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Statistics & Probability Letters

1982 - 2021

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

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Volume 145, issue C, 2019

On the asymptotic behavior of the Diaconis–Freedman chain on [0,1] pp. 1-11 Downloads
Fetima Ladjimi and Marc Peigné
On the consistency of penalized MLEs for Erlang mixtures pp. 12-20 Downloads
Cuihong Yin, X. Sheldon Lin, Rongtan Huang and Haili Yuan
Passive tracer in non-Markovian, Gaussian velocity field pp. 21-27 Downloads
Tymoteusz Chojecki
On APF test for Poisson process with shift and scale parameters pp. 28-36 Downloads
A.S. Dabye, Yu.A. Kutoyants and E.D. Tanguep
Exponential probability distribution on symmetric matrices pp. 37-42 Downloads
A. Hassairi and A. Roula
Geometric ergodicity for some space–time max-stable Markov chains pp. 43-49 Downloads
Erwan Koch and Christian Y. Robert
Large sample properties of a new measure of income inequality pp. 50-56 Downloads
Xiaoke Zhang and Joseph L. Gastwirth
Efficient computation for Bayesian comparison of two proportions pp. 57-62 Downloads
Mikkel N. Schmidt and Morten Mørup
On asymptotic normality of certain linear rank statistics pp. 63-73 Downloads
V. Skorniakov
Linear process bootstrap unit root test pp. 74-80 Downloads
Nan Zou and Dimitris N. Politis
Estimation of minimum and maximum correlation coefficients pp. 81-88 Downloads
Jim X. Xiang
Correlation extrapolated pp. 89-95 Downloads
Pierre-André G. Maugis
On the semi-group of a scaled skew Bessel process pp. 96-102 Downloads
Larbi Alili and Andrew Aylwin
Three skewed matrix variate distributions pp. 103-109 Downloads
Michael P.B. Gallaugher and Paul D. McNicholas
Lift expectations of random sets pp. 110-117 Downloads
Marc-Arthur Diaye, Gleb A. Koshevoy and Ilya Molchanov
Stein operators for variables form the third and fourth Wiener chaoses pp. 118-126 Downloads
Robert E. Gaunt
On three-level D-optimal paired choice designs pp. 127-132 Downloads
Rakhi Singh
Tamed Euler–Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients pp. 133-140 Downloads
Hoang Long Ngo and Duc Trong Luong
Bounds for the probability to leave the interval pp. 141-146 Downloads
V.I. Lotov
A note on Parisian ruin under a hybrid observation scheme pp. 147-157 Downloads
Mohamed Amine Lkabous
Another bias correction for asymmetric kernel density estimation with a parametric start pp. 158-165 Downloads
Masayuki Hirukawa and Mari Sakudo
Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model pp. 166-172 Downloads
Stelios Arvanitis
Kernel estimation of the conditional density under a censorship model pp. 173-180 Downloads
Lamia Aouicha and Fatiha Messaci
An extremal property of the normal distribution, with a discrete analog pp. 181-186 Downloads
Erwan Hillion, Oliver Johnson and Adrien Saumard
Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes pp. 187-196 Downloads
Naâmane Laïb and Djamal Louani
Geometric dispersion models with real quadratic v-functions pp. 197-204 Downloads
Rahma Abid, Célestin C. Kokonendji and Afif Masmoudi
On probabilistic aspects of Chebyshev polynomials pp. 205-215 Downloads
Paweł J. Szabłowski
Concentration of measure for radial distributions and consequences for statistical modeling pp. 216-223 Downloads
Ery Arias-Castro and Xiao Pu
A note on strong-consistency of componentwise ARH(1) predictors pp. 224-228 Downloads
M.D. Ruiz-Medina and J. Álvarez-Liébana
Integration by parts formulas for marked Hawkes processes pp. 229-237 Downloads
Atsushi Takeuchi
Moments and cumulants of the extremes of a sample from a uniform distribution pp. 238-247 Downloads
Christopher S. Withers and Saralees Nadarajah
Partial monotonicity of entropy revisited pp. 248-253 Downloads
Wanwan Xia
Central limit theorem for the entries of products of random matrices without the positivity condition pp. 254-259 Downloads
Ignacio Arbués
Time-varying cointegration model using wavelets pp. 260-267 Downloads
Eder Lucio da Fonseca, Airlane Pereira Alencar and Pedro Alberto Morettin
Bayesian estimation of Kendall’s τ using a latent normal approach pp. 268-272 Downloads
Johnny van Doorn, Alexander Ly, Maarten Marsman and Eric-Jan Wagenmakers
Probabilistic interpretation for Sobolev solutions of McKean–Vlasov partial differential equations pp. 273-283 Downloads
Zhen Wu and Ruimin Xu
Stable Lévy process delayed by tempered stable subordinator pp. 284-292 Downloads
J. Gajda, A. Kumar and A. Wyłomańska
A model for level induced conditional heteroskedasticity pp. 293-300 Downloads
Jon Michel and Robert de Jong
Minimum distance parameter estimation for SDEs with small α-stable noises pp. 301-311 Downloads
Huiyan Zhao and Chongqi Zhang
Conditional distributions of multivariate normal mean–variance mixtures pp. 312-316 Downloads
Ahad Jamalizadeh and Narayanaswamy Balakrishnan
Using DAGs to identify the sufficient dimension reduction in the Principal Fitted Components model pp. 317-320 Downloads
María Eugenia Szretter Noste
A quantitative discounted central limit theorem using the Fourier metric pp. 321-326 Downloads
Guy Katriel
Stochastic comparisons on conditional residual lifetime and inactivity time of coherent systems with exchangeable components pp. 327-337 Downloads
Ebrahim Salehi and Mahdi Tavangar
On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality pp. 338-344 Downloads
Zhenzhen Niu, Jiang Hu, Zhidong Bai and Wei Gao
On the moment generating function for random vectors via inverse survival function pp. 345-350 Downloads
Pingfan Song, Changchun Tan and Shaochen Wang
A variation of constant formula for Caputo fractional stochastic differential equations pp. 351-358 Downloads
P.T. Anh, T.S. Doan and P.T. Huong
Efficient estimation of a distribution function based on censored data pp. 359-364 Downloads
Filippos Alevizos, Dimitrios Bagkavos and Dimitrios Ioannides

