Communications in Statistics - Theory and Methods

2000 - 2026

Current editor(s): Debbie Iscoe

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Volume 55, issue 14, 2026

Enhancing risk prediction with Bayesian hierarchical frailty models in Stan pp. 4389-4408

Mohammad Parvej, Nabil Ahmed Khan, Fahad Ashraf and Athar Ali Khan

Optimal two-level choice designs for estimating main plus up to three-factor interaction effects pp. 4409-4432

Soumen Manna and Ashish Das

Objective priors for the ratio of scale parameters in generalized half normal distributions pp. 4433-4452

Sang Gil Kang and Yongku Kim

Local linear gamma kernel smoother for regression function with non negative covariate pp. 4453-4470

Lili Yue, Jianhong Shi and Weixing Song

F contrasts in two factor balanced fixed effects ANOVAs pp. 4471-4484

G. C. Livingston and J.C.W. Rayner

Optimal minimal size balanced crossover designs in higher order carry over effects pp. 4485-4505

Jigneshkumar Gondaliya and Niharika Navlakha

Novel randomized response method for mean estimation using exponential estimators pp. 4506-4524

Hamed Salemian, Eisa Mahmoudi and Javid Shabbir

The equivariance criterion in a linear model for fixed-X cases pp. 4525-4539

Daowei Wang, Mian Wu and Dr. Haojin Zhou

Relationships among sensitivity, specificity, and predictive values for a concave ROC curve pp. 4540-4549

Hongyue Wang, Bokai Wang, Honghong Liu and Changyong Feng

Higher-order expansions of sample extremes from the skew-t-normal distribution pp. 4550-4566

Wanrou Yang and Shuang Hu

Reliability analysis on inactivity times of conditional lifetime with dependent components pp. 4567-4593

Zhouxia Guo and Rongfang Yan

Asymptotic behavior of improved trajectory fitting estimators for Cox-Ingersoll-Ross model pp. 4594-4604

Xuekang Zhang, Yunqi Zhu, Yiyang Li and Xiaotai Wu

Symmetric α-stable distribution for robust semiparametric mixture of regression models pp. 4605-4625

Shaho Zarei

Designing of six sigma-based variable acceptance sampling plans where sample size is a critical choice pp. 4626-4651

Ravichandran Joghee and Murali Krishna Panthangi

Analysis of uncertain dynamics of SICA model for HIV/AIDS transmission pp. 4652-4676

Darshan Mal, Javed Hussain and Tareq Saeed

A measure of asymmetry for bivariate probability density functions pp. 4677-4697

Sheida Riahi, Prakash N. Patil and Jialin Zhang

Residual-based sieve maximum full likelihood estimation for the proportional hazards model pp. 4698-4715

Taehwa Choi, Susan Halabi, Hyotae Kim and Yuan Wu

Asymptotic ruin probability for a risk model with investment returns and a random number of delayed claims pp. 4716-4728

Ke-Ang Fu and Yang Liu

Some new quasidouble partially balanced designs pp. 4729-4739

Shyam Saurabh

An empirical analysis toward mining association rules for market basket analysis through statistical measures pp. 4740-4757

Harish Kumar Pamnani, Linesh Raja and Thom Ives

Volume 55, issue 13, 2026

Corrigendum to: Farzinnia, N., and K. F. McCardle (2010). Bayesian updating with confounded signals. Communications in Statistics—Theory and Methods, 39:6, 956-972 pp. 3967-3970

Richard M. H. Suen

Quantile-based risk contribution measures for risk portfolios with positive dependence pp. 3971-3998

Limin Wen and Jiali Xiao

Bayesian hierarchical negative binomial-Lindley model for ammunition malfunction analysis: theory and empirical validation pp. 3999-4015

Cenyu Hu, Ling Fang and Xianming Shi

Estimating the Farlie-Gumbel-Morgenstern copula parameter: A simulation study of classical and informative Bayesian methods pp. 4016-4038

José R. Tovar C., Jennyfer Portilla Y. and Llerzy E. Torres O.

Non identical redundancy allocation in component-dependent coherent systems pp. 4039-4054

Vanderlei da Costa Bueno

New synthetic control charts for monitoring simple and multiple linear profiles pp. 4055-4089

Marzieh Eshraghi, Amirhossein Amiri and Fatemeh Sogandi

The restricted isometry property of block diagonal matrices generated by φ-sub-Gaussian variables pp. 4090-4105

Yiming Chen, Guozheng Dai, Kaiti Ding and Xuanang Hu

Orthogonal-array composite minimaxloss designs for third-order models pp. 4106-4128

Lilian Ifeoma Nnanna and Abimibola Victoria Oladugba

Pareto probability distribution on symmetric matrices pp. 4129-4137

A. Roula, A. Zazoua and M. Madi

A comparison of alternative approaches to dynamic predictions: An application on a short follow-up cohort of patients with Chagas disease pp. 4138-4154

Enrico A. Colosimo

Design of a synthetic control chart with adjusted sequential sampling inspection and variable sampling intervals pp. 4155-4173

Jingqi Xu, Bin Zhang and Siqi Song

SDFPI: Efficient L0 variable selection for Cox’s proportional hazards model pp. 4174-4188

