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Statistics & Probability Letters

1982 - 2021

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

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Volume 143, issue C, 2018

A power comparison between autocorrelation based tests pp. 1-6 Downloads
Raja Ben Hajria, Salah Khardani and Hamdi Raïssi
A random walk on the profinite completion of a finitely generated group pp. 7-16 Downloads
Manuel Cruz-López and Samuel Estala-Arias
A population evolution model and its applications to random networks pp. 17-27 Downloads
I. Fazekas, Cs. Noszály and A. Perecsényi
The max-BARMA models for counts with bounded support pp. 28-36 Downloads
Christian H. Weiß, Manuel G. Scotto, Tobias A. Möller and Sónia Gouveia
Best look-alike prediction: Another look at the Bayesian classifier and beyond pp. 37-42 Downloads
Hanmei Sun, Jiming Jiang, Thuan Nguyen and Yihui Luan
Brownian bricklayer: A random space-filling curve pp. 43-46 Downloads
Noah Forman
Large deviations of time-averaged statistics for Gaussian processes pp. 47-55 Downloads
J. Gajda, A. Wyłomańska, H. Kantz, A.V. Chechkin and G. Sikora
Mean-square stability of delayed stochastic neural networks with impulsive effects driven by G-Brownian motion pp. 56-66 Downloads
Yong Ren, Qian He, Yuanfang Gu and R. Sakthivel
Improved on-line estimation for gamma process pp. 67-73 Downloads
Ancha Xu and Lijuan Shen
Optimal directional statistic for general regression pp. 74-80 Downloads
Jonathan Gillard and Anatoly Zhigljavsky
Convexity of probit weights pp. 81-85 Downloads
Martin Schumann and Gautam Tripathi
Factorizable non-atomic copulas pp. 86-94 Downloads
Tanes Printechapat and Songkiat Sumetkijakan
Robust conditional nonparametric independence screening for ultrahigh-dimensional data pp. 95-101 Downloads
Shucong Zhang, Jing Pan and Yong Zhou

Volume 142, issue C, 2018

Dynamic IFR concepts for coherent systems pp. 1-7 Downloads
M. Burkschat and F.J. Samaniego
Weak and one-sided strong laws for random variables with infinite mean pp. 8-16 Downloads
André Adler and Anthony G. Pakes
A proof of the transfer-current theorem in absence of reversibility pp. 17-22 Downloads
L. Avena and A. Gaudillière
On the distribution of extended CIR model pp. 23-29 Downloads
Qidi Peng and Henry Schellhorn
Strong modified transportation cost inequalities on k-concave probability measures with heavy tails pp. 30-38 Downloads
Ying Ding, Xinsheng Zhang and Longxiang Fang
Granger causality between vectors of time series: A puzzling property pp. 39-43 Downloads
Umberto Triacca
Gradient and stability estimates of heat kernels for fractional powers of elliptic operator pp. 44-49 Downloads
Yong Chen, Yaozhong Hu and Zhi Wang
A note on weak convergence of general halfspace depth trimmed means pp. 50-56 Downloads
Jin Wang
The necklace process: A generating function approach pp. 57-61 Downloads
Benjamin Hackl and Helmut Prodinger
A moment coboundary theorem for C[0,1]-valued random fields pp. 62-70 Downloads
Steven T. Morrow
The inverse survival function for multivariate distributions and its application to the product moment pp. 71-76 Downloads
Haruhiko Ogasawara
A self-equilibrium Friedman-like urn via stochastic approximation pp. 77-83 Downloads
Shuyang Gao and Hosam M. Mahmoud
Fractional Lévy Cox–Ingersoll–Ross and Jacobi processes pp. 84-91 Downloads
Holger Fink and Georg Schlüchtermann
Semi-functional partial linear quantile regression pp. 92-101 Downloads
Hui Ding, Zhiping Lu, Jian Zhang and Riquan Zhang
Stochastic differential equations driven by fractional Brownian motion pp. 102-108 Downloads
Liping Xu and Jiaowan Luo
A uniform L1 law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator pp. 109-117 Downloads
Pierre Lafaye de Micheaux and Frédéric Ouimet
Comment on “Sum of squares of uniform random variables” by I. Weissman pp. 118-122 Downloads
Peter J. Forrester

