Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 171, issue C, 2021

Cross-validation-based model averaging in linear models with response missing at random

Yuting Wei and Qihua Wang

Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences

Jérôme Dedecker and Florence Merlevède

On Edgeworth models for count time series

Christian H. Weiß

Strongly consistent model selection for general causal time series

William Kengne

Exponential decay of pairwise correlation in Gaussian graphical models with an equicorrelational one-dimensional connection pattern

Guillaume Marrelec, Alain Giron and Laura Messio

Revisiting the predictive power of kernel principal components

Ben Jones and Andreas Artemiou

On the probability that a binomial variable is at most its expectation

Svante Janson

A consistent estimator for skewness of partial sums of dependent data

Masoud M. Nasari and Mohamedou Ould-Haye

One more on the convergence rates in precise asymptotics

L.V. Rozovsky

Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by G-Brownian motion

Wei Zhang and Long Jiang

Deviation estimates for Eulerian edit numbers of random graphs

Ghurumuruhan Ganesan

Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation

Dimitrios Bagkavos and Prakash N. Patil

Monotonicity properties of the gamma family of distributions

Iosif Pinelis

A kNN procedure in semiparametric functional data analysis

Silvia Novo, Germán Aneiros and Philippe Vieu

Quasi-random ranked set sampling

B.L. Robertson, M. Reale, C.J. Price and J.A. Brown

Posterior impropriety of some sparse Bayesian learning models

Anand Dixit and Vivekananda Roy

The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary

Zhenwen Zhao and Yuejuan Xi

On Lévy’s Brownian motion and white noise space on the circle

Chunfeng Huang and Ao Li

Volume 170, issue C, 2021

A theoretical and simulation analysis on the power of the frequency domain causality test

Yanfeng Wei, Liguo Zhang, Xiaoying Guo and Ting Yang

The independence assumption in the mixed randomized response model

Hiroshi Saigo

Heyde’s theorem under the sub-linear expectations

Li-Xin Zhang

Comments on the presence of serial correlation in the random coefficients of an autoregressive process

Frédéric Proïa and Marius Soltane

Parseval’s identity and optimal transport maps

N. Ghaffari and S.G. Walker

A note on optimal designs for estimating the slope of a polynomial regression

Holger Dette, Viatcheslav B. Melas and Petr Shpilev

On some properties of the mean inactivity time function

Ruhul Ali Khan, Dhrubasish Bhattacharyya and Murari Mitra

Jensen-information generating function and its connections to some well-known information measures

Omid Kharazmi and Narayanaswamy Balakrishnan

Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations

Moming Wang and Ningning Xia

Asymptotic behaviour and functional limit theorems for a time changed Wiener process

Yuri Kondratiev, Yuliya Mishura and René L. Schilling

Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck–Goovaerts risk measure

Remigijus Leipus, Saulius Paukštys and Jonas Šiaulys

A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions

Jean-Renaud Pycke

Robust concentration inequalities in maximal exponential models

Paola Siri and Barbara Trivellato

Some limit theorems for dependent Bernoulli random variables

Renato J. Gava and Bruna L.F. Rezende

Simple functions of independent beta random variables that follow beta distributions

M.C. Jones and N. Balakrishnan

On the restrictiveness of the usual stochastic order and the likelihood ratio order

Sela Fried

Gaussian processes centered at their online average, and applications

A.I. Nazarov and Ya.Yu. Nikitin

On dispersive and star orderings of random variables and order statistics

Mahdi Alimohammadi, Maryam Esna-Ashari and Erhard Cramer

An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case

Michael Grabchak

A test for the increasing log-odds rate family

Tommaso Lando

Identification in a fully nonparametric transformation model with heteroscedasticity

Nick Kloodt

Volume 169, issue C, 2021

Nominal correlation of inhomogeneous random sequences

Ghurumuruhan Ganesan

Nonparametric detection of change in the slope and intercept in linear structural errors-in-variables models

Yuliya V. Martsynyuk

Jensen’s inequality for g-expectations in general filtration spaces

Wenjie Song, Panyu Wu and Guodong Zhang

Intrinsic Hölder classes of density functions on Riemannian manifolds and lower bounds to convergence rates

Dohyeong Ki and Byeong U. Park

On relationships between the Pearson and the distance correlation coefficients

Dominic Edelmann, Tamás F. Móri and Gábor J. Székely

Asymptotic normality of a generalized maximum mean discrepancy estimator

Armando Sosthène Kali Balogoun, Guy Martial Nkiet and Carlos Ogouyandjou

Empirical likelihood based on synthetic right censored data

Wei Liang and Hongsheng Dai

On the spectral gap of Boltzmann measures on the unit sphere

Biao Li, Yutao Ma and Zhengliang Zhang

Equivalence of equicontinuity concepts for Markov operators derived from a Schur-like property for spaces of measures

Sander C. Hille, Tomasz Szarek, Daniel T.H. Worm and Maria A. Ziemlańska

A family of unbiased confidence intervals for a ratio of variance components

Brent D. Burch

On joint probability distribution of the number of vertices and area of the convex hulls generated by a Poisson point process

Sh.K. Formanov and I.M. Khamdamov

Endogenous treatment effect estimation using high-dimensional instruments and double selection

Wei Zhong, Yang Gao, Wei Zhou and Qingliang (Michael) Fan

The conditional Haezendonck–Goovaerts risk measure

Li Xun, Renqiao Jiang and Jianhua Guo

Taboo rate and hitting time distribution of continuous-time reversible Markov chains

Xuyan Xiang, Haiqin Fu, Jieming Zhou, Yingchun Deng and Xiangqun Yang

A note on stationary bootstrap variance estimator under long-range dependence

Taegyu Kang, Young Min Kim and Jongho Im

On order statistics and Kendall’s tau

Sebastian Fuchs and Klaus D. Schmidt

Extended diagonal uniform association symmetry model for square contingency tables with ordinal categories

Shuji Ando, Kouji Tahata and Sadao Tomizawa

Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients

Hua Zhang

Bayesian optimal design for non-linear model under non-regularity condition

M. Hooshangifar and H. Talebi

Higher-order central moments of matrix Fisher distribution on SO(3)

Weixin Wang and Taeyoung Lee

A uniform result for the dimension of fractional Brownian motion level sets

Lara Daw

Large deviations principle for white noise distributions with growth condition

Sonia Chaari