Yongxiu Cao and Jichang Yu

Estimation of the number of factors for high-dimensional data with missing values pp. 4189-4216

Pengbiao Zhou and Xiao Guo

Non-randomized comparative studies with an external control group: Some foundational considerations pp. 4217-4223

Heng Li, Wei-Chen Chen, Nelson Lu, Changhong Song, Ram Tiwari, Chenguang Wang, Gregory Alexander, Yunling Xu and Lilly Q. Yue

Shrinkage estimation for the rate parameter under the exponential distribution with censored survival data pp. 4224-4240

Nanami Taketomi, Kosuke Nakazono, Akane Okada and Takeshi Emura

Bayesian networks: Exact inference via macro-node polytrees pp. 4241-4285

Do Le Paul Minh

Variational Bayes neural networks for high-dimensional non parametric regression: Minimax optimality and adaptivity pp. 4286-4304

Ilsang Ohn and Sangmoon Han

An iterative feature selection framework for statistical classification: The LR-GMM OctoCore model pp. 4305-4331

Hao Wang, Jue Hao, Hui Li, Lin Wang and Jinming Feng

The maximum likelihood degree of Farlie-Gumbel-Morgenstern bivariate exponential distribution pp. 4332-4337

Pooja Yadav and Tanuja Srivastava

On some structural properties of DPIV distribution pp. 4338-4348

Indranil Ghosh

Reliability inference for dependent multicomponent stress-strength model with bounded strength based on copula pp. 4349-4372

Li Zhang and Rongfang Yan

Multi-period pricing of data breach catastrophe bonds: A hybrid triggers and LSTM framework pp. 4373-4387

Yongbin Chen and Rui Fang

Volume 55, issue 12, 2026

Correction pp. i-i

The Editors

Uncertain regression model with autoregressive moving average time series errors pp. 3495-3514

Xiaosheng Wang, Xiaoqing Wu and Haiying Guo

Robust local polynomial regression in errors-in-variables models pp. 3515-3533

Yashi Srivastava and Gaurav Garg

An optimal quantitative randomized response technique under PPS sampling design pp. 3534-3546

Muhammad Azeem

An adjusted variance estimator for improvement of test power in the Cox proportional hazards model pp. 3547-3570

Subhamoy Pal and Junfeng Shang

Optimized two-parameter heteroscedastic-adjusted ridge estimators for linear regression model pp. 3571-3588

Qamruz Zaman, Danish Wasim, Muhammad Ismail and B. M. Golam Kibria

Variable selection for partially linear single-index varying-coefficient model pp. 3589-3615

Lijuan Han, Liugen Xue and Junshan Xie

Is the doubly truncated mean past to failure function a robust alternative to mean residual life? pp. 3616-3636

Dong Shang Chang, Hsiu-Wen Chen and Tao-Sheng Wang

Monitoring breaks in fractional cointegration pp. 3637-3657

Maik Dierkes, Krischan Fitter and Philipp Sibbertsen

A comparison of objective priors for Cronbach’s coefficient alpha using a three-component hierarchical model pp. 3658-3689

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

Maximum likelihood estimation for the Dirichlet distribution pp. 3690-3703

Sucharitha Dodamgodage, Thevasha Sathiyakumar, Daniel T. Fuller, Shantanu Sur, Sumona Mondal and Nabendu Pal

Exact temporal variation for fractional stochastic heat equation driven by space-time white noise pp. 3704-3718

Yongkang Li, Huisheng Shu and Litan Yan

A quantile approach to cumulative residual extropy of record values pp. 3719-3744

E. I. Abdul Sathar and Veena L. Vijayan

The adaptive robust and efficient variable selection method for the linear regression model pp. 3745-3759

Yunlu Jiang, Fudong Chen and Xiaowen Huang

A new test for multivariate analysis of variance with arbitrary covariance matrices: a computational approach test pp. 3760-3780

Merve Söylemez, Fikri Gökpınar and Esra Gökpınar

Stress-strength reliability estimation of time-dependent consecutive k/n:F systems for inverse Weibull distribution pp. 3781-3808

Chang Liu, Linmin Hu and Zebin Hu

Recursive non parametric regression estimation for functional time series data under random censorship pp. 3809-3839

Yousri Slaoui and Larbi Aït Hennani

Ternary designs enabling efficient estimation of residual effects pp. 3840-3857

Akhilesh Jha, Cini Varghese, Seema Jaggi, Eldho Varghese, Mohd Harun, Sayantani Karmakar and Ashutosh Dalal

Revised moment estimation for uncertain fractional differential equations with application to stock model pp. 3858-3877

Liu He, Yuanguo Zhu and Tingqing Ye

Robust dividend and reinsurance strategy under model uncertainty with Parisian ruin pp. 3878-3906

Yongxia Zhao, Chuanxiu Ye and Mengjiao Huang

Convergence rate of the weak consistency of the LS estimator in simple linear EV models pp. 3907-3919

Xiangdong Liu and Zhi Li

Stackelberg investment and reinsurance game under dynamic CVaR constraints pp. 3920-3949

Fenge Chen, Xingchun Peng and Yushuang Wang

A sequential classification methodology for two inverse Gaussian populations with guaranteed expected probability of classification pp. 3950-3966

Sudeep R. Bapat

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