Statistics & Probability Letters

1982 - 2025

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

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Volume 163, issue C, 2020

Anticipated backward stochastic differential equations with left-Lipschitz coefficient

Yafang Xiong and Xiaoming Xu

Reflected BSDEs with time-delayed generators and nonlinear resistance

Peng Luo

Optimal designs for panel data linear regressions

Jing Cheng and Mingyao Ai

Wasserstein upper bounds of the total variation for smooth densities

Minwoo Chae and Stephen G. Walker

Tests for regression coefficients in high dimensional partially linear models

Yan Liu, Sanguo Zhang, Shuangge Ma and Qingzhao Zhang

A robust two-stage procedure for the Poisson process under the linear exponential loss function

Leng-Cheng Hwang

Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients

Jing Cui and Nana Bi

Convergence to Fréchet distribution via Mallows distance

S. Mousavinasr, C.R. Gonçalves and C.C.Y. Dorea

Variance function of boolean additive convolution

Raouf Fakhfakh

Weak-L∞ inequality for non-symmetric martingale transforms and Haar system

Meryem Akboudj, Yong Jiao and Adam Osękowski

A note on new Bernstein-type inequalities for the log-likelihood function of Bernoulli variables

Yunpeng Zhao

Large and moderate deviation principles for the Erdös–Kac theorem in function fields

Tingting Feng, Shaochen Wang and Guangyu Yang

Hierarchical clustering with optimal transport

Saptarshi Chakraborty, Debolina Paul and Swagatam Das

Characterizations through generalized and dual generalized order statistics, with an application to statistical prediction problem

Imtiyaz A. Shah, H.M. Barakat and A.H. Khan

Harnack inequalities for stochastic heat equation with locally unbounded drift

Xiuwei Yin, Guangjun Shen and Jinhong Zhang

A density for the local time of the Brox diffusion

Jonathan Gutierrez-Pavón and Carlos G. Pacheco

Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation

Erkan Nane, Eze R. Nwaeze and McSylvester Ejighikeme Omaba

Volatility estimation of general Gaussian Ornstein–Uhlenbeck process

Qian Yu and Salwa Bajja

An equivalence criterion for infinite products of Cauchy measures

Kazuki Okamura

On the non-stochastic ordering of some quadratic forms

Éric Marchand and William E. Strawderman

A note on conditional variance and characterization of probability distributions

Piotr Jaworski and Marcin Pitera

Volume 162, issue C, 2020

Asymptotic near-efficiency of the “Gibbs-energy (GE) and empirical-variance” estimating functions for fitting Matérn models - II: Accounting for measurement errors via “conditional GE mean”

Didier A. Girard

Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics

Aneta Augustynowicz

On the ratio of current age to total life for null recurrent renewal processes

John Angus and Yujia Ding

On a tail bound for analyzing random trees

Sam Justice and N.D. Shyamalkumar

A Lévy–Ottaviani type inequality for the Bernoulli process on an interval

Witold Bednorz and Rafał Martynek

Some remark on the asymptotic variance in a drift accelerated diffusion

A. Ouled Said

Asymptotic number of clusters for species sampling sequences with non-diffuse base measure

Federico Bassetti and Lucia Ladelli

On generating fully discrete samples of the stochastic heat equation on an interval

Florian Hildebrandt

M estimators based on the probability integral transformation with applications to count data

Marina Valdora and Víctor Yohai

Interplay of financial and insurance risks in dependent discrete-time risk models

Yang Yang, Tao Jiang, Kaiyong Wang and Kam C. Yuen

A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein–Uhlenbeck processes

Shoujiang Zhao and Qiaojing Liu

On the rate of Poisson approximation to Bernoulli partial sum processes

Pavel S. Ruzankin and Igor S. Borisov

A stochastic comparison result for the multitype contact process with unequal death rates

Joseph P. Stover

Characterization results for symmetric continuous distributions based on the properties of k-records and spacings

Jafar Ahmadi

Nonparametric inference for covariate-adjusted model

Shuang Dai and Zhensheng Huang

Asymptotics of stochastic Burgers equation with jumps

Shulan Hu and Ran Wang

Intrinsic covariance matrix estimation for multivariate elliptical distributions

Junhao Guo, Jie Zhou and Sanfeng Hu

Volume 161, issue C, 2020

Hypothesis testing for the identity of high-dimensional covariance matrices

Manling Qian, Li Tao, Erqian Li and Maozai Tian

On non-central squared copulas

Bouchra R. Nasri

First and second moments of the size distribution of bond percolation clusters on rings, paths and stars

Petar Jevtić, Nicolas Lanchier and Axel La Salle

Computing probabilities of integer-valued random variables by recurrence relations

S. Baena-Mirabete and P. Puig

Variational inference for multiplicative intensity models

John W. Lau, Edward Cripps and Wendy Hui

Exact asymptotic limit for kernel estimation of regression level sets

Hai Dang Dau, Thomas Laloë and Rémi Servien

A nonparametric test for comparison of mean past lives

Dhrubasish Bhattacharyya, Ruhul Ali Khan and Murari Mitra

CP decomposition and weighted clique problem

Tonglin Zhang

On moments of Brownian functionals and their interpretation in terms of random walks

Joseph Najnudel, Ching-Tang Wu and Ju-Yi Yen

Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion

Markus Bibinger

The Marcinkiewics–Zygmund strong law of large numbers for dependent random variables

Fakhreddine Boukhari

Construction of optimal fractional Order-of-Addition designs via block designs

Jianbin Chen, Rahul Mukerjee and Dennis K.J. Lin

Independence properties of the truncated multivariate elliptical distributions

Michael Levine, Donald Richards and Jianxi Su

On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains

A.I. Zeifman, Y.A. Satin and K.M. Kiseleva

Estimating the complexity index of functional data: Some asymptotics

E.G. Bongiorno, A. Goia and P. Vieu

The conditional law of the Bacry–Muzy and Riemann–Liouville log correlated Gaussian fields and their GMC, via Gaussian Hilbert and fractional Sobolev spaces

Martin Forde and Benjamin Smith

Limit laws for the number of triangles in the generalized random graphs with random node weights

Qun Liu and Zhishan Dong

Talagrand’s quadratic transportation cost inequalities for reflected SPDEs driven by space–time white noise

Ruinan Li and Yumeng Li

High-probability bounds for the reconstruction error of PCA

Cassandra Milbradt and Martin Wahl

Hypothesis testing with active information

Díaz–Pachón, Daniel Andrés, Juan Pablo Sáenz and J. Sunil Rao

A consistency theorem for randomized singular value decomposition

Ting-Li Chen, Su-Yun Huang and Weichung Wang