Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 226, issue C, 2025

Semistable distributions as marginals of operator stable laws

P. Kern and H.-P. Scheffler

Estimation of the generalized Laplace distribution and its projection onto the circle

Marco Geraci

A new and flexible class of sharp asymptotic time-uniform confidence sequences

Felix Gnettner and Claudia Kirch

Cochran–Mantel–Haeszel stratified-adjusted test for multiple odds ratios

Asmita Ghoshal and John T. Chen

Maximum likelihood estimator of the shape parameter under simple random sampling and moving extremes ranked set sampling

Rui Yang and Wangxue Chen

Fréchet–Shohat theorem: Stronger modes of convergence for a class of absolutely continuous distributions

Pier Luigi Novi Inverardi and Aldo Tagliani

New results on optimal 2-level orthogonal arrays with repeated rows

Fengzhu Cui, Qiang Gao and Guangzhou Chen

Partially time-invariant panel data regression

Hervé Cardot and Antonio Musolesi

Approximating win-loss probabilities based on the overall and event-free survival functions

Lu Mao

Note on the Anderson–Darling type test for Poisson processes with shift and scale parameters

A.D. Rafiou, S. Deme, H.G. Izaddine and A.S. Dabye

The asymptotic behavior of tail moments for light-tailed risks with Sarmanov dependence structure

Yan Zhang and Kaiyong Wang

Sampling random spanning arborescences in graphs with low conductance

Vittorio Zampinetti, Harald Melin and Jens Lagergren

Sylvester’s problem for beta-type distributions

Anna Gusakova and Zakhar Kabluchko

Existence of small-order moments for Markov-switching stochastic recurrence equations

Baye Matar Kandji

Uniform Hanson-Wright type deviation inequalities for α-subexponential random vectors

Guozheng Dai and Zhonggen Su

A stochastic competition turbidostat system with general response functions of nutrition: Stationary distribution

Xiaojie Mu and Daqing Jiang

Upper bounds of spiked covariance matrices under differentially private constrains

Chunguang Ren and Pei Zhang

Hypothetical versus real life predictions for clusters based finite population total using count and binary survey data

Brajendra C. Sutradhar

L2-norm posterior contraction in Gaussian models with unknown variance

Seonghyun Jeong

Distorted expectiles risk measure and LP formulation

Sally Giuseppe Arcidiacono and Damiano Rossello

On weak convergence of Gaussian conditional distributions

Sarah Lumpp and Mathias Drton

Normal approximations for sequences with the property of strong N-demimartingale differences

Xiaomei Zhang and Jingjun Guo

Iterated tempered stable process

Ritik Soni, Janusz Gajda and Ashok Kumar Pathak

Regularity properties of the solution to a stochastic heat equation driven by a bifractional Brownian motion on S2

Qingbo Wang and Zhenlong Chen

Asymptotics for the ruin probability of a bidimensional renewal risk model with dependent main claims and delayed claims

Yiqiao Jia, Mingyu Jiang and Dongya Cheng

Ergodicity of the stochastic Landau–Lifshitz–Bloch equation with multiplicative and additive noise

Mingli Hong and Zhaoyang Qiu

Nested nearly orthogonal Latin hypercube designs for many design columns

Xinxin Xia, Yishan Zhou and Zijian Han

Censored lifespans in a double-truncated sample: Maximum likelihood inference for exponential and geometric distribution

Fiete Sieg, Anne-Marie Toparkus and Rafael Weißbach

An appraisal of approximation error in variational inference

Silvelyn Zwanzig and Rauf Ahmad

A principal mixed-order moments method for CKMS in dimension reduction

Zheng Li, Yunhao Wang and Wei Gao

A mixture model for skewed mixed-type data

Eman M.S. Alamer, Michael P.B. Gallaugher and Paul D. McNicholas

A completion of counterexamples to the classical central limit theorem for triplewise independent and identically distributed random variables

Martin Raič

Confidence set for mixture order selection

Alessandro Casa and Davide Ferrari

Rescaled Bayes factors: A class of e-variables

Thorsten Dickhaus

Anytime-valid FDR control with the stopped e-BH procedure

Hongjian Wang, Sanjit Dandapanthula and Aaditya Ramdas

An estimator for isotonic regression with boundary consistency

Eunji Lim

Dynamic testing of volatility models’ calibration using E-values

Davide Carmelo Di Leonforte and Nina Deliu

A free probabilistic framework for analyzing the transformer-based language models

Swagatam Das

The information matrix of time-dependent models for vector time series

Guy Mélard

Positive definite radial functions on a domain

Tianshi Lu

Saddlepoint approximation for the kernel density estimator

Cyrille Joutard

Volume 225, issue C, 2025

Submersion of a Markov process

Paul Nekoranik

Superquantile function of order n and their applications in reliability and entropy

N. Unnikrishnan Nair, S.M. Sunoj and Silpa Subhash

Degree of balance in random signed graphs

Yaru Tian and Qunqiang Feng

Asymptotic properties of goodness of fit tests based on higher order overlapping spacings

Sherzod M. Mirakhmedov

Simplified k-sample nonparametric hypothesis tests for quantile residual event times

Nathan T. Provost and Abdus S. Wahed

Volume 224, issue C, 2025

Limit theorems for a critical branching process with immigration at zero in a random environment

Yinxuan Zhao and Mei Zhang

A note on the long time behavior of the elephant random walk with stops

Tatsuya Akimoto, Masato Takei and Keisuke Taniguchi

On reverse inequalities for Besov integral probability metrics between smooth densities

Jeongjik Lee and Minwoo Chae

Preferential attachment with choice-based edge step

Y.A. Malyshkin

Approximate formulas for renewal-reward process with dependent components and normally distributed interference of chance

Aynura Poladova, Salih Tekin and Tahir Khaniyev

Exact simulation of the Marchenko–Pastur distribution

Luc Devroye

Edgeworth expansion for semi-hard triplet loss

Masanari Kimura

A simple bootstrap method for large entropy unequal probability sampling designs

Yves Tillé

Inference for generalized additive mixed models via penalized marginal likelihood

Alex Stringer

A simplified condition for quantile regression

Liang Peng and Yongcheng Qi

Automatic Transfer Learning for high-dimensional linear regression

Xinhao Qu

Correction to “Bayes factors functions based on test statistics and non-local moment prior densities” [Statist. Probab. Lett. 219 (2025) 110330]

Saptati Datta, Riana Guha, Rachael Shudde and Valen E. Johnson

Construction of mixed-level column-orthogonal strong orthogonal arrays of strength two plus

Chen Li, Yan Zhu and Shanqi Pang

3 × 3 optimal ranked set sampling design with k cycles and best linear invariant estimators of the parameters for normal distribution

Minmin Li and Wangxue Chen