Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 175, issue C, 2021

On uniform concentration bounds for Bi-clustering by using the Vapnik–Chervonenkis theory

Saptarshi Chakraborty and Swagatam Das

Occupation times for spectrally negative Lévy processes on the last exit time

Yingqiu Li, Yushao Wei and Zhaohui Peng

Non-parametric estimation of Gini index with right censored observations

Sudheesh K. Kattumannil, Isha Dewan and Sreelaksmi N.

Strong orthogonal arrays of strength two-plus based on the Addelman–Kempthorne method

Bochuan Jiang, Zuzheng Wang and Yaping Wang

Sub-exponential rate of convergence to equilibrium for processes on the half-line

Andrey Sarantsev

Limiting distribution of short cycles in inhomogeneous random uniform hypergraph

Mingao Yuan

A nonclassical solution to a classical SDE and a converse to Kolmogorov’s zero–one law

Matija Vidmar

On likelihood ratio ordering of parallel systems with heterogeneous exponential components

Jiantian Wang and Bin Cheng

On martingale transformations of multidimensional Brownian Motion

M. Mania and R. Tevzadze

A note on the asymptotic variance of drift accelerated diffusions

B. Franke, C.-R. Hwang, A. Ouled Said and H.-M. Pai

Volume 174, issue C, 2021

Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps

Paweł Przybyłowicz, Michaela Szölgyenyi and Fanhui Xu

Dynamic Pólya–Eggenberger urns

Yarong Feng and Hosam M. Mahmoud

A note on the reduction principle for the nodal length of planar random waves

Anna Vidotto

A general approach to sample path generation of infinitely divisible processes via shot noise representation

Reiichiro Kawai

An equivalent mathematical program for games with random constraints

Vikas Vikram Singh, Abdel Lisser and Monika Arora

Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA

Guoyi Zhang, Ronald Christensen and John Pesko

Predictive probability matching priors for a certain non-regular model

Shintaro Hashimoto

A new monotonic algorithm for the E-optimal experiment design problem

Nitesh Sahu and Prabhu Babu

A principled distance-based prior for the shape of the Weibull model

J. van Niekerk, H. Bakka and H. Rue

Estimation of all parameters in the reflected Ornstein–Uhlenbeck process from discrete observations

Yaozhong Hu and Yuejuan Xi

A goodness-of-fit test based on neural network sieve estimators

Xiaoxi Shen, Chang Jiang, Lyudmila Sakhanenko and Qing Lu

On telegraph processes, their first passage times and running extrema

Nikita Ratanov

Bayesian model averaging sliced inverse regression

Michael Declan Power and Yuexiao Dong

Generalized entropic risk measures and related BSDEs

Hanmin Ma and Dejian Tian

The number of zeros in Elephant random walks with delays

Allan Gut and Ulrich Stadtmüller

Volume 173, issue C, 2021

A general comparison theorem for reflected BSDEs

Mun-Chol Kim and Hun O

Quantization coefficients for uniform distributions on the boundaries of regular polygons

Joel Hansen, Itzamar Marquez, Mrinal K. Roychowdhury and Eduardo Torres

MSO 0-1 law for recursive random trees

Y.A. Malyshkin and M.E. Zhukovskii

Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude

Marek Nałęcz

Correcting the corrected AIC

Timothy DelSole and Michael K. Tippett

Multivariate max-stable processes and homogeneous functionals

Enkelejd Hashorva and Alfred Kume

Moments of the stationary distribution of subcritical multitype Galton–Watson processes with immigration

Péter Kevei and Péter Wiandt

Sharp Lorentz-norm estimates for BMO martingales

Łukasz Kamiński and Adam Osękowski

R-optimal design of the second-order Scheffé mixture model

Honghua Hao, Xiaoyuan Zhu, Xinfeng Zhang and Chongqi Zhang

Least singular value and condition number of a square random matrix with i.i.d. rows

M. Gregoratti and D. Maran

On concentration inequalities for vector-valued Lipschitz functions

Dimitrios Katselis, Xiaotian Xie, Carolyn L. Beck and R. Srikant

On upper and lower bounds for probabilities of combinations of events

Andrei N. Frolov

Polynomial convergence for reversible jump processes

Hui-Hui Cheng and Yong-Hua Mao

Convolution of a symmetric log-concave distribution and a symmetric bimodal distribution can have any number of modes

Charles Arnal

On stochastic comparisons of finite α-mixture models

Ghobad Barmalzan, Sajad Kosari and Yiying Zhang

Innovated scalable efficient inference for ultra-large graphical models

Jia Zhou, Zemin Zheng, Huiting Zhou and Ruipeng Dong

On skew sticky Brownian motion

Wajdi Touhami

Maxima and near-maxima of a Gaussian random assignment field

Gilles Mordant and Johan Segers

On the tight constant in the multivariate Dvoretzky–Kiefer–Wolfowitz inequality

Michael Naaman

Volume 172, issue C, 2021

On the centrosymmetry of treatment effect estimators for stepped wedge and related cluster randomized trial designs

Rhys Bowden, Andrew B. Forbes and Jessica Kasza

On the laws of large numbers for pseudo-independent random variables under sublinear expectation

Xiaofan Guo and Xinpeng Li

Harmonic oscillators, waves and Gaussian processes

Henryk Gzyl

Moments of characteristic polynomials in certain random neural networks

Qian Wang and Yanhui Wang

On the almost sure convergence of sums

Luca Pratelli and Pietro Rigo

The continuous-time frog model can spread arbitrarily fast

Viktor Bezborodov, Luca Di Persio and Tyll Krueger

Limiting properties of an equiprobable sampling scheme for 0–1 matrices

Louis-Paul Rivest

kth distance distributions for generalized Gauss-Poisson process in Rn

Kaushlendra Pandey and Abhishek K. Gupta

Some inequalities for absolute moments of feasible acceptable random variables

Negar Eghbal

A family of cumulative hazard functions and their frailty connections

Karim Anaya-Izquierdo, M.C. Jones and Alice Davis

Derivatives of local times for some Gaussian fields II

Minhao Hong and Fangjun Xu

IPW-based robust estimation of the SAR model with missing data

Guowang Luo, Mixia Wu and Liwen Xu