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Statistics & Probability Letters

1982 - 2021

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

From Elsevier
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Volume 176, issue C, 2021

Shrinkage priors for single-spiked covariance models Downloads
Michiko Okudo and Fumiyasu Komaki
Finite frames, frame potentials and determinantal point processes on the sphere Downloads
Masatake Hirao
The rate of complete consistency for recursive probability density estimator under strong mixing samples Downloads
Yi Wu, Wei Yu, Xuejun Wang and Aiting Shen
On the stability of the martingale optimal transport problem: A set-valued map approach Downloads
Ariel Neufeld and Julian Sester
On the number of trials needed to obtain k consecutive successes Downloads
Steve Drekic and Michael Z. Spivey
Determinacy of a distribution with finitely many mass points by finitely many moments Downloads
Yixi Wei and Jiang-Hong Ma
A simple proof of the Lévy–Khintchine formula for subordinators Downloads
Yuri Yakubovich
Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes Downloads
Linjun Tang, Shengchao Zheng and Zhongquan Tan
On the Jajte strong law of large numbers Downloads
Pingyan Chen and Soo Hak Sung
On a denseness result for quasi-infinitely divisible distributions Downloads
Merve Kutlu
Real-time prequential goodness-of-fit testing of life distributions in renewal processes Downloads
Mhamed-Ali El-Aroui
Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity Downloads
Alexander Iksanov and Oleh Kondratenko
Bounds on the rate of convergence for Markovian queuing models with catastrophes Downloads
Alexander Zeifman
Monotonic limit theorem for BSDEs with regulated trajectories Downloads
Mohamed Marzougue
A correction to make Chao estimator conservative when the number of sampling occasions is finite Downloads
Alessio Farcomeni and Francesco Dotto
Non-triviality in a totally asymmetric one-dimensional Boolean percolation model on a half-line Downloads
Viktor Bezborodov

Volume 175, issue C, 2021

On uniform concentration bounds for Bi-clustering by using the Vapnik–Chervonenkis theory Downloads
Saptarshi Chakraborty and Swagatam Das
Occupation times for spectrally negative Lévy processes on the last exit time Downloads
Yingqiu Li, Yushao Wei and Zhaohui Peng
Non-parametric estimation of Gini index with right censored observations Downloads
Sudheesh K. Kattumannil, Isha Dewan and Sreelaksmi N.
Strong orthogonal arrays of strength two-plus based on the Addelman–Kempthorne method Downloads
Bochuan Jiang, Zuzheng Wang and Yaping Wang
Sub-exponential rate of convergence to equilibrium for processes on the half-line Downloads
Andrey Sarantsev
Limiting distribution of short cycles in inhomogeneous random uniform hypergraph Downloads
Mingao Yuan
A nonclassical solution to a classical SDE and a converse to Kolmogorov’s zero–one law Downloads
Matija Vidmar
On likelihood ratio ordering of parallel systems with heterogeneous exponential components Downloads
Jiantian Wang and Bin Cheng
On martingale transformations of multidimensional Brownian Motion Downloads
M. Mania and R. Tevzadze
A note on the asymptotic variance of drift accelerated diffusions Downloads
B. Franke, C.-R. Hwang, A. Ouled Said and H.-M. Pai

Volume 174, issue C, 2021

Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps Downloads
Paweł Przybyłowicz, Michaela Szölgyenyi and Fanhui Xu
Dynamic Pólya–Eggenberger urns Downloads
Yarong Feng and Hosam M. Mahmoud
A note on the reduction principle for the nodal length of planar random waves Downloads
Anna Vidotto
A general approach to sample path generation of infinitely divisible processes via shot noise representation Downloads
Reiichiro Kawai
An equivalent mathematical program for games with random constraints Downloads
Vikas Vikram Singh, Abdel Lisser and Monika Arora
Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA Downloads
Guoyi Zhang, Ronald Christensen and John Pesko
Predictive probability matching priors for a certain non-regular model Downloads
Shintaro Hashimoto
A new monotonic algorithm for the E-optimal experiment design problem Downloads
Nitesh Sahu and Prabhu Babu
A principled distance-based prior for the shape of the Weibull model Downloads
J. van Niekerk, H. Bakka and H. Rue
Estimation of all parameters in the reflected Ornstein–Uhlenbeck process from discrete observations Downloads
Yaozhong Hu and Yuejuan Xi
A goodness-of-fit test based on neural network sieve estimators Downloads
Xiaoxi Shen, Chang Jiang, Lyudmila Sakhanenko and Qing Lu
On telegraph processes, their first passage times and running extrema Downloads
Nikita Ratanov
Bayesian model averaging sliced inverse regression Downloads
Michael Declan Power and Yuexiao Dong
Generalized entropic risk measures and related BSDEs Downloads
Hanmin Ma and Dejian Tian
The number of zeros in Elephant random walks with delays Downloads
Allan Gut and Ulrich Stadtmüller

Volume 173, issue C, 2021

A general comparison theorem for reflected BSDEs Downloads
Mun-Chol Kim and Hun O
Quantization coefficients for uniform distributions on the boundaries of regular polygons Downloads
Joel Hansen, Itzamar Marquez, Mrinal K. Roychowdhury and Eduardo Torres
MSO 0-1 law for recursive random trees Downloads
Y.A. Malyshkin and M.E. Zhukovskii
Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude Downloads
Marek Nałęcz
Correcting the corrected AIC Downloads
Timothy DelSole and Michael K. Tippett
Multivariate max-stable processes and homogeneous functionals Downloads
Enkelejd Hashorva and Alfred Kume
Moments of the stationary distribution of subcritical multitype Galton–Watson processes with immigration Downloads
Péter Kevei and Péter Wiandt
Sharp Lorentz-norm estimates for BMO martingales Downloads
Łukasz Kamiński and Adam Osękowski
R-optimal design of the second-order Scheffé mixture model Downloads
Honghua Hao, Xiaoyuan Zhu, Xinfeng Zhang and Chongqi Zhang
Least singular value and condition number of a square random matrix with i.i.d. rows Downloads
M. Gregoratti and D. Maran
On concentration inequalities for vector-valued Lipschitz functions Downloads
Dimitrios Katselis, Xiaotian Xie, Carolyn L. Beck and R. Srikant
On upper and lower bounds for probabilities of combinations of events Downloads
Andrei N. Frolov
Polynomial convergence for reversible jump processes Downloads
Hui-Hui Cheng and Yong-Hua Mao
Convolution of a symmetric log-concave distribution and a symmetric bimodal distribution can have any number of modes Downloads
Charles Arnal
On stochastic comparisons of finite α-mixture models Downloads
Ghobad Barmalzan, Sajad Kosari and Yiying Zhang
Innovated scalable efficient inference for ultra-large graphical models Downloads
Jia Zhou, Zemin Zheng, Huiting Zhou and Ruipeng Dong
On skew sticky Brownian motion Downloads
Wajdi Touhami
Maxima and near-maxima of a Gaussian random assignment field Downloads
Gilles Mordant and Johan Segers
On the tight constant in the multivariate Dvoretzky–Kiefer–Wolfowitz inequality Downloads
Michael Naaman
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