Volume 144, issue C, 2019

Multivariate spatial meta kriging pp. 3-8 Downloads
Rajarshi Guhaniyogi and Sudipto Banerjee
A turning bands method for simulating isotropic Gaussian random fields on the sphere pp. 9-15 Downloads
Xavier Emery, Reinhard Furrer and Emilio Porcu
Copula-based segmentation of cylindrical time series pp. 16-22 Downloads
Francesco Lagona
Kernel density classification for spherical data pp. 23-29 Downloads
Marco Di Marzio, Stefania Fensore, Agnese Panzera and Charles C. Taylor
Local binary regression with spherical predictors pp. 30-36 Downloads
Marco Di Marzio, Stefania Fensore, Agnese Panzera and Charles C. Taylor
Synthetically lagged models pp. 37-43 Downloads
Wesley S. Burr, Hwashin H. Shin and Glen Takahara
A Bayesian hierarchical model for multiple imputation of urban spatio-temporal groundwater levels pp. 44-51 Downloads
Kimberly F. Manago, Terri S. Hogue, Aaron Porter and Amanda S. Hering
Generalized biodiversity assessment by Bayesian nested random effects models with spyke-and-slab priors pp. 52-56 Downloads
Giovanna Jona Lasinio, Alessio Pollice and Elisa Anna Fano
Functional analysis of spatial aggregation regions of Jeffrey pine beetle-attack within the Lake Tahoe Basin pp. 57-62 Downloads
Ekaterina Smirnova, Omid Khormali and Joel M. Egan
Using isotope composition and other node attributes to predict edges in fish trophic networks pp. 63-68 Downloads
Vyacheslav Lyubchich and Ryan J. Woodland
The scale enhanced wild bootstrap method for evaluating climate models using wavelets pp. 69-73 Downloads
Snigdhansu Chatterjee
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