Statistics & Probability Letters

1982 - 2026

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

From Elsevier
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Volume 238, issue C, 2026

Extending infinitely divisible distributions: An algebraic approach

David Berger

Geometric ergodicity of Gibbs sampler for Bayesian linear regression with tail adaptive shrinkage

Abhisek Chakraborty

An improved trajectory fitting estimator for reflected Cox–Ingersoll–Ross interest rate processes with two-sided barriers

Xuekang Zhang, Jiaqi Wu and Hongjian Liu

Sharp W1 bounds for compound sums

Vaios Dermitzakis

Range-based last passage time for spectrally negative Lévy processes

Mengni Yang

Variational shrinkage and excess risk in sparse normal means

Farrukh Javed

Wasserstein convergence properties for Gaussian-smoothed empirical measures

Huaiqian Li and Bingyao Wu

Game options with jumps and multiple defaults: Valuation via doubly reflected BSDEs

Badr Elmansouri

From the GNZ identity to a Dyson–Schwinger cumulant hierarchy for point processes

Daniel E. Clark

Sharp large deviation estimates for heavy-tailed extrema

José M. Zapata

On the distribution and asymptotics of the quadratic variation of Brownian motion on a time scale

Suman Sanyal

Asymptotic theory for multiple samples with flexible random membership

Ha-Young Shin

From Lévy jumps to Gaussian fluctuations: A weak error analysis

Hongbo Fu and Li Wan

A semi-implicit Euler–Maruyama approximation for SDEs with super-linearly growing drifts

Thanh-Phuong Hua, Quynh-Chi Le, Xuan-Tung Nghiem, Duc-Trong Luong and Hoang Long Ngo

Degenerate boundary conditions in mean-reverting optimal stopping problems

Makoto Goto

Spatial independent component analysis for heteroskedastic random fields

Rodrigo Morales Martínez, Klaus Nordhausen and Anne M. Ruiz

An adaptive test procedure for high-dimensional regression coefficients

Ping Zhao, Fengyi Song and Huifang Ma

Maximum entropy of sums of independent ternary random variables

Mladen Kovačević

Statistical inference for sequential feature selection after domain adaptation

Duong Tan Loc, Nguyen Thang Loi and Vo Nguyen Le Duy

Absolute moment inequalities under quadratic-form positivity

Zhekai Pang

Measures of inaccuracy based on varextropy

Faranak Goodarzi and Somayeh Ghafouri

The generalized word count in two-level fractional factorial designs

Xietao Zhou and Steven G. Gilmour

On invariant moment matching priors for Bayesian point prediction

Shintaro Hashimoto

On the Kolmogorov–Feller weak law of large numbers for the Fréchet mean on non-compact symmetric spaces

Jongmin Lee and Sungkyu Jung

Precise large deviations for random Dirichlet series

Xianjie Xia

Split empirical likelihood via universal inference for bounded means

Jiade Xu and Zhouping Li

Time-varying fractional and bifractional Brownian motions on metric spaces

Chunsheng Ma

Longest visible rays in Boolean models with general convex grains

Christoph Thäle

Optimal design evaluation and selection for order-of-addition factorial experiments

Shengli Zhao, Guangpeng Pang and Haojie Yan

A modeling framework for analyzing repeated outcomes from high-dimensional complex big data using statistical learning models

Rafiqul Chowdhury, M. Tariqul Hasan and Shahariar Huda

Bayesian multiplicity correction in the probabilistic forward stepwise framework

Andrew Womack and Daniel Taylor-Rodríguez

On the estimation of large-dimensional covariance matrices based on noisy observations

Yibo Deng, Ningning Xia and Wenxin Yu

Volume 237, issue C, 2026

Moderate deviation principles of the deviation between sample quantiles and the quantile for α-mixing sequences

Zhen Wang and Yu Miao

Quantile-based nonparametric estimation of the Kullback-Leibler divergence

Angel Mathew and Nibha P. Raj

Structured wavelet-based sparse discriminant analysis in high dimensions

Taha Hussein Ali, Azzah Mustafa Abdulqader and Luceen Immanuel Kework

Spectral curvature of stochastic hazard operators on graphs

Diego Vallarino

A simple random walk staying in a strip for a long time

G. Bakai

Almost sure CLT for the hyperbolic Anderson model with Lévy colored noise

Raluca M. Balan, Hanniel E. Kouamé and William D. Stephenson

A bias correction for the mutual information sample estimator

Marius Marinescu and Costel Balcau

Drift parameter estimation for the noisy Ornstein–Uhlenbeck process driven by a Rosenblatt process

Héctor Araya, Francisco Plaza-Vega and Eloy Alvarado

Eigenvalue fluctuations of real valued centrosymmetric matrices

Indrajit Jana and Sunita Rani

Solving the FX cross-smiles problem — rate of convergence for Sinkhorn marginals, and the finite-option case

Martin Forde

Bidirectional random projections

Chao Lan and Luyuan Yang

Non-ignorable fuzziness in granular counts: The case of RNA-seq data

Antonio Calcagnì, Arianna Consiglio, Przemysław Grzegorzewski and Corrado Mencar

An extension of Stein’s method incorporating independence

Aleksandar Balašev-Samarski and Abdol-Reza Mansouri

Universal higher-order Bartlett correction

Hisashi Noma

Bias reduction via complementation of orthogonal arrays under a baseline parameterization

Ruwan Chamara Karunanayaka

Asymptotic results for spectrally positive compound Poisson processes

Zhi-Hao Cui and Hao Wu

Sharp asymptotics for permutation uncertainty in the Gaussian location model

Taeyun Kim

Stein’s method for ergodic rates of stochastically monotone Markov chains

Jiangle Zhu, Jinpeng Liu and Wendi Li

Independent approximation in separable Hilbert spaces via spectral truncation

Nguyen Duc Phuong

Robust quantile regression in RKHS: Solution paths for censored and truncated data

Jinho Park

Optimal designs for estimating individual coefficients in trigonometric regression with no intercept

Petr Shpilev and Viatcheslav Borisovich Melas

Spearman’s rho for zero-inflated count data: Formulation and attainable bounds

Jasper Arends, Guanjie Lyu, Mhamed Mesfioui, Elisa Perrone and Julien Trufin

Asymptotic properties of the MLE in distributional regression under random censoring

Gitte Kremling and Gerhard Dikta

Estimating a common break in anti-persistent panel models with cross-sectional dependence

Qian Wang and Daiqing Xi

Improved Huber regression in distributed systems

Yiru Lin, Rong Jiang, Xueying Hou and Yingming Zhang

Orthogonal parametrisations of Extreme-Value distributions

Nathan Huet and Ilaria Prosdocimi

On the Golomb–Dickman constant under Ewens sampling

José Ricardo G. Mendonça and Luis Jehiel Negret

A central limit theorem for moderately high-dimensional Kendall’s cross-correlation matrices with applications to independence testing

Monika Bhattacharjee and Raunak Shevade

Basis precision matrix estimation under lower moment condition for compositional data

Lin Tian and Jinru Wang

A note on the use of binomial distributions in CUB-type mixture models

Gerhard Tutz, Moritz Berger and Ingrid Mauerer

The Chover-type law of the iterated logarithm for weighted sums of heavy-tailed variables

Lu Sun and Pingyan Chen

Existence and uniqueness of a strong solution for a stochastic hyperbolic–parabolic equation with multiplicative noise

Aubedir Seixas Costa and Edson A. Coayla-Teran