weibull populations pp. 3436-3459

Farha Sultana, Çağatay Çetinkaya, Mohammad Z. Raqab and Debasis Kundu

A Bayesian promotion time cure rate model with current status data pp. 3460-3479

Pavithra Hariharan and P. G. Sankaran

On the Voigt profile and its dual pp. 3480-3494

Massimo Cannas

Volume 55, issue 10, 2026

Robust empirical likelihood for varying coefficient partially linear EV models with general measurement error structure pp. 2893-2915

Peixin Zhao, Xiaoyan Liu, Xinrong Tang, Suli Cheng and Xiaoshuang Zhou

High-dimensional regression with a count response pp. 2916-2931

Or Zilberman and Felix Abramovich

Optimizing S2 control charts: Rank set sampling schemes for enhanced outlier detection pp. 2932-2951

Ayesha Awais and Nadia Saeed

On kernel mode estimation under RLT and WOD model pp. 2952-2970

Mohamed Kaber El Alem, Zohra Guessoum and Abdelkader Tatachak

A robust hybrid ridge estimation framework using scaled error variance and M-estimation in contaminated linear models pp. 2971-2995

Abdur Rehman, Irum Sajjad Dar and Sohail Chand

A note on asymptotic properties of time series models with a trend break pp. 2996-3007

Daisuke Yamazaki

Availability-based sequential preventive maintenance and replacement models for complex mechanically repairable machines pp. 3008-3030

Iniobong Uko, Nse Udoh and Fredrick Ohaegbunem

Distributed testing on mutual independence between components of high-dimensional massive data pp. 3031-3048

Yongxin Kuang, Yun Ma and Junshan Xie

Bayesian estimation on cubic transmuted Weibull distribution under different loss functions pp. 3049-3065

R. A. Al-Jarallah

The mean variance sure independence screening for ultra-high dimensional competing risks data pp. 3066-3090

Xiaojing Chen, Yingqi Xing, Xueyu Zhu, Xiaolin Chen and Yi Liu

Concavity of ROC curve under a very general condition pp. 3091-3102

Honghong Liu, Hongyue Wang and Changyong Feng

Restricted ridge estimator in logistic semiparametric regression model pp. 3103-3119

Nur Farahiyah Che Lah, Nur Anisah Mohamed, Che Wan Jasimah Wan Mohamed Radzi and Mahdi Roozbeh

Estimation and application of Marshall-Olkin inverse log-logistic distribution pp. 3120-3145

Summaira Manzoor, Kamran Abbas and Qamar Din

Asymptotic properties of heteroscedastic asymmetric Laplace regression for longitudinal data pp. 3146-3163

Angelo Alcaraz, Gilles Durrieu and Audrey Poterie

Nonparametric failure time estimation for degradation data with random effects pp. 3164-3182

Lochana Palayangoda and Aziz Gafurov

Strategies analysis and ANFIS computing of the M/M/1 retrial queue with vacations and preemptive priority pp. 3183-3204

Ruiling Tian, Teng Wang and Junting Su

Volume 55, issue 9, 2026

Parameter estimation of three-species stochastic Lotka–Volterra competition models pp. 2613-2625

Na Chen and Wei Shi

Non parametric tests based on the alignment of observations for replicated Latin squares pp. 2626-2643

Joseph Yang and Jeff Terpstra

Ada-plot and Uda-plot as alternatives for Ad-plot and Ud-plot pp. 2644-2665

Uditha Amarananda Wijesuriya

Sign consistency of the generalized elastic net estimator pp. 2666-2687

Wencan Zhu, Eric Adjakossa, Céline Lévy-Leduc and Nils Ternès

Best- and worst-case scenarios for GlueVaR distortion risk measure with incomplete information pp. 2688-2714

Mengshuo Zhao and Chuancun Yin

An upper bound for hitting time of sub-fractional Ornstein-Uhlenbeck process pp. 2715-2723

Jun Wang

Parameter-expanded data augmentation for analyzing multinomial probit models pp. 2724-2737

Xiao Zhang

Bayesian joint estimation for the two-parameter exponential distribution based on records pp. 2738-2752

A. Saadati Nik and A. Asgharzadeh

Multiple comparisons with the average for exponential mean lifetimes based on doubly censored samples under heteroscedasticity pp. 2753-2761

Shu-Fei Wu

Gaussian product inequalities for absolute moments of mixed-sign orders using a series formula pp. 2762-2776

