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Statistics & Probability Letters

1982 - 2021

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

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Volume 134, issue C, 2018

Generalized skew-elliptical distributions are closed under affine transformations pp. 1-4 Downloads
Tomer Shushi
On the discrepancy of powers of random variables pp. 5-14 Downloads
Nicolas Chenavier and Dominique Schneider
On periodic ergodicity of a general periodic mixed Poisson autoregression pp. 15-21 Downloads
Abdelhakim Aknouche, Wissam Bentarzi and Nacer Demouche
Error analysis for coefficient-based regularized regression in additive models pp. 22-28 Downloads
Yanfang Tao, Biqin Song and Luoqing Li
The false discovery rate (FDR) of multiple tests in a class room lecture pp. 29-35 Downloads
Julia Benditkis, Philipp Heesen and Arnold Janssen
Triangular random matrices and biorthogonal ensembles pp. 36-44 Downloads
Dimitris Cheliotis
Harnack inequalities for SDEs driven by subordinator fractional Brownian motion pp. 45-53 Downloads
Zhi Li and Litan Yan
Extension of the loss probability formula to an overloaded queue with impatient customers pp. 54-62 Downloads
Bara Kim and Jeongsim Kim
On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics pp. 63-69 Downloads
Dietmar Ferger
ARCH model and fractional Brownian motion pp. 70-78 Downloads
Natalia Bahamonde, Soledad Torres and Ciprian A. Tudor
Wavelet density deconvolution estimations with heteroscedastic measurement errors pp. 79-85 Downloads
Xiaochen Zeng and Jinru Wang
A couple of remarks on the convergence of σ-fields on probability spaces pp. 86-92 Downloads
Matija Vidmar
An adjusted random-effects model for binary-data meta-analysis pp. 93-97 Downloads
Rose Baker
Some asymptotic results for fiducial and confidence distributions pp. 98-105 Downloads
Piero Veronese and Eugenio Melilli
‘Purposely misspecified’ posterior inference on the volatility of a jump diffusion process pp. 106-113 Downloads
Ryan Martin, Cheng Ouyang and Francois Domagni
Empirical likelihood based inference for conditional Pareto-type tail index pp. 114-121 Downloads
Yaolan Ma, Yuexiang Jiang and Wei Huang
Estimation of quantile oriented sensitivity indices pp. 122-127 Downloads
Véronique Maume-Deschamps and Ibrahima Niang
Local linear estimate of the nonparametric robust regression in functional data pp. 128-133 Downloads
Faiza Belarbi, Souheyla Chemikh and Ali Laksaci
A general construction for nested Latin hypercube designs pp. 134-140 Downloads
Jin Xu, Xiaojun Duan, Zhengming Wang and Liang Yan
Bootstrapping for multivariate linear regression models pp. 141-149 Downloads
Daniel J. Eck
The nonparametric quantile estimation for length-biased and right-censored data pp. 150-158 Downloads
Jianhua Shi, Huijuan Ma and Yong Zhou

Volume 133, issue C, 2018

Multidimensional extremal dependence coefficients pp. 1-8 Downloads
Helena Ferreira and Marta Ferreira
Heterogeneous connection effects pp. 9-14 Downloads
Fengrong Wei and Weizhong Tian
The residual extropy of order statistics pp. 15-22 Downloads
Guoxin Qiu and Kai Jia
On heat kernel decay for the random conductance model pp. 23-27 Downloads
Omar Boukhadra
Parametric inference for ruin probability in the classical risk model pp. 28-37 Downloads
Takayoshi Oshime and Yasutaka Shimizu
The median of an exponential family and the normal law pp. 38-41 Downloads
Gérard Letac, Lutz Mattner and Mauro Piccioni
Joint arrival process of multiple independent batch Markovian arrival processes pp. 42-49 Downloads
Jianyu Cao and Weixin Xie
A large deviation inequality for β-mixing time series and its applications to the functional kernel regression model pp. 50-58 Downloads
Johannes T.N. Krebs
A fast spectral quasi-likelihood approach for spatial point processes pp. 59-64 Downloads
C. Deng, R.P. Waagepetersen, M. Wang and Y. Guan
A nonparametric test for covariate-adjusted models pp. 65-70 Downloads
Jingxin Zhao and Chuanlong Xie
Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations pp. 71-79 Downloads
Bo Wu and Jiang-Lun Wu

