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Statistics & Probability Letters

1982 - 2021

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

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Volume 130, issue C, 2017

On the expected diameter of planar Brownian motion pp. 1-4 Downloads
James McRedmond and Chang Xu
Bayesian sieve method for piece-wise smooth regression pp. 5-11 Downloads
Taihe Yi and Zhengming Wang
Extensions of Pearson’s inequality between skewness and kurtosis to multivariate cases pp. 12-16 Downloads
Haruhiko Ogasawara
A note on constructing clear compromise plans pp. 17-24 Downloads
Qi Zhou and Bing Guo
A new flexible extreme value model for modeling the extreme value data, with an application to environmental data pp. 25-31 Downloads
H.M. Barakat, A.R. Omar and O.M. Khaled
Robust mixture multivariate linear regression by multivariate Laplace distribution pp. 32-39 Downloads
Xiongya Li, Xiuqin Bai and Weixing Song
Asymptotic properties of principal component projections with repeated eigenvalues pp. 42-48 Downloads
Justin Petrovich and Matthew Reimherr
A sufficient condition for a unique invariant distribution of a higher-order Markov chain pp. 49-56 Downloads
Bernhard C. Geiger
Partial sum processes and continued fractions pp. 57-62 Downloads
Jayadev S. Athreya and Krishna B. Athreya
Parametric inference of autoregressive heteroscedastic models with errors in variables pp. 63-70 Downloads
Salima El Kolei and Florian Pelgrin
Revisiting variance decomposition when independent samples intersect pp. 71-75 Downloads
Yves Tillé and Audrey-Anne Vallée
The randomly fluctuating hyperrectangles are spatially monotone pp. 76-79 Downloads
Achillefs Tzioufas
Answer to an open problem on mean residual life ordering of parallel systems under multiple-outlier exponential models pp. 80-84 Downloads
Jiantian Wang and Bin Cheng
Hedging in fractional Black–Scholes model with transaction costs pp. 85-91 Downloads
Foad Shokrollahi and Tommi Sottinen
Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization pp. 92-99 Downloads
Deepesh Bhati and Sreenivasan Ravi
Pathwise uniqueness for stochastic differential equations driven by pure jump processes pp. 100-104 Downloads
Jiayu Zheng and Jie Xiong
A novel exact method for significance of higher criticism via Steck’s determinant pp. 105-110 Downloads
Jeffrey C. Miecznikowski, Jiefei Wang, Daniel P. Gaile and David L. Tritchler
On the length of the longest head run pp. 111-114 Downloads
S.Y. Novak
A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields pp. 115-119 Downloads
Ryan H.L. Ip and W.K. Li
On minimax convergence rates under Lp-risk for the anisotropic functional deconvolution model pp. 120-125 Downloads
Rida Benhaddou