Haruhiko Ogasawara

A class of logarithmic exponential estimators for estimating average degree of a network using triangular graph sampling pp. 2777-2802

Diwakar Shukla, Vivek Kumar Gupta and Astha Jain

Sample size planning for proportions based on Wilson score confidence intervals with precision and assurance pp. 2803-2817

Xin Liu, Fenghuixue Liu, Wenhua Liu, Yi Huang, Zheng Li, Qisheng Wu, Yuanyuan Zhang, Peng Wang and Ping Yin

Estimation of high-dimensional dynamic factor models based on two-way information of auto-covariance pp. 2818-2834

Jiaxin Zhao, Lei Zhen, Xiangwen Ma, Zhigen Gao and Junping Yin

The non parametric estimation of uncertain differential equations based on Hermite polynomials approximation with applications pp. 2835-2852

Anshui Li and Xiangfeng Yang

Usual stochastic orderings of the second smallest order statistics with dependent semi-parametric distribution random variables pp. 2853-2876

Guoqiang Lv, Rongfang Yan and Jiandong Zhang

A study of the stochastic process with general interference of chance and general demands pp. 2877-2891

Rovshan Aliyev and Urfan Aliyev

Volume 55, issue 8, 2026

Local asymptotic normality in periodic threshold GARCH and periodic GARCH models pp. 2317-2336

Rahim Samira and Hafida Guerbyenne

A study of BLUPs under a family of seemingly unrelated linear mixed models pp. 2337-2355

Yongge Tian and Bo Jiang

Asymptotic properties of the global self-weighted M-estimator for ARMA(p, q) models with infinite variance pp. 2356-2370

Ke-Ang Fu, Hao Chen and Jiangfeng Wang

Estimation of semiparametric varying-coefficient spatial autoregressive models with measurement errors pp. 2371-2389

Guowang Luo and Zhouqin Sha

Threshold estimation of the Gerber-Shiu function using the Fourier-cosine method in the Wiener-Poisson risk model pp. 2390-2410

Xie Chongkai and You Honglong

Uncertain spatial autoregressive analysis of imprecise observations pp. 2411-2430

Na Yang and Yuhong Sheng

Conditions for robustness and limitation on Bayesian Student-t linear regression modeling pp. 2431-2444

Yoshiko Hayashi

A computationally efficient semiparametric mixture and its application to sample maximum distribution estimation pp. 2445-2464

Taku Moriyama

Lasso’s application in Chinese housing prices pp. 2465-2476

Huiyi Xia

Optimal ratcheting dividend strategy with jump-diffusion risk process pp. 2477-2493

Xiaoyan Ren and Ning Wang

Estimation of population proportion and sensitivity level of a qualitative character using unrelated question randomized response model pp. 2494-2510

Shehzad Ahmad Khan, Tanveer Ahmad Tarray and Gazala Salam

Likelihood-based estimation of discrimination accuracy measures for time-to-event outcomes with a cured fraction pp. 2511-2531

Gabriel Escarela, Alejandro Román Vásquez, Elizabeth González-Estrada and Gabriel Núñez-Antonio

Consistency of bootstrap approximation to the null distributions of spatiotemporal autocorrelation statistics pp. 2532-2564

Na Yan and Chang-Lin Mei

Bivariate simplex regression model for rates and proportions data pp. 2565-2581

Lucas S. Vieira, Emerson Amaral, Lizandra C. Fabio, Vanessa Barros and Jalmar M. F. Carrasco

A novel parametric predictive bootstrap method pp. 2582-2602

Abdulrahman M. A. Aldawsari, Frank P.A. Coolen and Tahani Coolen-Maturi

Consolidation kernel pp. 2603-2611

Aya El Dakdouki, Yann Guermeur and Nicolas Wicker

Volume 55, issue 7, 2026

A multi-parametric unit distribution via Bernstein polynomials pp. 1993-2007

Selim Orhun Susam

New formulas for moments of the multivariate normal distribution extending Stein’s lemma and Isserlis theorem pp. 2008-2030

Konstantinos Mamis

On Chebyshev’s inequalities for scale mixture models pp. 2031-2048

M. Mercè Claramunt, Claude Lefèvre and Matthieu Simon

Safe Bayes for single index quantile regression estimation and variable selection pp. 2049-2063

Taha Alshaybawee, Fadel Hamid Hadi Alhusseini and Bahr Kadhim Mohammed

Globally and conditionally optimized optional randomized response techniques pp. 2064-2082

