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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 Downloads
Badr Elmansouri and Mohamed Marzougue
Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator Downloads
Yizhou Li and Paweł Polak
The local long-time behaviour for continuous-time branching processes Downloads
Liuyan Li and Junping Li
Solution to a generalized FBSDE with delay and anticipated terms and applications to control problem with time-varying delay Downloads
Yuecai Han, Yuhang Li and Zheng Li
Posterior model consistency in high-dimensional Bayesian variable selection with arbitrary priors Downloads
Min Hua and Gyuhyeong Goh
Lower bounds for density estimation on symmetric spaces Downloads
Dena Marie Asta
The impact of contamination and correlated design on the Lasso: An average case analysis Downloads
Stanislav Minsker and Yiqiu Shen
A note on the maximum probability of ultra log-concave distributions Downloads
Heshan Aravinda
Mean reflected backward stochastic differential equations with jumps in a convex domain Downloads
Hongchao Qian
Probability solution for time-fractional Fokker–Planck–Kolmogorov equations with time–space-dependent Lévy measure Downloads
Siyan Xu and Huiyan Zhao
Comparison results of range-based quantities in the classical risk models Downloads
Mohamed Amine Lkabous and Mengni Yang
Mean-field forward–backward stochastic differential equations driven by G-Brownian motion Downloads
Shengqiu Sun
Large sample properties of modified maximum likelihood estimator of the location parameter using moving extremes ranked set sampling Downloads
Han Wang and Wangxue Chen
Variable-selection consistency of linear quantile regression by validation set approach Downloads
Suin Kim, Sarang Lee, Nari Shin and Yoonsuh Jung
Semi-log-convexity of M/M/∞ queues on Z+ Downloads
Huige Chen and Huaiqian Li
Lp-minimal solutions of BDSDEs with left continuous and stochastic linear growth coefficients and p∈(1,2) Downloads
J.M. Owo
Complete convergence with regularly varying moments and norming constants Downloads
George Stoica and Deli Li

Volume 222, issue C, 2025

Unbiased estimation of the Gini coefficient Downloads
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 Downloads
Ivo V. Stoepker
Explicit formulae for projectively transformed Cauchy distributions with applications Downloads
Paulo R.S. Mendonça and Ben Lundell
A jackknife empirical likelihood ratio test for log-symmetric distributions Downloads
Ganesh Vishnu Avhad and Ananya Lahiri
Precise quantile function estimation from the characteristic function Downloads
Gero Junike
On testing mean of high dimensional compositional data Downloads
Qianqian Jiang, Wenbo Li and Zeng Li
A characterization of the Wigner’s semicircle law Downloads
Ayed. R.A. Alanzi, Shokrya S. Alshqaq and Raouf Fakhfakh
Strong convergence order for slow-fast SDEs in Hölder norm Downloads
Jicheng Liu and Guiling Long
On the partial sums and extreme order statistics of i.i.d. random variables Downloads
Jiacheng Ye, Xin Chen and Jinghong Xiao
Asymptotic optimality of generalized cross validation and regularized Mallows model averaging Downloads
Chenchen Zou, Xin Li, Xinmin Li and Hua Liang
Construction of designs with space-filling and orthogonal property Downloads
Min Li, Yuan Feng, Xiao Wang and Weiping Zhou
Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises Downloads
Beibei Zhang
Weak limits of standardized sums of independent geometrically distributed random variables Downloads
José A. Adell
A novel approach for estimating multi-attribute Gaussian copula graphical models Downloads
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 Downloads
Yiwei Shi, Huisheng Shu, Chunyang Wang and Xuekang Zhang
Necessary and sufficient conditions for the Marcĕnko–Pastur law for sample correlation matrices Downloads
Zhaorui Dong and Jianfeng Yao
Deviation inequalities for the spectral norm of structured random matrices Downloads
Guozheng Dai and Zhonggen Su
The oracle property of the generalized outcome-adaptive lasso Downloads
Ismaila Baldé
Mixingale and physical dependence equality with applications Downloads
Jonathan B. Hill
On the increments of some extensions of the fractional Brownian motion Downloads
Charles El-Nouty
Propagation of chaos for mean-field reflected BSDEs with jumps Downloads
Yiqing Lin and Kun Xu
Sufficient conditions for relative aging orders of (n−k+1)-out-of-n systems Downloads
M. Kayid and M. Shrahili
A short memory condition for infinitely divisible random fields Downloads
Vitalii Makogin and Evgeny Spodarev
The Bahadur representation for sample quantiles of ρ-mixing random variables Downloads
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 Downloads
Ioannis Markou
Properties of the generalized inverse Gaussian with applications to Monte Carlo simulation and distribution function evaluation Downloads
Víctor Peña and Michael Jauch
Approximately mixing time series Downloads
Tim Kutta
Mean-field fractional BSDEs with locally monotone coefficients Downloads
Zongkui Fu and Dandan Fei
The asymptotic behaviors for branching α-stable process Downloads
Nana Luan and Li Wang
Logarithmic scale asymptotics for random walks with Weibull-like upper tail distributions Downloads
George Stoica and Deli Li
Poisson approximation and D(un) condition for extremes of transient random walks in random sceneries Downloads
Nicolas Chenavier and Ahmad Darwiche
A new maximum-type test for high-dimensional correlation matrices Downloads
Jing Chen, Ming Li, Kaige Zhao and Baisen Liu
CellMCD+: An improved outlier-resistant cellwise minimum covariance determinant method Downloads
Prabhu Babu and Petre Stoica
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