Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 218, issue C, 2025

On the representation and computational aspects of the distribution of a linear combination of independent noncentral chi-squared random variables

Alfred Kume, Tomonari Sei and Andrew T.A. Wood

On exact Bayesian credible sets for discrete parameters

Chaegeun Song and Bing Li

The heavy-tail behavior of the difference of two dependent random variables

Yiqing Chen

Berry–Esseen expansion and Cramér-type large deviation for run and tumble particles on one dimension

Wenxuan Chen and Zhi Qu

Is the effective sample size always less than n? A spatial regression approach

Clemente Ferrer and Ronny Vallejos

Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test

S. Ejaz Ahmed, Mohamed Amezziane and Keshab Dahal

Semi-supervised estimation of a single-index varying-coefficient model

Peng Lai, Zhou Wang and Yurong Zhang

The first exit time of fractional Brownian motion from an unbounded domain

Yinbing Zhou and Dawei Lu

Volume 217, issue C, 2025

Generalized wordlength enumerator for asymmetrical designs

Kang Wang, Na Zou and Hong Qin

A note on invariant manifolds for stochastic partial differential equations in the framework of the variational approach

Rajeev Bhaskaran and Stefan Tappe

Minimizing the penalized goal-reaching probability with multiple dependent risks

Ying Huang and Jun Peng

Optimal tightening of the KWW joint confidence region for a ranking

Tommy Wright

Frank copula is minimum information copula under fixed Kendall’s τ

Issey Sukeda and Tomonari Sei

Probability and moment inequalities for quadratic forms in independent random variables with fat tails

Chi Zhang and Danna Zhang

Strict monotonicity of stochastic process extreme distributions

Lijian Yang

A one-way MANOVA test for high-dimensional data using clustering subspaces

Minyuan Lu and Bu Zhou

Parameter estimation and hypothesis tests in logistic model for complex correlated data

Keyi Mou, Zhiming Li and Jinlong Cheng

On harmonic oscillator hazard functions

J.A. Christen and F.J. Rubio

Ruin probability approximation for bidimensional Brownian risk model with tax

Timofei Shashkov

A supplement to the large deviations of infinite weighted sums of heavy tailed random variables

Jianan Shi, Zhenhong Yu and Yu Miao

Volume 216, issue C, 2025

On the moments of dividends and capital injections under a variant type of Parisian ruin

Kaixin Yan, Ruixing Ming, Haibin Wang and Wenyuan Wang

Unified specification tests in partially linear quantile regression models

Xiaojun Song and Zixin Yang

Penalized composite likelihood estimation for hidden Markov models with unknown number of states

Yong Lin and Mian Huang

Convergence rates in the limit theorems for random sums of m-orthogonal random variables

Nguyen Van Quang, Nguyen Van Huan and Phan Tri Kien

On absolute moment-based upper bounds for L-moments

M.C. Jones and N. Balakrishnan

Input estimation from discrete workload observations in a Lévy-driven storage system

Dennis Nieman, Michel Mandjes and Liron Ravner

Block structure-based covariance tensor decomposition for group identification in matrix variables

Yu Chen, Zongqing Hu, Jie Hu and Lei Shu

The quantile-based empirical likelihood for the difference of quantiles

Lichun Dai, Pengfei Liu, Yiming Liu and Guangren Yang

Consistent tests for semiparametric conditional independence

Shengtao Dai and Xiaojun Song

Information bounds for Gaussian copula parameter in stationary semiparametric Markov models

Xiaohong Chen and Yanping Yi

Construction of weighted efficiency optimal designs for experiments with mixtures

Junpeng Li, Guanghui Li, Wei Leng, Chongqi Zhang and Hongyu Su

Chainability of infinitely divisible measures

Shaul K. Bar-Lev and Gérard Letac

A note on statistical distances for discrete log-concave measures

Arnaud Marsiglietti and Puja Pandey

Cramér type moderate deviation for random walks conditioned to stay positive

Mingyang Sun

Homogenization for singularly perturbed stochastic wave equations with Hölder continuous coefficients

Li Yang

On the intransitivity of the win ratio

David Oakes

Exact convergence rate of the central limit theorem and polynomial convergence rate for branching processes in a random environment

Yingqiu Li, Xin Zhang, Zhan Lu and Sheng Xiao

A Stein characterisation of the distribution of the product of correlated normal random variables

Robert E. Gaunt, Siqi Li and Heather L. Sutcliffe

Multivariate Hawkes process allowing for common shocks

Zhehao Zhang and Ruina Xing

Strong convergence of multi-scale stochastic differential equations with a full dependence

Qing Ji and Jicheng Liu

On the asymptotic behavior of solutions to bilinear Caputo stochastic fractional differential equations

P.T. Huong and P.T. Anh

General mean-field reflected backward stochastic differential equations with locally monotone coefficients

Zongkui Fu and Dandan Fei

Continuity of Gaussian extreme distributions

Lijian Yang

Waiting time representation of discrete distributions

Tomasz J. Kozubowski, Dorota Młynarczyk and Anna K. Panorska

Extension of a strong form of the three-dimensional Gaussian product inequality

Bara Kim and Jeongsim Kim

Mean square error and variance estimation of the sample ratio under Lahiri ’s design

Hiroshi Saigo

Universally consistent K-sample tests via dependence measures

Sambit Panda, Cencheng Shen, Ronan Perry, Jelle Zorn, Antoine Lutz, Carey E. Priebe and Joshua T. Vogelstein

Stationary distribution of a stochastic generalized SIRI epidemic model with reinfection and relapse

Kai Wang, Hongjie Fan and Yanling Zhu

An equilibrium model of reinsurance pricing

Jiang Cheng, Chao Deng, Shuyan Liu and Xudong Zeng

Pricing formula of Lookback option in stochastic delay differential equation model

Paek Il-Kwang, Kang Chol-Su and Kim Kyong-Hui

Optimal curing rate allocation in the SIS epidemic model

Ryan McFadden, Fraser Daly and Seva Shneer

Well-posedness for the stochastic Landau–Lifshitz–Gilbert equation with helicity driven by jump noise

Soham Gokhale

Statistical inference for Ornstein–Uhlenbeck processes based on low-frequency observations

Dingwen Zhang