Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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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

Volume 221, issue C, 2025

Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections

Yiwei Shi, Huisheng Shu, Chunyang Wang and Xuekang Zhang

Necessary and sufficient conditions for the Marcĕnko–Pastur law for sample correlation matrices

Zhaorui Dong and Jianfeng Yao

Deviation inequalities for the spectral norm of structured random matrices

Guozheng Dai and Zhonggen Su

The oracle property of the generalized outcome-adaptive lasso

Ismaila Baldé

Mixingale and physical dependence equality with applications

Jonathan B. Hill

On the increments of some extensions of the fractional Brownian motion

Charles El-Nouty

Propagation of chaos for mean-field reflected BSDEs with jumps

Yiqing Lin and Kun Xu

Sufficient conditions for relative aging orders of (n−k+1)-out-of-n systems

M. Kayid and M. Shrahili

A short memory condition for infinitely divisible random fields

Vitalii Makogin and Evgeny Spodarev

The Bahadur representation for sample quantiles of ρ-mixing random variables

Dagmara Dudek and Anna Kuczmaszewska

Volume 220, issue C, 2025

A simple consensus model for an increasing population of agents with i.i.d incoming opinions

Ioannis Markou

Properties of the generalized inverse Gaussian with applications to Monte Carlo simulation and distribution function evaluation

Víctor Peña and Michael Jauch

Approximately mixing time series

Tim Kutta

Mean-field fractional BSDEs with locally monotone coefficients

Zongkui Fu and Dandan Fei

The asymptotic behaviors for branching α-stable process

Nana Luan and Li Wang

Logarithmic scale asymptotics for random walks with Weibull-like upper tail distributions

George Stoica and Deli Li

Poisson approximation and D(un) condition for extremes of transient random walks in random sceneries

Nicolas Chenavier and Ahmad Darwiche

A new maximum-type test for high-dimensional correlation matrices

Jing Chen, Ming Li, Kaige Zhao and Baisen Liu

CellMCD+: An improved outlier-resistant cellwise minimum covariance determinant method

Prabhu Babu and Petre Stoica