Statistics & Probability Letters
1982 - 2025
Current editor(s): Somnath Datta and Hira L. Koul
From Elsevier
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Volume 223, issue C, 2025
- Lp-solutions of backward stochastic differential equations with default time

- Badr Elmansouri and Mohamed Marzougue
- Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator

- Yizhou Li and Paweł Polak
- The local long-time behaviour for continuous-time branching processes

- Liuyan Li and Junping Li
- Solution to a generalized FBSDE with delay and anticipated terms and applications to control problem with time-varying delay

- Yuecai Han, Yuhang Li and Zheng Li
- Posterior model consistency in high-dimensional Bayesian variable selection with arbitrary priors

- Min Hua and Gyuhyeong Goh
- Lower bounds for density estimation on symmetric spaces

- Dena Marie Asta
- The impact of contamination and correlated design on the Lasso: An average case analysis

- Stanislav Minsker and Yiqiu Shen
- A note on the maximum probability of ultra log-concave distributions

- Heshan Aravinda
- Mean reflected backward stochastic differential equations with jumps in a convex domain

- Hongchao Qian
- Probability solution for time-fractional Fokker–Planck–Kolmogorov equations with time–space-dependent Lévy measure

- Siyan Xu and Huiyan Zhao
- Comparison results of range-based quantities in the classical risk models

- Mohamed Amine Lkabous and Mengni Yang
- Mean-field forward–backward stochastic differential equations driven by G-Brownian motion

- Shengqiu Sun
- Large sample properties of modified maximum likelihood estimator of the location parameter using moving extremes ranked set sampling

- Han Wang and Wangxue Chen
- Variable-selection consistency of linear quantile regression by validation set approach

- Suin Kim, Sarang Lee, Nari Shin and Yoonsuh Jung
- Semi-log-convexity of M/M/∞ queues on Z+

- Huige Chen and Huaiqian Li
- Lp-minimal solutions of BDSDEs with left continuous and stochastic linear growth coefficients and p∈(1,2)

- J.M. Owo
- Complete convergence with regularly varying moments and norming constants

- George Stoica and Deli Li
Volume 222, issue C, 2025
- Unbiased estimation of the Gini coefficient

- Banu Baydil, Victor H. de la Peña, Haolin Zou and Heyuan Yao
- Efficient sampling in disease surveillance through subpopulations: Sampling canaries in the coal mine

- Ivo V. Stoepker
- Explicit formulae for projectively transformed Cauchy distributions with applications

- Paulo R.S. Mendonça and Ben Lundell
- A jackknife empirical likelihood ratio test for log-symmetric distributions

- Ganesh Vishnu Avhad and Ananya Lahiri
- Precise quantile function estimation from the characteristic function

- Gero Junike
- On testing mean of high dimensional compositional data

- Qianqian Jiang, Wenbo Li and Zeng Li
- A characterization of the Wigner’s semicircle law

- Ayed. R.A. Alanzi, Shokrya S. Alshqaq and Raouf Fakhfakh
- Strong convergence order for slow-fast SDEs in Hölder norm

- Jicheng Liu and Guiling Long
- On the partial sums and extreme order statistics of i.i.d. random variables

- Jiacheng Ye, Xin Chen and Jinghong Xiao
- Asymptotic optimality of generalized cross validation and regularized Mallows model averaging

- Chenchen Zou, Xin Li, Xinmin Li and Hua Liang
- Construction of designs with space-filling and orthogonal property

- Min Li, Yuan Feng, Xiao Wang and Weiping Zhou
- Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises

- Beibei Zhang
- Weak limits of standardized sums of independent geometrically distributed random variables

- José A. Adell
- A novel approach for estimating multi-attribute Gaussian copula graphical models

- Lijie Li, Yang Yu, Wanfeng Liang and Feng Zou
Volume 221, issue C, 2025
- Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections

- Yiwei Shi, Huisheng Shu, Chunyang Wang and Xuekang Zhang
- Necessary and sufficient conditions for the Marcĕnko–Pastur law for sample correlation matrices

- Zhaorui Dong and Jianfeng Yao
- Deviation inequalities for the spectral norm of structured random matrices

- Guozheng Dai and Zhonggen Su
- The oracle property of the generalized outcome-adaptive lasso

- Ismaila Baldé
- Mixingale and physical dependence equality with applications

- Jonathan B. Hill
- On the increments of some extensions of the fractional Brownian motion

- Charles El-Nouty
- Propagation of chaos for mean-field reflected BSDEs with jumps

- Yiqing Lin and Kun Xu
- Sufficient conditions for relative aging orders of (n−k+1)-out-of-n systems

- M. Kayid and M. Shrahili
- A short memory condition for infinitely divisible random fields

- Vitalii Makogin and Evgeny Spodarev
- The Bahadur representation for sample quantiles of ρ-mixing random variables

- Dagmara Dudek and Anna Kuczmaszewska
Volume 220, issue C, 2025
- A simple consensus model for an increasing population of agents with i.i.d incoming opinions

- Ioannis Markou
- Properties of the generalized inverse Gaussian with applications to Monte Carlo simulation and distribution function evaluation

- Víctor Peña and Michael Jauch
- Approximately mixing time series

- Tim Kutta
- Mean-field fractional BSDEs with locally monotone coefficients

- Zongkui Fu and Dandan Fei
- The asymptotic behaviors for branching α-stable process

- Nana Luan and Li Wang
- Logarithmic scale asymptotics for random walks with Weibull-like upper tail distributions

- George Stoica and Deli Li
- Poisson approximation and D(un) condition for extremes of transient random walks in random sceneries

- Nicolas Chenavier and Ahmad Darwiche
- A new maximum-type test for high-dimensional correlation matrices

- Jing Chen, Ming Li, Kaige Zhao and Baisen Liu
- CellMCD+: An improved outlier-resistant cellwise minimum covariance determinant method

- Prabhu Babu and Petre Stoica