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Communications in Statistics: Theory and Methods

Taylor & Francis Online

ABDC B
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
On estimating the finite population variance by utilizing auxiliary information
A. K. P. C. Swain et al.
20261 citations
Novel randomized response method for mean estimation using exponential estimators
Hamed Salemian et al.
20261 citations
Randomly weighted sums of dependent subexponential random variables with application to systemic risk
Wenlong He et al.
20260 citations
On conditionally linearly extended negative quadrant dependent random variables
Mohamed Kaber El Alem
20260 citations
Optimal minimal size balanced crossover designs in higher order carry over effects
Jigneshkumar Gondaliya & Niharika Navlakha
20260 citations
Moment estimation of uncertain threshold autoregressive model
Shize Ning & Yang Liu
20260 citations
A note on estimation error bound and grouping effect of Transfer Elastic Net
Yui Tomo
20260 citations
Objective priors for the ratio of scale parameters in generalized half normal distributions
Sang Gil Kang & Yongku Kim
20260 citations
Stackelberg reinsurance-investment game with smooth ambiguity under inside information
Peng Yang
20260 citations
A comparison of objective priors for Cronbach’s coefficient alpha using a three-component hierarchical model
S. R. Izally et al.
20260 citations
Reliability inference for dependent multicomponent stress-strength model with bounded strength based on copula
Li Zhang & Rongfang Yan
20260 citations
A type of truncated logistic distribution with skewed, peaked, and heavy-tailed properties and its application
Jingjie Yuan & Zuoquan Zhang
20260 citations
A note on the Cox-model based partial likelihood for change-point detection in a covariate
Yang Zhou et al.
20260 citations
Improved OPG method for longitudinal single-index models
Quan Yuan Wu et al.
20260 citations
The equivariance criterion in a linear model for fixed-X cases
Daowei Wang et al.
20260 citations
Higher-order expansions of sample extremes from the skew-t-normal distribution
Wanrou Yang & Shuang Hu
20260 citations
Robust optimal investment and benefit adjustment strategy for target benefit pension plan with ambiguity in stochastic environments
Hao Chang et al.
20260 citations
Empirical likelihood inference for L-estimators
Emīls Siliņš & Jānis Valeinis
20260 citations
Precise deviations for discrete marked Hawkes processes
Yingli Wang & Ping He
20260 citations
The maximum likelihood degree of Farlie-Gumbel-Morgenstern bivariate exponential distribution
Pooja Yadav & Tanuja Srivastava
20260 citations

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