Statistics & Probability Letters
1982 - 2025
Current editor(s): Somnath Datta and Hira L. Koul From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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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
Volume 219, issue C, 2025
- Optimal split-plot designs under individual word length patterns

- Xiaoxue Han, Chong Sheng and Min-Qian Liu
- Moderate deviations for the number of descents in a random permutation

- Hui Jiang and Jing Wang
- Transportation cost-information inequality for stochastic wave equation with spatially inhomogeneous white noise

- Zhigang Yao, Bin Zhang and Junfeng Liu
- The maximum overlap time in the M/M/1 queue

- Sergio Palomo and Jamol Pender
- On the maximal correlation coefficient for the bivariate Marshall Olkin distribution

- Axel Bücher and Torben Staud
- New proofs to measurable, predictable and optional section theorems

- Stefanos Theodorakopoulos
- Geometric quantile-based measures of multivariate distributional characteristics

- Ha-Young Shin and Hee-Seok Oh
- Almost sure convergence of the waiting time for a G/G/1 queue in heavy traffic

- Ye Xia
- Limiting distribution for infinite-server batch service queues

- Bara Kim and Jeongsim Kim
- Stable approximation for call function via Stein’s method

- Peng Chen, Tianyi Qi and Ting Zhang
- Kac’s central limit theorem by Stein’s method

- Suprio Bhar, Ritwik Mukherjee and Prathmesh Patil
- Bayes factors functions based on test statistics and non-local moment prior densities

- Saptati Datta, Riana Guha, Rachael Shudde and Valen E. Johnson
- The method of moments for multivariate random sums in the Poisson-Skew-Normal case

- Farrukh Javed, Nicola Loperfido and Stepan Mazur
- On Stein factors in Stein’s method for normal approximation

- Robert E. Gaunt
- FWER for normal distribution in nearly independent setup

- Nabaneet Das and Subir Kumar Bhandari
- The law of the iterated logarithm for functionals of the Wiener process

- A. Logachov and A. Yambartsev
- Explicit bounds for a Gaussian decomposition Lemma of Sellke

- Tobias Schmidt
- Two-barriers-reflected BSDE with rank-based data

- Xinwei Feng and Lu Wang
- Functional-coefficient quantile cointegrating regression with stationary covariates

- Haiqi Li, Jing Zhang and Chaowen Zheng
- Some general points for inflation models

- Dankmar Böhning and Sunisa Junnumtuam
- Matrix reshaping for statistics

- Nicola Loperfido
- Sparse inverse covariance selection with mass-nonlocal priors

- Taiwo Fagbohungbe, Liangliang Zhang and Xuan Cao
- Sylvester’s problem for random walks and bridges

- Hugo Panzo
- Universal distribution of the empirical coverage in split conformal prediction

- Paulo C. Marques F.
- The stochastic MHD equations driven by pure jump noise in Lp spaces

- Kaicheng Ni, Heling Su and Jiahui Zhu
- A general type of weak comparison theorems for BDSDEs

- Jinghan Wang, Yufeng Shi and Nana Zhao
- Differentially private histogram with valid statistics

- Zilong Cao, Shisong Wu, Xuanang Li and Hai Zhang
- Construction of asymmetric resolvable orthogonal arrays

- Xiao Lin and Shanqi Pang
- Choice of the hypothesis matrix for using the Anova-type-statistic

- Paavo Sattler and Manuel Rosenbaum
- Estimation of the optimal treatment regimes with multiple treatments under proportional hazards model

- Yuexin Fang, Xiangyong Tan and Qian Li
- Construction of mixed-level designs with minimum discrete discrepancy

- Liuping Hu, Kashinath Chatterjee, Jianhui Ning and Hong Qin
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