Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 160, issue C, 2020

A second moment bound for critical points of planar Gaussian fields in shrinking height windows

Stephen Muirhead

A stochastic Fubini theorem for α-stable process

Huiyan Zhao and Siyan Xu

pth moment (p∈(0,1)) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations

Guangqiang Lan, Fang Xia and Mei Zhao

On the Generalized Benford law

Lucio Barabesi and Luca Pratelli

Asymptotic domination of sample maxima

Enkelejd Hashorva and Didier Rulliere

GEE analysis in joint mean-covariance model for longitudinal data

Fei Lu, Liugen Xue and Xiong Cai

On order statistics from Laplace-type distributions

Emad-Eldin A.A. Aly

Strong consistency and asymptotic normality for quantities related to the Benjamini–Hochberg false discovery rate procedure

Grant Izmirlian

Lower bounds on partial sums of expected hitting times

Hyungkuk Yoon, Bara Kim and Jeongsim Kim

Some concept of Markov property of discrete order statistics arising from independent and non-identically distributed variables

Krzysztof Jasiński

Volume 159, issue C, 2020

Objective Bayesian analysis for the Lomax distribution

Paulo H. Ferreira, Eduardo Ramos, Pedro L. Ramos, Jhon F.B. Gonzales, Vera L.D. Tomazella, Ricardo Ehlers, Eveliny B. Silva and Francisco Louzada

Maximum likelihood estimation of high-dimensional Student-t copulas

Mark Trede

Trimmed LASSO regression estimator for binary response data

Hongwei Sun, Yuehua Cui, Qian Gao and Tong Wang

Large sample properties of the Midzuno sampling scheme with probabilities proportional to size

Guillaume Chauvet

Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients

Xianye Yu and Mingbo Zhang

On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity

Yuliya Mishura, Kostiantyn Ralchenko and Mounir Zili

Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein’s method

Essomanda Konzou, Efoévi Koudou and Kossi E. Gneyou

R-optimal designs for individual prediction in random coefficient regression models

Lei He and Daojiang He

Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics

Tommaso Lando and Lucio Bertoli-Barsotti

A note on locally optimal designs for generalized linear models with restricted support

Osama Idais

A strong law of large numbers related to multiple testing normal means

Xiongzhi Chen and R.W. Doerge

Geometric characterization of D-optimal designs for random coefficient regression models

Xin Liu, Rong-Xian Yue and Kashinath Chatterjee

Extremes of standard multifractional Brownian motion

Long Bai

Volume 158, issue C, 2020

Gaussian approximations for maxima of random vectors under (2+ι)-th moments

Qiang Sun

Decomposing correlated random walks on common and counter movements

Tianyao Chen, Xue Cheng and Jingping Yang

A new functional representation of broad sense agreement

Bo Wei, Tian Dai, Limin Peng, Ying Guo and Amita Manatunga

Optimal designs for estimating individual coefficients in polynomial regression with no intercept

Holger Dette, Viatcheslav B. Melas and Petr Shpilev

Averaging of density kernel estimators

O. Chernova, F. Lavancier and P. Rochet

Partially replicated block designs for two-level factorial experiments

Chen-Tuo Liao

A note on the weighting-type estimations of the zero-inflated Poisson regression model with missing data in covariates

Martin T. Lukusa and Frederick Kin Hing Phoa

Representation theorems for WVaR with respect to a capacity

Hongmin Yuan, Long Jiang and Dejian Tian

On a loss-based prior for the number of components in mixture models

Clara Grazian, Cristiano Villa and Brunero Liseo

Extremes for transient random walks in random sceneries under weak independence conditions

Nicolas Chenavier and Ahmad Darwiche

On a class of spatial renewal processes: Renewal processes synchronization probabilities

M. Karamzadeh, A.R. Soltani and H.A. Mardani-Fard

Nonparametric estimation of the trend in reflected fractional SDE

Nicolas Marie

M-Vine decomposition and VAR(1) models

Étienne Begin, Pierre Dutilleul, Carole Beaulieu and Taoufik Bouezmarni

A Kesten-type bound for sums of randomly weighted subexponential random variables

Yiqing Chen

Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field

Yangyang Lyu

A note on the behaviour of a kernel-smoothed kernel density estimator

Paul Janssen, Jan Swanepoel and Noël Veraverbeke

Derivative formula for the Feynman–Kac semigroup of SDEs driven by rotationally invariant α-stable process

Xiaobin Sun, Longjie Xie and Yingchao Xie

On the expected maximum of a birth-and-death process

Leonardo A. Videla

Pattern occurrences in random planar maps

Michael Drmota and Benedikt Stufler

Asymptotic expansions of powered skew-normal extremes

Qian Xiong and Zuoxiang Peng

A note on invariance of the Cauchy and related distributions

Wooyoung Chin, Paul Jung and Greg Markowsky

Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models

Hong Jiang, Jianwei Qian and Yuqin Sun

A fast mode estimator in multidimensional space

Pavel S. Ruzankin and Artem V. Logachov

On the rate of convergence in the central limit theorem for arrays of random vectors

Le Van Dung and Ta Cong Son

On critical points of Gaussian random fields under diffeomorphic transformations

Dan Cheng and Armin Schwartzman

SUE(s2)-optimal supersaturated designs

Rakhi Singh, Ashish Das and Daniel Horsley

Gaussian fluctuations for edge counts in high-dimensional random geometric graphs

Jens Grygierek and Christoph Thäle

Nonreconstruction of high-dimensional stochastic block model with bounded degree

Yue Zhang and Mingao Yuan

On minimum volume properties of some confidence regions for multiple multivariate normal means

S. Bedbur, J.M. Lennartz and U. Kamps