Statistics & Probability Letters

1982 - 2025

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

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Volume 168, issue C, 2021

Bounds for convergence rate in laws of large numbers for mixed Poisson random sums

Victor Korolev and Alexander Zeifman

On the distribution of the T2 statistic, used in statistical process monitoring, for high-dimensional data

M. Rauf Ahmad and S. Ejaz Ahmed

A probabilistic approach to the Φ-variation of classical fractal functions with critical roughness

Xiyue Han, Alexander Schied and Zhenyuan Zhang

Random covering sets in metric space with exponentially mixing property

Zhang-nan Hu and Bing Li

Asymptotics of certain conditionally identically distributed sequences

Patrizia Berti, Emanuela Dreassi, Luca Pratelli and Pietro Rigo

Estimate the exponential convergence rate of f-ergodicity via spectral gap

Xianping Guo and Zhong-Wei Liao

Fitting sparse linear models under the sufficient and necessary condition for model identification

Jian Huang, Yuling Jiao, Lican Kang and Yanyan Liu

A note on the von Weizsäcker theorem

Stefan Tappe

On the sojourn time of a generalized Brownian meander

F. Iafrate and E. Orsingher

A critical branching process with immigration in varying environments

Kosto V. Mitov

Nonparametric recursive estimation of the copula

Felix Camirand Lemyre and Geoffrey Decrouez

Large deviation inequalities of LS estimator in nonlinear regression models

Yu Miao and Yanyan Tang

Ultrahigh-dimensional sufficient dimension reduction with measurement error in covariates

Li-Pang Chen

Weighted least squares estimation in a binary random coefficient panel model with infinite variance

Eunju Hwang

Reweighted Nadaraya–Watson estimation of conditional density function in the right-censored model

Xianzhu Xiong, Meijuan Ou and Ailian Chen

A complement to the Chebyshev integral inequality

Adam Jakubowski

On formulations of skew factor models: Skew factors and/or skew errors

Sharon X. Lee and Geoffrey J. McLachlan

Bound on FWER for correlated normal

Nabaneet Das and Subir Kumar Bhandari

On a generalized population dynamics equation with environmental noise

Rongrong Tian, Jinlong Wei and Jiang-Lun Wu

The Frisch–Waugh–Lovell theorem for standard errors

Peng Ding

Characterization theorems for Q-independent random variables with values in a Banach space

Margaryta Myronyuk

Ulam–Hyers stability of Caputo type fractional stochastic neutral differential equations

Arzu Ahmadova and Nazim I. Mahmudov

Expected duration of the no-information minimum rank problem

Simon Demers

Determination of the optimal number of strata for propensity score subclassification

Shunichiro Orihara and Etsuo Hamada

Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods

Zhenyu Bao, Jingwen Tang, Yan Shen and Wei Liu

Converse comparison theorems for multidimensional anticipated backward stochastic differential equations

Hao Wu and Xuefeng Li

Cutoff phenomenon for the maximum of a sampling of Ornstein–Uhlenbeck processes

Gerardo Barrera

Median regression from twice censored data

Sundarraman Subramanian

Volume 167, issue C, 2020

A note on the identifiability of latent variable models for mixed longitudinal data

Elham Tabrizi, Ehsan Bahrami Samani and Mojtaba Ganjali

On the Wasserstein distance for a martingale central limit theorem

Xiequan Fan and Xiaohui Ma

A Stein’s approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric

Olivier Besson, François Vincent and Xavier Gendre

On the Marcinkiewicz–Zygmund strong laws for arbitrary dependent sequences

Zbigniew S. Szewczak

Proximal statistic: Asymptotic normality

David Pacini

Construction of some s-level regular designs with general minimum lower-order confounding

Zhiming Li, Qingxun Kong and Mingyao Ai

Bounds on tail probabilities for quadratic forms in dependent sub-gaussian random variables

Krzysztof Zajkowski

Optimal stopping problems for running minima with positive discounting rates

Pavel V. Gapeev

Monotonicity of escape probabilities for branching random walks on Zd

Achillefs Tzioufas

Monotonicity properties of the Poisson approximation to the binomial distribution

Iosif Pinelis

On the empirical process of tempered moving averages

Jan Beran, Farzad Sabzikar, Donatas Surgailis and Klaus Telkmann

Test-statistic correlation and data-row correlation

Bin Zhuo, Duo Jiang and Yanming Di

A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions

Xiongzhi Chen

On reflected stochastic differential equations driven by regulated semimartingales

Astrid Hilbert, Imane Jarni and Youssef Ouknine

Statistical causality and separable processes

Dragana Valjarević and Ljiljana Petrović

Middle censoring in the multinomial distribution with applications

S. Rao Jammalamadaka and Sudeep R. Bapat

Hidden Markov Models for multivariate functional data

Andrea Martino, Giuseppina Guatteri and Anna Maria Paganoni

Semi-classical asymptotics for scattering length of symmetric stable processes

Daehong Kim and Masakuni Matsuura

Volume 166, issue C, 2020

A general treatment of alternative expectation formulae

Yang Liu

Nonparametric regression estimate with Berkson Laplace measurement error

Jianhong Shi, Xiuqin Bai and Weixing Song

Exact tests via multiple data splitting

Cyrus J. DiCiccio, Thomas J. DiCiccio and Joseph P. Romano

Sensitivity of the stationary distributions of denumerable Markov chains

Juan Alberto Rojas Cruz

Incomplete split-plot designs: Construction and analysis

B.N. Mandal, Rajender Parsad and Sukanta Dash

On non-linear dependence of multivariate subordinated Lévy processes

E. Di Nardo, Marina Marena and P. Semeraro

Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions

Miriam Hägele

Lack-of-fit of a parametric measurement error AR(1) model

N. Balakrishna, Jiwoong Kim and Hira L. Koul

Posterior properties of the Weibull distribution for censored data

Eduardo Ramos, Pedro L. Ramos and Francisco Louzada

On intersections of independent space–time anisotropic Gaussian fields

Zhenlong Chen, Jun Wang and Dongsheng Wu

Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices

Shambhu Nath Maurya and Koushik Saha

Blowup solutions for stochastic parabolic equations

Guangying Lv and Jinlong Wei

Wavelet estimation in OFBM: Choosing scale parameter in different sampling methods and different parameter values

Jeonghwa Lee

On maximin distance and nearly orthogonal Latin hypercube designs

Zheren Su, Yaping Wang and Yingchun Zhou

Large sample properties of the regression depth induced median

Yijun Zuo

Online estimation of integrated squared density derivatives

Abdelkader Mokkadem and Mariane Pelletier

Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift

Francesco Iafrate and Claudio Macci

A note on distortion effects on the strength of bivariate copula tail dependence

Jungsywan H. Sepanski