Volume 132, issue C, 2018

Estimation of the survival function with redistribution algorithm under semi-competing risks data pp. 1-6 Downloads
Jin-Jian Hsieh and Chia-Hao Hsu
On limiting distribution of U-statistics based on associated random variables pp. 7-16 Downloads
Mansi Garg and Isha Dewan
Tempered fractional Brownian and stable motions of second kind pp. 17-27 Downloads
Farzad Sabzikar and Donatas Surgailis
Weak convergence of the linear rank statistics under strong mixing conditions pp. 28-34 Downloads
Lucia Tabacu
On Khintchine type inequalities for k-wise independent Rademacher random variables pp. 35-39 Downloads
Brendan Pass and Susanna Spektor
Consistency of direct integral estimator for partially observed systems of ordinary differential equations pp. 40-45 Downloads
Ivan Vujačić and Itai Dattner
A random regularized approximate solution of the inverse problem for Burgers’ equation pp. 46-54 Downloads
Erkan Nane, Nguyen Hoang Tuan and Nguyen Huy Tuan
Optimal Jittered Sampling for two points in the unit square pp. 55-61 Downloads
Florian Pausinger, Manas Rachh and Stefan Steinerberger
On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise pp. 62-73 Downloads
Andrey Pilipenko and Frank Norbert Proske
Moderate deviation principle for maximum likelihood estimator for Markov processes pp. 74-82 Downloads
B.L.S. Prakasa Rao
An extension of Feller’s strong law of large numbers pp. 83-90 Downloads
Deli Li, Han-Ying Liang and Andrew Rosalsky
On success runs in a sequence of dependent trials with a change point pp. 91-98 Downloads
Serkan Eryilmaz
Generation of discrete random variables in scalable frameworks pp. 99-106 Downloads
Giacomo Aletti
Varying Coefficient Support Vector Machines pp. 107-115 Downloads
Xiaoling Lu, Fengchi Dong, Xiexin Liu and Xiangyu Chang
On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions pp. 116-124 Downloads
Xiaoxia Sun and Feng Guo

Volume 131, issue C, 2017

Representation of local times of fractional Brownian motion pp. 1-12 Downloads
Safari Mukeru
Definitive screening designs with extreme numbers of level changes pp. 13-18 Downloads
Yaping Wang and Mingyao Ai
The pseudo component transformation design for experiment with mixture pp. 19-24 Downloads
Guanghui Li and Chongqi Zhang
Set-valued risk statistics with scenario analysis pp. 25-37 Downloads
Yanhong Chen and Yijun Hu
Estimation of the smallest normal variance with applications to variance components models pp. 38-45 Downloads
Panayiotis Bobotas and Stavros Kourouklis
Higher order kernel density estimation on the circle pp. 46-50 Downloads
Yasuhito Tsuruta and Masahiko Sagae
On the likelihood of mixture cure models pp. 51-55 Downloads
Antai Wang, Yilong Zhang and Yongzhao Shao
Moment conditions in strong laws of large numbers for multiple sums and random measures pp. 56-63 Downloads
Oleg Klesov and Ilya Molchanov
On the consistency of a new kernel rule for spatially dependent data pp. 64-71 Downloads
Ahmad Younso
On the support of matching algorithms pp. 72-77 Downloads
Massimo Cannas and Gavino Puggioni
Piecewise linear process with renewal starting points pp. 78-86 Downloads
Nikita Ratanov
A refined Hoeffding’s upper tail probability bound for sum of independent random variables pp. 87-92 Downloads
Songfeng Zheng
Sharp weighted weak-norm estimates for maximal functions pp. 93-101 Downloads
Michał Brzozowski, Adam Osȩkowski and Mateusz Rapicki
Exact tests for the means of Gaussian stochastic processes pp. 102-107 Downloads
Andrea Ghiglietti and Anna Maria Paganoni
Asymptotics of the order statistics for a process with a regenerative structure pp. 108-115 Downloads
Natalia Soja-Kukieła
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