Statistics & Probability Letters

1982 - 2026

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

From Elsevier
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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

Volume 236, issue C, 2026

Edge statistics for singular values of products of rectangular complex Gaussian matrices

Yandong Gu

A simple geometric proof for the characterisation of e-merging functions

Eugenio Clerico

Characterizations of distributions of (k1,k2,…,km) patterns

Kiyoshi Inoue

Exact moment formulae for mean-normalized statistics with applications to inequality measures

Haolin Zou, Heyuan Yao and Victor H. de la Peña

A high-dimensional additive model with a nonparametric extension of Box–Cox transformations

Weijuan Liang, Qingzhao Zhang and Shuangge Ma

Asymptotic non-equivalence of a diffusion and its Euler scheme experiments with unknown variance

Natesh S. Pillai and Aaron Smith

Sublinear expectation structure under discrete state space

Shuzhen Yang and Wenqing Zhang

Parabolic Anderson model on infinite-dimensional hypercube(I): Asymptotic total mass

Jijun Zhao, Caishi Wang and Nan Fan

Computing expectiles via fixed point iterations

Thi Khanh Linh Ha, Andreas H. Hamel and Daniel Kostner

Functional central limit theorems for the dynamic elephant random walk

Go Tokumitsu

A zero intercept Vec model

Christian M. Hafner and Arie Preminger

A sample-path approach to almost sure exponential stability of moment exponentially stable stochastic functional differential equations

Yiyi Tang

Identifiable sparse Bayesian factorizations via meta regression

Antonio Canale, Lorenzo Schiavon and Federica Stolf

Transfer learning for high-dimensional linear regression under grouped variables

Peng Lai and Yujie Sun

A relaxation of conditions for the convergence of the maximum of stationary random field to an extreme value distribution

Kazuki Nakajima

A finite-sample Borel–Cantelli inequality under m-dependence

Chatchawan Panraksa

Markov processes on a circular lattice

Sourav Majumdar

Boundary behavior of continuous-state interacting multi-type branching processes with immigration

Peng Jin and Jiaqi Zhou

Multi-treatment classification weighted learning for estimating optimal treatment regimes

Yuexin Fang, Hongmei Li and Xiangyong Tan

Bartlett identities for spatial point processes

Daniel E. Clark

Cramér-type moderate deviations for autoregressive processes with Weibull-type innovations

Xiequan Fan, Haijuan Hu and Huazhang Li

Continuity for g-expectation of distribution functions under Kolmogorov distance

Hui Zhang, Dejian Tian and Long Jiang

A matrix-variate log-normal model for covariance matrices

Edoardo Otranto

On a variation of gambler’s ruin problem

Zhiyi Chi and Vladimir Pozdnyakov

Adaptive regularization of high-dimensional Toeplitz covariance matrix

Deliang Dai, Yuli Liang, Stanislas Muhinyuza and Jianxin Pan

A law of large numbers for predicting several steps ahead

Vladimir Vovk

Functionals of reflected diffusion processes

Yi Zhang and Jun Peng

Reduction and classification of higher-order Markov chains

C. Gallesco, C.T. Genovese Huss Oliveira and D.Y. Takahashi

On recovering the conditional quantile and regression functions from moments, Part 1: Approximation

Robert M. Mnatsakanov

High-dimensional probabilistic PCA with strong and weak factors: Estimation of noise variance

Zhijun Liu, Jiang Hu, Zhidong Bai and Guangyun Wu

Decreasing nature of a sequence related to the Coupon Collector’s problem

Kia Keng Giam

Transfer learning for latent variable Gaussian graphical models

Hailiang Gao and Lixin Zhang

Wilks confidence regions for empirical weighted quantiles

M. Allouche and E. Gobet

A note on the relation between one–step, outcome regression and IPW–type estimators of parameters with the mixed bias property

Andrea Rotnitzky, Ezequiel Smucler and James M. Robins

On lower bounds for hypergeometric tails

Jianhang Ai and Christos Pelekis

Tempered fractional iterated Ornstein–Uhlenbeck processes

Jixia Wang, Haochuang Liu and Limin Liu