Volume 129, issue C, 2017

The mean of the reciprocal in a Cauchy–Stieltjes family pp. 1-11 Downloads
Raouf Fakhfakh
On maximal tail probability of sums of nonnegative, independent and identically distributed random variables pp. 12-16 Downloads
Tomasz Łuczak, Katarzyna Mieczkowska and Matas Šileikis
Almost sure central limit theorem for self-normalized partial sums of ρ−-mixing sequences pp. 17-27 Downloads
Feng Xu and Qunying Wu
A more efficient proportion estimator in ranked set sampling pp. 28-33 Downloads
Ehsan Zamanzade and M. Mahdizadeh
Hölder continuity for stochastic fractional heat equation with colored noise pp. 34-41 Downloads
Kexue Li
Preservation of weak stochastic arrangement increasing under fixed time left-censoring pp. 42-49 Downloads
Chen Li and Xiaohu Li
Exact optimal sample allocation: More efficient than Neyman pp. 50-57 Downloads
Tommy Wright
A weighted integral approach to testing against HNBUE alternatives pp. 58-64 Downloads
Shyamal Ghosh and Murari Mitra
Strict local martingales: Examples pp. 65-68 Downloads
Xue-Mei Li
Saigo space–time fractional Poisson process via Adomian decomposition method pp. 69-80 Downloads
K.K. Kataria and P. Vellaisamy
A Fefferman–Stein inequality for the martingale square and maximal functions pp. 81-85 Downloads
Adam Osȩkowski
On a vector double autoregressive model pp. 86-95 Downloads
Huafeng Zhu, Xingfa Zhang, Xin Liang and Yuan Li
Slow mixing for Latent Dirichlet Allocation pp. 96-100 Downloads
Johan Jonasson
A note on Bayesian model selection for discrete data using proper scoring rules pp. 101-106 Downloads
A. Philip Dawid, Monica Musio and Silvia Columbu
A modification of balanced acceptance sampling pp. 107-112 Downloads
B.L. Robertson, T. McDonald, C.J. Price and J.A. Brown
Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises pp. 113-119 Downloads
Jie Xiong and Xu Yang
Robust parameter estimation for stationary processes by an exotic disparity from prediction problem pp. 120-130 Downloads
Yan Liu
On the functional and local limit theorems for Markov modulated compound Poisson processes pp. 131-140 Downloads
Guodong Pang and Yi Zheng
A note on the unbiased estimator of Σ2 pp. 141-146 Downloads
Bu Zhou and Jia Guo
Sum of squares of uniform random variables pp. 147-154 Downloads
Ishay Weissman
Prediction law of fractional Brownian motion pp. 155-166 Downloads
Tommi Sottinen and Lauri Viitasaari
Minimizing Fisher information with absolute moment constraints pp. 167-170 Downloads
Philip A. Ernst
Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables pp. 171-181 Downloads
Andreas Anastasiou
Numerical instability of calculating inverse of spatial covariance matrices pp. 182-188 Downloads
Chae Young Lim, Chien-Hung Chen and Wei-Ying Wu
Non trivial limit distributions for transient renewal chains pp. 189-195 Downloads
Dalia Terhesiu
On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock pp. 196-202 Downloads
Serguey Khovansky and Oleksandr Zhylyevskyy
C∞-convergence of Picard’s successive approximations to solutions of stochastic differential equations pp. 203-209 Downloads
Zhen Li and Jicheng Liu
An exact method for making inferences on the common location parameter of several heterogeneous exponential populations: Complete and censored data pp. 210-215 Downloads
Ahad Malekzadeh and Mahmood Kharrati-Kopaei
Asymptotic normality of one-step M-estimators based on non-identically distributed observations pp. 216-221 Downloads
Yuliana Yu. Linke
Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion pp. 222-229 Downloads
Brahim Boufoussi and Salah Hajji
A note on conditional covariance matrices for elliptical distributions pp. 230-235 Downloads
Piotr Jaworski and Marcin Pitera
A generalization of Gerber’s inequality for ruin probabilities in risk-switching models pp. 236-240 Downloads
Lesław Gajek and Marcin Rudź
Fractional smoothness of derivative of self-intersection local times pp. 241-251 Downloads
Qun Shi and Xianye Yu
Subsampling for nonstationary time series with non-zero mean function pp. 252-259 Downloads
Anna E. Dudek and Łukasz Lenart
Asymptotic results for a multivariate version of the alternative fractional Poisson process pp. 260-268 Downloads
Luisa Beghin and Claudio Macci
Upper bound on the number of multi-level columns in equally replicated optimal designs minimizing the E(fNOD) criterion pp. 269-274 Downloads
Vasilis Chasiotis, Stratis Kounias and Nikolaos Farmakis
Second-order expansions for maxima of dynamic bivariate normal copulas pp. 275-283 Downloads
Rui Wang, Xin Liao and Zuoxiang Peng
A note on the asymptotics of the maxima for the St. Petersburg game pp. 284-287 Downloads
Toshio Nakata
L2 limits of generalized Jiřina processes pp. 288-296 Downloads
You Lv and Yuqiang Li
A representation theorem for generators of BSDEs with general growth generators in y and its applications pp. 297-305 Downloads
Lishun Xiao and Shengjun Fan
The left tail of renewal measure pp. 306-310 Downloads
Bartosz Kołodziejek
A note on isotropic random flights moving in mixed Poisson environments pp. 311-317 Downloads
Alessandro De Gregorio
Studying contributions of variables to classification pp. 318-325 Downloads
Yana Melnykov, Volodymyr Melnykov and Xuwen Zhu
Factorial designs robust against the presence of an aberration pp. 326-334 Downloads
A. Biswas, P. Das and N.K. Mandal
On the maximal halfspace depth of permutation-invariant distributions on the simplex pp. 335-339 Downloads
Davy Paindaveine and Germain Van Bever
A new bivariate semiparametric control chart based on order statistics and concomitants pp. 340-347 Downloads
M.V. Koutras and E.M. Sofikitou
Distribution free testing for conditional distributions given covariates pp. 348-354 Downloads
Estate Khmaladze
Asymptotic distribution of rewards accumulated by alternating renewal processes pp. 355-359 Downloads
Patrick Chisan Hew
On exact interval estimation for the odds ratio in subject-specific table pp. 360-366 Downloads
Weizhen Wang
Symmetry of a distribution via symmetry of order statistics pp. 367-372 Downloads
Narayanaswamy Balakrishnan and Alessandro Selvitella
Monotonicity properties of spatial depth pp. 373-378 Downloads
Stanislav Nagy
Limit theorems for sums of random variables with mixture distribution pp. 379-386 Downloads
Vladimir Panov
Universal optimal block designs under hub correlation structure pp. 387-392 Downloads
R. Khodsiani and S. Pooladsaz
On distance in total variation between image measures pp. 393-400 Downloads
Youri Davydov
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