Purna Chandra Sekhar Rao Bellamkonda, Sarjinder Singh and Stephen A. Sedory

Estimation of two sensitive attributes using probability proportional to size sampling pp. 2083-2104

Gi-sung Lee, Ki-Hak Hong and Chang-kyoon Son

Optimal pruning of hierarchical clustering dendrograms pp. 2105-2128

Jiacheng Ge and Robert Tibshirani

Bounding the probability of causation for multi-valued and partial mediation variables pp. 2129-2143

Xiuli Wang, Wenjie Liu, Xiaoyang Zhang, Chao Zhang and Qiang Zhao

On generalized Gauss hypergeometric distribution pp. 2144-2164

Amjish P. B. and K. Jayakumar

Functional limit theorems and the asymptotic normality of estimators based on partial observations pp. 2165-2177

Ibrahim Rahimov and Sadillo Sharipov

Selection of tuning parameter based upon adjusted coefficient of determination and generalized cross validation pp. 2178-2189

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

On defining a jackknifed pooled ridge-Liu estimator in beta regression: nonlinear programming evidence pp. 2190-2214

Mahmoud A. Abdel-Fattah

Improved ridge regression estimators for multicollinearity and heteroscedasticity: A simulation and real-world study pp. 2215-2235

Mashal, Syed Muhammad Asim and Muhammad Suhail

Optimal thresholds for classification trees using non parametric predictive inference pp. 2236-2265

Masad A. Alrasheedi, Tahani Coolen-Maturi and Frank P.A. Coolen

Estimation of variance and mean by the Bayesian approach on Poisson EWMA (PEWMA) control chart pp. 2266-2291

Mohamud Hussein Mohamud and Atta Gul

Risk-informed Bayesian point null hypothesis testing pp. 2292-2315

Qiu-Hu Zhang, Hong-Jun Liu and Chong-Zhi Tu

Volume 55, issue 6, 2026

Poisson distribution parameter estimation with constraints on the relative errors and d-risk pp. 1675-1686

I. N. Volodin, R. F. Salimov and A. N. Safiullina

Optimal Bayesian predictive probability for delayed response in single-arm clinical trials with binary efficacy outcome pp. 1687-1704

Takuya Yoshimoto, Satoru Shinoda, Kouji Yamamoto and Kouji Tahata

Third-order likelihood inference in the location–scale family of distributions based on records pp. 1705-1723

Ayman Baklizi

An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression pp. 1724-1743

Irum Sajjad Dar, Sohail Chand and Maha Shabbir

A bivariate version of the zero-inflated hyper-Poisson distribution and some of its properties pp. 1744-1765

C. Satheesh Kumar and Rakhi Ramachandran

Adaptive Kalman filter for systems with unknown initial values pp. 1766-1787

Yury A. Kutoyants

Robust optimal strategy of hybrid pension with additional voluntary contribution plan pp. 1788-1806

Moyan Chen, Zhen Zhao, Wei Liu and Yijun Hu

Hypothesis testing for two sample comparison of non Euclidean network data pp. 1807-1837

Han Feng, Xing Qiu and Hongyu Miao

On a spectral density estimator based similarity test for correlated time series pp. 1838-1850

Bouni Nora and Medkour Tarek

Goodness-of-fit tests for the Pareto distribution based on progressively Type-II censored data pp. 1851-1872

Mohammad Vali Ahmadi

Strongly almost convergence for a sequence of complex uncertain random variables with respect to chance measure pp. 1873-1887

Rong Gao, Hamed Ahmadzade and Zhe Liu

An extended normal distribution for skewed and bimodal data: New properties and a new regression model pp. 1888-1905

Gabriela M. Rodrigues, Edwin M. M. Ortega, Roberto Vila, Gauss M. Cordeiro and Carlos M. Recuay Cóndor

On comparisons of r-out-of-n systems having dependent components pp. 1906-1932

Saifur Rahaman, Pradip Kundu and Amarjit Kundu

Cubic ranked record based transmuted family of distributions: Applications and properties pp. 1933-1953

Caner Tanış

Optimal blocked two-level fractional factorial designs under baseline parameterization pp. 1954-1964

Min Han, Zhaohui Yan and Shengli Zhao

Analysis and implications of a negative parameter in Tikhonov regularisation pp. 1965-1992

Joab R. Winkler and Marilena Mitrouli

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