Statistics & Probability Letters

1982 - 2027

Current editor(s): Somnath Datta and Hira L. Koul

From Elsevier
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Volume 240, issue C, 2027

Lp-quantile regression for varying coefficient partially functional linear models

Jun Sun, Mingtao Zhao and Zhuran Wang

Panjer recursions for compound distributions with applications to the multivariate case

Georgios Pitselis

An objective prior from cumulative probabilities for censored data

Pedro L. Ramos

On truncated empirical W∞ for unbounded laws

Jiaping Yang and Yunxin Zhang

When posterior predictive checks cannot identify learning rates

Nam Anh Le

Law of the Iterated Logarithm for p-walks on Z

Robin Kaiser

A MANOVA statistic for increasing number of samples

Rauf Ahmad and Ejaz Ahmed

Unified mixture sampler for state–space models: Application to stochastic conditional duration models

Daichi Hiraki and Yasuhiro Omori

Community detection in stochastic block models via fused variational estimation

Yuchen Li, Mian Huang and Weixin Yao

Exact rank of good lattice point matrices for doubly even sample sizes

A.M. Elsawah

Variational approximated restricted maximum likelihood estimation for spatial data

Debjoy Thakur

Berry–Esseen bounds for the max test statistic in high-dimensional panel data

Xueming Yang and Yong Zhang

Double-debiasing and dimension-saving instrumental variable estimators for any outcome variable with heterogeneous effects

Goeun Lee and Myoung-jae Lee

Exact posterior and asymptotics for the semi-Markov beta–Stacy process

Konstantinos Florakis and Samis Trevezas

Minimum aberration s-level designs for split-plot experiments with primary whole-plot factors

Haosheng Jiang and Shengli Zhao

Generalized linear multiple kernel learning for high-dimensional image data

Qiyuan Shi, Jian Kang and Yi Li

A random walk approach to Benford’s law in rational stick fragmentation

Kyle Ambrose

Cramér-type moderate deviations for a second-order continuous-time non-ergodic Gaussian autoregression

Wei Liu and Yajuan Pan

Expected discrimination frequency in a two-server queue with heterogeneous servers

Bara Kim and Jeongsim Kim

Strictly monotonic distribution functions of stochastic processes functionals

Lijian Yang

Hard model selection can destroy bounded influence

Patchanok Srisuradetchai

Testing uncommon symmetries by means of characteristic functions

Tereza Čapková, Jana Klicnarová and Miroslav Šiman

A covariance greedy algorithm for scalar-on-function regression

Wei Qu, Hongyan Shen and Tao Qian

Well-posedness of McKean–Vlasov stochastic variational inequalities with delay

Yanbo Chen and Tianyang Nie

How far are d-dimensional copulas with uniform (d−1)-marginals from (total) independence?

Damjana Kokol Bukovšek, Nik Stopar and Wolfgang Trutschnig

A sharp gap for limiting threshold probabilities with application to discrimination for MDPs

Hongyu Yue, Xiaoyang Lu and Jinwen Chen

Volume 239, issue C, 2026

A Gaussian extremal property for a two-dimensional moment ratio in the symmetric stable family

Vaios Dermitzakis

Moment diagnostics for NBUE/NWUE ageing of the conditional time to ruin in the classical Cramér–Lundberg risk model

Vaios Dermitzakis

Extremes of Gaussian fields with a product term in the variance

Svyatoslav Novikov

Weak convergence from projections along a positive-measure set of directions

Alejandro Cholaquidis and Manuel Hernández-Banadik

A note on tamed Euler approximations for reflected stochastic differential equations with delay

Richeng Huang, Qingran Wang and Jing Wu

The information limit of consensus detection on bounded ordinal scales

Vincent Looten and Emeric Saguin

Sharp two-point local time estimates for critical branching random walks in low dimensions

Qitong Chen and Shuwen Lai

The Wiener stochastic flow associated with the skew sticky Tanaka equation

Wajdi Touhami

Convergence of the numerical segment process for super-linear stochastic functional differential equations

Shounian Deng, Weiyin Fei and Banban Shi

On a new state-dependent extreme shock model

Dheeraj Goyal and Maxim Finkelstein

Laws of large numbers for arrays of random variables under totally monotone capacities

Duong Xuan Giap

Addressing parity blindness of data-driven Sobolev tests on the hypersphere

Marcio Reverbel

On spectral clustering under non-isotropic Gaussian mixture models

Kohei Kawamoto, Yuichi Goto and Koji Tsukuda

Central limit theorem and Berry–Esseen bound for weighted sums generated by a bisexual branching process in random environments

Sheng Xiao

Some relations between the renewal and the harmonic renewal density

Sotirios Losidis, Konstadinos Politis and Vaios Dermitzakis

Distributed sketching on data partitions for OLS regression

Luyuan Yang, Brayden S. Garner, Shayan Shafaei and Chao Lan

Extreme Value Theory analysis of prime gap distributions: Statistical analysis of Cramér’s conjecture and light-tailed behavior

Gideon Afriyie

A note on k-NN gating in RAG

Gérard Biau and Claire Boyer

Continuous kernel point processes with spectral transform

Amitakshar Biswas

Modular aggregation as a debiasing method for non-stationary discrete sources: Convergence and numerical validation

Eduardo Gueron

Finite-sample Borel–Cantelli inequalities under mixing conditions

Chatchawan Panraksa

On conditional independence within multivariate Bernoulli random vectors

Samuel Valiquette and Christian Genest

Tail ratio limits and one-sided hazard convergence for class L(γ)

Nan Liu, Peihan Song and Wei Chen

Local precise large deviations for the elephant random walk with random step sizes

Shuyuan Liang

Nonparametric estimation of splicing points in actuarial loss distributions via data transformation

Benedikt Funke and Masayuki Hirukawa

Self-normalized tests for multistep conditional predictive ability

Qitong Chen and Shuwen Lai

On the equivalence of weak and strong convergences of densities

Kairat Mynbaev and Carlos Martins-Filho

Functional law of large numbers and central limit theorem for Crump–Mode–Jagers branching processes

Ibrahima Dramé and Etienne Pardoux

Divergence-private query release and high-dimensional mean estimation

Fengnan Deng and Anand N. Vidyashankar