Volume 141, issue C, 2018

Complete asymptotic expansions for the density function of t-distribution pp. 1-6 Downloads
Chao-Ping Chen
Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps pp. 7-18 Downloads
Guiling Chen, Onno van Gaans and Sjoerd Verduyn Lunel
Pseudo-binomial approximation to (k1,k2)-runs pp. 19-30 Downloads
N.S. Upadhye and A.N. Kumar
On unfair permutations pp. 31-40 Downloads
İlker Arslan, Ümit Işlak and Cihan Pehlivan
Long time behavior for stochastic Burgers equations with jump noises pp. 41-49 Downloads
Guanying Wang, Xingchun Wang and Ke Zhou
A proof for the existence of multivariate singular generalized skew-elliptical density functions pp. 50-55 Downloads
Tomer Shushi
A note on the spectral gap for general harmonic measures on spheres pp. 56-61 Downloads
Yutao Ma and Xinyu Wang
Velocity formulae between entropy and hitting time for Markov chains pp. 62-67 Downloads
Michael C.H. Choi
Exact simulation of reciprocal Archimedean copulas pp. 68-73 Downloads
Jan-Frederik Mai
Families of complementary distributions pp. 74-81 Downloads
M.C. Jones
Inference for partial correlation when data are missing not at random pp. 82-89 Downloads
Tetiana Gorbach and Xavier de Luna
The semicircle law for matrices with ergodic entries pp. 90-95 Downloads
Matthias Löwe
Parametric estimation for non recurrent diffusion processes pp. 96-102 Downloads
Ilham Abi-ayad and Tahar Mourid
Dynamic optimality in optimal variance stopping problems pp. 103-108 Downloads
B. Buonaguidi
Some families of asymmetric nested orthogonal arrays and asymmetric sliced orthogonal arrays pp. 109-113 Downloads
Tianfang Zhang, Junyu Jiang and Zhiming Li
On some applications of Sobolev flows of SDEs with unbounded drift coefficients pp. 114-124 Downloads
Olivier Menoukeu Pamen
Equivalence between Mallows and Girone–Cifarelli tests pp. 125-128 Downloads
É. Youndjé
A class of space-filling designs and their projection properties pp. 129-134 Downloads
Weiyan Mu and Shifeng Xiong
A probabilistic proof for Fourier inversion formula pp. 135-142 Downloads
Tak Kwong Wong and Sheung Chi Phillip Yam

Volume 140, issue C, 2018

A note on the equivalence of two semiparametric estimation methods for nonignorable nonresponse pp. 1-6 Downloads
Kosuke Morikawa and Jae Kwang Kim
Selective inference after likelihood- or test-based model selection in linear models pp. 7-12 Downloads
David Rügamer and Sonja Greven
A note on joint occupation times of spectrally negative Lévy risk processes with tax pp. 13-22 Downloads
Wenyuan Wang, Xueyuan Wu, Xingchun Peng and Kam C. Yuen
A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model pp. 23-32 Downloads
Jinzhu Li
On notions of Q-independence and Q-identical distributiveness pp. 33-36 Downloads
Il’inskii, Alexander
Characterization of the inverse stable subordinator pp. 37-43 Downloads
Farouk Mselmi
On optimal policy in the group testing with incomplete identification pp. 44-47 Downloads
Yaakov Malinovsky
Strong unimodality of discrete order statistics pp. 48-52 Downloads
Bara Kim, Jeongsim Kim and Sungji Lee
Recovery of quantile and quantile density function using the frequency moments pp. 53-62 Downloads
Robert M. Mnatsakanov and Aleksandre Sborshchikovi
Closure properties of O-exponential distributions pp. 63-70 Downloads
Svetlana Danilenko, Jonas Šiaulys and Gediminas Stepanauskas
Moderate deviations for multivariate Hawkes processes pp. 71-76 Downloads
Nian Yao
Dual representations of Laplace transforms of Brownian excursion and generalized meanders pp. 77-83 Downloads
Włodzimierz Bryc and Yizao Wang
Random cyclic polygons from Dirichlet distributions and approximations of π pp. 84-90 Downloads
Shasha Wang and Wen-Qing Xu
Minimax lower bounds for the simultaneous wavelet deconvolution with fractional Gaussian noise and unknown kernels pp. 91-95 Downloads
Rida Benhaddou
Projection uniformity under mixture discrepancy pp. 96-105 Downloads
Si-Yu Yi and Yong-Dao Zhou
Regularly varying non-stationary Galton–Watson processes with immigration pp. 106-114 Downloads
Mátyás Barczy, Zsuzsanna Bősze and Gyula Pap
The critical infection rate of the high-dimensional two-stage contact process pp. 115-125 Downloads
Xiaofeng Xue
Unit roots test: Spatial model with long memory errors pp. 126-131 Downloads
N. Adu and G. Richardson
On Schott’s and Mao’s test statistics for independence of normal random vectors pp. 132-141 Downloads
Shuhua Chang and Yongcheng Qi
Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution pp. 142-146 Downloads
Minwoo Chae, Ryan Martin and Stephen G. Walker
Approximation of the maximum of storage process with fractional Brownian motion as input pp. 147-159 Downloads
Zhengchun Xu, Zhongquan Tan and Linjun Tang
Empirical likelihood ratio tests with power one pp. 160-166 Downloads
Albert Vexler and Li Zou
Minimizing the probability of ruin: Two riskless assets with transaction costs and proportional reinsurance pp. 167-175 Downloads
Xiaoqing Liang and Virginia R. Young
On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments pp. 176-184 Downloads
Xianghua Zhao, Hua Dong and Hongshuai Dai
Two sources of poor coverage of confidence intervals after model selection pp. 185-190 Downloads
Paul Kabaila and Rheanna Mainzer
Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors pp. 191-201 Downloads
Xufei Tang, Mengmei Xi, Yi Wu and Xuejun Wang
A new bivariate Poisson common shock model covering all possible degrees of dependence pp. 202-209 Downloads
Christian Genest, Mhamed Mesfioui and Juliana Schulz
Page updated 2021-08-01