EconPapers    
Economics at your fingertips  
 

Statistics & Probability Letters

1982 - 2023

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 192, issue C, 2023

Note on asymptotic behavior of spatial sign autocovariance matrices Downloads
Marko Voutilainen, Pauliina Ilmonen, Lauri Viitasaari and Niko Lietzén
A lack-of-fit test for quantile regression process models Downloads
Xingdong Feng, Qiaochu Liu and Caixing Wang
A spatial skew-Gaussian process with a specified covariance function Downloads
Majid Jafari Khaledi, Hamid Zareifard and Hossein Boojari
Local linear estimate of the functional expectile regression Downloads
Ouahiba Litimein, Ali Laksaci, Boubaker Mechab and Salim Bouzebda
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes Downloads
Jiazhen Cui and Qiaojing Liu
Domain of attraction of quasi-stationary distribution for absorbing Markov processes Downloads
Hanjun Zhang and Yongxiang Mo
Cramér moderate deviations for a supercritical Galton–Watson process Downloads
Paul Doukhan, Xiequan Fan and Zhi-Qiang Gao

Volume 191, issue C, 2022

On homogeneous James–Stein type estimators Downloads
Djamila Boukehil, Dominique Fourdrinier, Fatiha Mezoued and William E. Strawderman
Almost sure convergence of randomized urn models with application to elephant random walk Downloads
Ujan Gangopadhyay and Krishanu Maulik
Inference on common intraday periodicity at high frequencies Downloads
Fan Wu, Guan-jun Wang and Xin-bing Kong
A note on simulating hyperplane-truncated multivariate normal distributions Downloads
Hassan Maatouk, Xavier Bay and Didier Rullière
Solvability of a class of mean-field BSDEs with quadratic growth Downloads
Tao Hao, Jiaqiang Wen and Jie Xiong
An opposite Gaussian product inequality Downloads
Oliver Russell and Wei Sun
Testing equivalence to binary generalized linear models with application to logistic regression Downloads
Vladimir Ostrovski
A characterization of the Marchenko–Pastur probability measure Downloads
Raouf Fakhfakh
Optimal strong convergence rate for a class of McKean–Vlasov SDEs with fast oscillating perturbation Downloads
Butong Li, Yongna Meng, Xiaobin Sun and Ting Yang
Improved probability inequalities for Mardia’s coefficient of kurtosis Downloads
Katarzyna Budny
Improved concentration bounds for sums of independent sub-exponential random variables Downloads
Iosif Pinelis
Duals of multiplicative relationships involving beta and gamma random variables Downloads
M.C. Jones
Robust parameter estimation of regression models under weakened moment assumptions Downloads
Kangqiang Li, Songqiao Tang and Lixin Zhang

Volume 190, issue C, 2022

Asymptotic distribution of the maximum interpoint distance for high-dimensional data Downloads
Ping Tang, Rongrong Lu and Junshan Xie
Recursive integral equations for random weights averages: Exponential functions and Cauchy distribution Downloads
A.R. Soltani
Existence and uniqueness of solution for coupled fractional mean-field forward–backward stochastic differential equations Downloads
Myong-Guk Sin, Kyong-Il Ri and Kyong-Hui Kim
A jackknife empirical likelihood ratio test for strong mean inactivity time order Downloads
Litty Mathew, Anisha P. and Sudheesh K. Kattumannil
Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition Downloads
Hamdy M. Ahmed
Berry–Esseen bound for a supercritical branching processes with immigration in a random environment Downloads
Xulan Huang, Yingqiu Li and Kainan Xiang
Approximating the magnetization in the Curie–Weiss model Downloads
Yingdong Lu
Uniform bounds for ruin probability in multidimensional risk model Downloads
Nikolai Kriukov
Nonparametric regression with modified ReLU networks Downloads
Aleksandr Beknazaryan and Hailin Sang
On the length of the shortest path in a sparse Barak–Erdős graph Downloads
Bastien Mallein and Pavel Tesemnikov
Moment estimates in the first Borel–Cantelli Lemma with applications to mean deviation frequencies Downloads
Luisa F. Estrada and Michael A. Högele
Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering Downloads
Ryan P. Browne
On a prior based on the Wasserstein information matrix Downloads
W. Li and F.J. Rubio
Non-marginal feature screening for varying coefficient competing risks model Downloads
Bing Tian, Zili Liu and Hong Wang

Volume 189, issue C, 2022

Moments of the first descending epoch for a random walk with negative drift Downloads
Sergey Foss and Timofei Prasolov
The disorder problem for diffusion processes with the ϵ-linear and expected total miss criteria Downloads
B. Buonaguidi
On multiple acceleration of reversible Markov chain Downloads
Chen-Wei Hua and Ting-Li Chen
On the T-test Downloads
S.Y. Novak
Limit theorems for dependent random variables with infinite means Downloads
Ismahen Bernou and Fakhreddine Boukhari
On the second order fluctuations for minimal difference partitions Downloads
Guozheng Dai and Zhonggen Su
Convexity and sublinearity of g-expectations Downloads
Ronglin Ji, Xuejun Shi, Shijie Wang and Jinming Zhou
Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection Downloads
Weiwei Meng and Chengxun Xi
The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion Downloads
Xiangyu Gao, Jianqiao Wang, Yanxia Wang and Hongfu Yang
On the rate of convergence for the autocorrelation operator in functional autoregression Downloads
Alessia Caponera and Victor M. Panaretos
Non-asymptotic sub-Gaussian error bounds for hypothesis testing Downloads
Yanpeng Li and Boping Tian
The averaging method for doubly perturbed distribution dependent SDEs Downloads
Xiaocui Ma, Haitao Yue and Fubao Xi
Identification of the outcome distribution and sensitivity analysis under weak confounder–instrument interaction Downloads
Lu Mao
Stochastic comparison for elliptically contoured random fields Downloads
Tianshi Lu, Juan Du and Chunsheng Ma
Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics Downloads
Huiyan Liu and Zhongquan Tan
Stationary distributions and ergodicity of reflection-type Markov chains Downloads
Yujie Liu, Minwen Niu, Dacheng Yao and Hanqin Zhang
The elephant random walk with gradually increasing memory Downloads
Allan Gut and Ulrich Stadtmüller
On Brascamp–Lieb and Poincaré type inequalities for generalized tempered stable distribution Downloads
Kalyan Barman and Neelesh S. Upadhye
On exponential stability of non-autonomous stochastic differential equations with Markovian switching Downloads
Ky Q. Tran and Bich T.N. Le
Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances Downloads
Adrian Riekert
Uniform concentration bounds for frequencies of rare events Downloads
Stéphane Lhaut, Anne Sabourin and Johan Segers
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes Downloads
Salim Lardjane
Page updated 2022-12-01