Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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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

Volume 223, issue C, 2025

Lp-solutions of backward stochastic differential equations with default time

Badr Elmansouri and Mohamed Marzougue

Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator

Yizhou Li and Paweł Polak

The local long-time behaviour for continuous-time branching processes

Liuyan Li and Junping Li

Solution to a generalized FBSDE with delay and anticipated terms and applications to control problem with time-varying delay

Yuecai Han, Yuhang Li and Zheng Li

Posterior model consistency in high-dimensional Bayesian variable selection with arbitrary priors

Min Hua and Gyuhyeong Goh

Lower bounds for density estimation on symmetric spaces

Dena Marie Asta

The impact of contamination and correlated design on the Lasso: An average case analysis

Stanislav Minsker and Yiqiu Shen

A note on the maximum probability of ultra log-concave distributions

Heshan Aravinda

Mean reflected backward stochastic differential equations with jumps in a convex domain

Hongchao Qian

Probability solution for time-fractional Fokker–Planck–Kolmogorov equations with time–space-dependent Lévy measure

Siyan Xu and Huiyan Zhao

Comparison results of range-based quantities in the classical risk models

Mohamed Amine Lkabous and Mengni Yang

Mean-field forward–backward stochastic differential equations driven by G-Brownian motion

Shengqiu Sun

Large sample properties of modified maximum likelihood estimator of the location parameter using moving extremes ranked set sampling

Han Wang and Wangxue Chen

Variable-selection consistency of linear quantile regression by validation set approach

Suin Kim, Sarang Lee, Nari Shin and Yoonsuh Jung

Semi-log-convexity of M/M/∞ queues on Z+

Huige Chen and Huaiqian Li

Lp-minimal solutions of BDSDEs with left continuous and stochastic linear growth coefficients and p∈(1,2)

J.M. Owo

Complete convergence with regularly varying moments and norming constants

George Stoica and Deli Li

Volume 222, issue C, 2025

Unbiased estimation of the Gini coefficient

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

Efficient sampling in disease surveillance through subpopulations: Sampling canaries in the coal mine

Ivo V. Stoepker

Explicit formulae for projectively transformed Cauchy distributions with applications

Paulo R.S. Mendonça and Ben Lundell

A jackknife empirical likelihood ratio test for log-symmetric distributions

Ganesh Vishnu Avhad and Ananya Lahiri

Precise quantile function estimation from the characteristic function

Gero Junike

On testing mean of high dimensional compositional data

Qianqian Jiang, Wenbo Li and Zeng Li

A characterization of the Wigner’s semicircle law

Ayed. R.A. Alanzi, Shokrya S. Alshqaq and Raouf Fakhfakh

Strong convergence order for slow-fast SDEs in Hölder norm

Jicheng Liu and Guiling Long

On the partial sums and extreme order statistics of i.i.d. random variables

Jiacheng Ye, Xin Chen and Jinghong Xiao

Asymptotic optimality of generalized cross validation and regularized Mallows model averaging

Chenchen Zou, Xin Li, Xinmin Li and Hua Liang

Construction of designs with space-filling and orthogonal property

Min Li, Yuan Feng, Xiao Wang and Weiping Zhou

Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises

Beibei Zhang

Weak limits of standardized sums of independent geometrically distributed random variables

José A. Adell

A novel approach for estimating multi-attribute Gaussian copula graphical models

Lijie Li, Yang Yu, Wanfeng Liang and Feng Zou