Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 165, issue C, 2020

Ridge reconstruction of partially observed functional data is asymptotically optimal

David Kraus and Marco Stefanucci

A generalization of Lemma 1 in Kotlarski (1967)

Siran Li and Xunjie Zheng

Consistency of ℓ1 penalized negative binomial regressions

Fang Xie and Zhijie Xiao

GARCH quasi-likelihood ratios for SV model and the diffusion limit

Xinyu Song and Yazhen Wang

Every countable infinite group admits a long range percolation with a phase transition

Kainan Xiang and Lang Zou

A general exact optimal sample allocation algorithm: With bounded cost and bounded sample sizes

Tommy Wright

Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models

Xiuzhen Zhang, Zhiping Lu, Yangye Wang and Riquan Zhang

Data sharpening via firth’s adjusted score function

W. John Braun, James Stafford and Patrick Brown

On gamma-Gompertz life expectancy

Fredy Castellares, Silvio C. Patrício and Artur J. Lemonte

A note on optional Snell envelopes and reflected backward SDEs

Mohamed Marzougue

Revisiting integral functionals of geometric Brownian motion

Elena Boguslavskaya and Lioudmila Vostrikova

Stein’s method and Narayana numbers

Jason Fulman and Adrian Röllin

A note on the exact simulation of spherical Brownian motion

Aleksandar Mijatović, Veno Mramor and Gerónimo Uribe Bravo

Innovated scalable dynamic learning for time-varying graphical models

Zemin Zheng, Liwan Li, Jia Zhou and Yinfei Kong

On the expected runtime of multiple testing algorithms with bounded error

Georg Hahn

CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index

K. Kubilius

The maximum likelihood estimator under the exponential distribution with right-censored linear regression data

Qiqing Yu

Incorporating side information into Robust Matrix Factorization with Bayesian Quantile Regression

Andrey Babkin

A modified version of stochastic dominance involving dependence

Ignacio Montes, Juan Jesús Salamanca and Susana Montes

A quantile inequality for location-scale distributions

Clemens Elster and Katy Klauenberg

The Hammersley–Chapman–Robbins inequality for repeatedly monitored quantum system

Alessandra Luati and Marco Novelli

A test of exponentiality against DMTTF alternatives via L-statistics

Dhrubasish Bhattacharyya, Ruhul Ali Khan and Murari Mitra

On some new moments of Gamma type

Tetyana Kadankova, Thomas Simon and Min Wang

Local stability in a transient Markov chain

Ivo Adan, Sergey Foss, Seva Shneer and Gideon Weiss

Conditional law and occupation times of two-sided sticky Brownian motion

Bugra Can and Mine Çağlar

Large deviations for sums of claims in a general renewal risk model with the regression dependent structure

Rong Li, Xiuchun Bi and Shuguang Zhang

Prediction for computer experiments with both quantitative and qualitative factors

Min Li, Min-Qian Liu, Xiao-Lei Wang and Yong-Dao Zhou

On the entrance at infinity of Feller processes with no negative jumps

Clément Foucart, Pei-Sen Li and Xiaowen Zhou

Convergence rate to equilibrium in Wasserstein distance for reflected jump–diffusions

Andrey Sarantsev

An upper bound for a cyclic sum of probabilities

James E. Marengo, Quinn T. Kolt and David L. Farnsworth

The density ratio of Poisson binomial versus Poisson distributions

Lutz Dümbgen and Jon A. Wellner

An explicit solution to the Skorokhod embedding problem for double exponential increments

Giang T. Nguyen and Oscar Peralta

Correlation matrices with average constraints

Jan Tuitman, Steven Vanduffel and Jing Yao

Volume 164, issue C, 2020

Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors

Angshuman Roy and Anil K. Ghosh

A modified BDS test

Wenya Luo, Zhidong Bai, Shurong Zheng and Yongchang Hui

Generalized foldover method for high-level designs

Na Zou, Tingxun Gou, Hong Qin and Kashinath Chatterjee

Last passage percolation on the complete graph

Feng Wang, Xian-Yuan Wu and Rui Zhu

Method comparison with repeated measurements — Passing–Bablok regression for grouped data with errors in both variables

F. Baumdicker and U. Hölker

Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable

David R. Bickel

Approximating sums of products of dependent random variables

Lesław Gajek and Elżbieta Krajewska

Mixed atomic decomposition of martingale weak Hardy–Morrey spaces

Lin Yu and Xiao Yu

About atomless random measures on δ-rings

D. Kremer and H.-P. Scheffler

A generalized measure of dispersion

Victor M. Guerrero and Claudia Solis-Lemus

Sphere packing design for experiments with mixtures

Zikang Xiong, Liwei Liu, Jianhui Ning and Hong Qin

Parameter estimation for one-sided heavy-tailed distributions

Phillip Kerger and Kei Kobayashi

Edgeworth corrections for spot volatility estimator

Lidan He, Qiang Liu and Zhi Liu

Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise

Wei Hong, Shihu Li and Wei Liu

Pseudodifferential operators and Markov processes on certain totally disconnected groups

Samuel Estala-Arias

Robust estimation of a location parameter with the integrated Hogg function

Leopoldo Catania and Alessandra Luati

Model-free feature screening for ultra-high dimensional competing risks data

Xiaolin Chen, Yahui Zhang, Yi Liu and Xiaojing Chen

Randomized allocation with nonparametric estimation for contextual multi-armed bandits with delayed rewards

Sakshi Arya and Yuhong Yang

Convergence of ergodic–martingale paraproducts

Vjekoslav Kovač and Mario Stipčić

Preservation of weak SAI’s under increasing transformations with applications

Chen Li and Xiaohu Li