Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 219, issue C, 2025

Optimal split-plot designs under individual word length patterns

Xiaoxue Han, Chong Sheng and Min-Qian Liu

Moderate deviations for the number of descents in a random permutation

Hui Jiang and Jing Wang

Transportation cost-information inequality for stochastic wave equation with spatially inhomogeneous white noise

Zhigang Yao, Bin Zhang and Junfeng Liu

The maximum overlap time in the M/M/1 queue

Sergio Palomo and Jamol Pender

On the maximal correlation coefficient for the bivariate Marshall Olkin distribution

Axel Bücher and Torben Staud

New proofs to measurable, predictable and optional section theorems

Stefanos Theodorakopoulos

Geometric quantile-based measures of multivariate distributional characteristics

Ha-Young Shin and Hee-Seok Oh

Almost sure convergence of the waiting time for a G/G/1 queue in heavy traffic

Ye Xia

Limiting distribution for infinite-server batch service queues

Bara Kim and Jeongsim Kim

Stable approximation for call function via Stein’s method

Peng Chen, Tianyi Qi and Ting Zhang

Kac’s central limit theorem by Stein’s method

Suprio Bhar, Ritwik Mukherjee and Prathmesh Patil

Bayes factors functions based on test statistics and non-local moment prior densities

Saptati Datta, Riana Guha, Rachael Shudde and Valen E. Johnson

The method of moments for multivariate random sums in the Poisson-Skew-Normal case

Farrukh Javed, Nicola Loperfido and Stepan Mazur

On Stein factors in Stein’s method for normal approximation

Robert E. Gaunt

FWER for normal distribution in nearly independent setup

Nabaneet Das and Subir Kumar Bhandari

The law of the iterated logarithm for functionals of the Wiener process

A. Logachov and A. Yambartsev

Explicit bounds for a Gaussian decomposition Lemma of Sellke

Tobias Schmidt

Two-barriers-reflected BSDE with rank-based data

Xinwei Feng and Lu Wang

Functional-coefficient quantile cointegrating regression with stationary covariates

Haiqi Li, Jing Zhang and Chaowen Zheng

Some general points for inflation models

Dankmar Böhning and Sunisa Junnumtuam

Matrix reshaping for statistics

Nicola Loperfido

Sparse inverse covariance selection with mass-nonlocal priors

Taiwo Fagbohungbe, Liangliang Zhang and Xuan Cao

Sylvester’s problem for random walks and bridges

Hugo Panzo

Universal distribution of the empirical coverage in split conformal prediction

Paulo C. Marques F.

The stochastic MHD equations driven by pure jump noise in Lp spaces

Kaicheng Ni, Heling Su and Jiahui Zhu

A general type of weak comparison theorems for BDSDEs

Jinghan Wang, Yufeng Shi and Nana Zhao

Differentially private histogram with valid statistics

Zilong Cao, Shisong Wu, Xuanang Li and Hai Zhang

Construction of asymmetric resolvable orthogonal arrays

Xiao Lin and Shanqi Pang

Choice of the hypothesis matrix for using the Anova-type-statistic

Paavo Sattler and Manuel Rosenbaum

Estimation of the optimal treatment regimes with multiple treatments under proportional hazards model

Yuexin Fang, Xiangyong Tan and Qian Li

Construction of mixed-level designs with minimum discrete discrepancy

Liuping Hu, Kashinath Chatterjee, Jianhui Ning and Hong Qin

Volume 218, issue C, 2025

On the representation and computational aspects of the distribution of a linear combination of independent noncentral chi-squared random variables

Alfred Kume, Tomonari Sei and Andrew T.A. Wood

On exact Bayesian credible sets for discrete parameters

Chaegeun Song and Bing Li

The heavy-tail behavior of the difference of two dependent random variables

Yiqing Chen

Berry–Esseen expansion and Cramér-type large deviation for run and tumble particles on one dimension

Wenxuan Chen and Zhi Qu

Is the effective sample size always less than n? A spatial regression approach

Clemente Ferrer and Ronny Vallejos

Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test

S. Ejaz Ahmed, Mohamed Amezziane and Keshab Dahal

Semi-supervised estimation of a single-index varying-coefficient model

Peng Lai, Zhou Wang and Yurong Zhang

The first exit time of fractional Brownian motion from an unbounded domain

Yinbing Zhou and Dawei Lu

Volume 217, issue C, 2025

Generalized wordlength enumerator for asymmetrical designs

Kang Wang, Na Zou and Hong Qin

A note on invariant manifolds for stochastic partial differential equations in the framework of the variational approach

Rajeev Bhaskaran and Stefan Tappe

Minimizing the penalized goal-reaching probability with multiple dependent risks

Ying Huang and Jun Peng

Optimal tightening of the KWW joint confidence region for a ranking

Tommy Wright

Frank copula is minimum information copula under fixed Kendall’s τ

Issey Sukeda and Tomonari Sei

Probability and moment inequalities for quadratic forms in independent random variables with fat tails

Chi Zhang and Danna Zhang

Strict monotonicity of stochastic process extreme distributions

Lijian Yang

A one-way MANOVA test for high-dimensional data using clustering subspaces

Minyuan Lu and Bu Zhou

Parameter estimation and hypothesis tests in logistic model for complex correlated data

Keyi Mou, Zhiming Li and Jinlong Cheng

On harmonic oscillator hazard functions

J.A. Christen and F.J. Rubio

Ruin probability approximation for bidimensional Brownian risk model with tax

Timofei Shashkov

A supplement to the large deviations of infinite weighted sums of heavy tailed random variables

Jianan Shi, Zhenhong Yu and Yu Miao