The paper deals with certain families $\{a_\alpha\}$ $(\alpha>\alpha_0)$ of summability methods. Strong and statistical convergences in Ces\`aro-- and Euler--Knopp-type families $\{A_\alpha\}$ are investigated. Convergence of a sequence $x=(x_n)$ with respect to the different strong summability methods $[A_{\alpha+1}]$ (with positive exponents $t=(t_n)$) in a family $\{A_\alpha\}$ is compared, and characterized with the help of statistical convergence. Aconvexity theorem for comparison of three strong summability methods $[A_\gamma+1]_t$, $[A_\delta+1]_t$ and $[A_\beta+1]_t$ $(\beta>\delta>\gamma>\alpha_0)$ in a Ces\`aro-type family $\{A_\alpha\}$ is proved. This theorem can be seen as a generalization of some convexity theorems known earlier. Interrelations between strong convergence and certain statistical convergence are also studied and described with the help of theorems proved here. All the results can be applied to the families of generalized N\"orlund methods $(N,p_n^\alpha,q_n)$.