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Statistics & Probability Letters

1982 - 2021

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

From Elsevier
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Volume 118, issue C, 2016

On conditional maximum likelihood estimation for INGARCH(p,q) models pp. 1-7 Downloads
Yunwei Cui and Rongning Wu
Demystifying the bias from selective inference: A revisit to Dawid’s treatment selection problem pp. 8-15 Downloads
Jiannan Lu and Alex Deng
Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes pp. 16-23 Downloads
Fanni Nedényi and Gyula Pap
Constructing optimal asymmetric combined designs via Lee discrepancy pp. 24-31 Downloads
A. Elsawah
Another look at Bayes map iterated filtering pp. 32-36 Downloads
Dao Nguyen
Deconvolution of a discrete uniform distribution pp. 37-44 Downloads
Anatoly Zhigljavsky, Nina Golyandina and Svyatoslav Gryaznov
Identifying the spectral representation of Hilbertian time series pp. 45-49 Downloads
Eduardo Horta and Flavio Ziegelmann
Moderate deviation principles for eigenvalues of β-Hermite and β-Laguerre ensembles with β→∞ pp. 50-59 Downloads
Hui Jiang and Shaochen Wang
On Kummer’s distribution of type two and a generalized beta distribution pp. 60-69 Downloads
Marwa Hamza and Pierre Vallois
Strong law of large numbers for continuous random dynamical systems pp. 70-79 Downloads
Katarzyna Horbacz
A strong law of large numbers for nonnegative random variables and applications pp. 80-86 Downloads
Pingyan Chen and Soo Hak Sung
On the strong laws of large numbers for weighted sums of random variables pp. 87-93 Downloads
Pingyan Chen and Soo Hak Sung
Number of critical points of a Gaussian random field: Condition for a finite variance pp. 94-99 Downloads
Anne Estrade and Julie Fournier
Minimum distance index for complex valued ICA pp. 100-106 Downloads
Niko Lietzén, Klaus Nordhausen and Pauliina Ilmonen
Resolution of a conjecture on variance functions for one-parameter natural exponential families pp. 107-109 Downloads
Xiongzhi Chen
Large jumps of q-Ornstein–Uhlenbeck processes pp. 110-116 Downloads
Yizao Wang
Improving confidence set estimation when parameters are weakly identified pp. 117-123 Downloads
Heather Battey, Qiang Feng and Richard J. Smith
A remark on a result of Xia Chen pp. 124-126 Downloads
Khoa Lê
Transport processes with random jump rate pp. 127-134 Downloads
Alessandro De Gregorio
Persistently unbounded probability densities pp. 135-138 Downloads
Wiebe Pestman, Francis Tuerlinckx and Wolf Vanpaemel
Boundary crossing probabilities for (q,d)-Slepian-processes pp. 139-144 Downloads
Wolfgang Bischoff and Andreas Gegg
Hitting probabilities of a class of Gaussian random fields pp. 145-155 Downloads
Wenqing Ni and Zhenlong Chen
Central Limit Theorems under additive deformations pp. 156-162 Downloads
Daniel J. Eck and Ian W. McKeague
The Monte Carlo computation error of transition probabilities pp. 163-170 Downloads
Adam Nielsen
Recovering a distribution from its translated fractional moments pp. 171-176 Downloads
Henryk Gzyl and A. Tagliani
Bayesian variable selection in binary quantile regression pp. 177-181 Downloads
Man-Suk Oh, Eun Sug Park and Beong-Soo So
Testing variance parameters in models with a Kronecker product covariance structure pp. 182-189 Downloads
Chengcheng Hao, Yuli Liang and Thomas Mathew
Likelihood based inference for partially observed renewal processes pp. 190-196 Downloads
M.N.M. van Lieshout

Volume 117, issue C, 2016

Testing exponentiality of the residual life, based on dynamic cumulative residual entropy pp. 1-11 Downloads
M. Chahkandi and H. Alizadeh Noughabi
Consistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spaces pp. 12-22 Downloads
Javier Álvarez-Liébana, Denis Bosq and María D. Ruiz-Medina
Nonparametric estimation of possibly similar densities pp. 23-30 Downloads
Alan Ker
Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data pp. 31-39 Downloads
Justin Chown
A derivation of the multivariate singular skew-normal density function pp. 40-45 Downloads
Phil D. Young, Jane L. Harvill and Dean M. Young
Optimal measurement allocation under precision budget constraint pp. 46-53 Downloads
Eduard Belitser
Asymptotic behavior of the solution of the fractional heat equation pp. 54-61 Downloads
Litan Yan, Xianye Yu and Xichao Sun
On upper bounds for the variance of functions of the inactivity time pp. 62-71 Downloads
F. Goodarzi, M. Amini and G.R. Mohtashami Borzadaran
A computable bound of the essential spectral radius of finite range Metropolis–Hastings kernels pp. 72-79 Downloads
Loïc Hervé and James Ledoux
On the multivariate skew-normal-Cauchy distribution pp. 80-88 Downloads
F. Kahrari, M. Rezaei, F. Yousefzadeh and R.B. Arellano-Valle
A note on tests for high-dimensional covariance matrices pp. 89-92 Downloads
Guangyu Mao
A mean-constrained finite mixture of normals model pp. 93-99 Downloads
Junshu Bao and Timothy E. Hanson
Discriminant analysis on high dimensional Gaussian copula model pp. 100-112 Downloads
Yong He, Xinsheng Zhang and Pingping Wang
A note on Karhunen–Loève expansions for the demeaned stationary Ornstein–Uhlenbeck process pp. 113-117 Downloads
Xiaohui Ai
The finite sample performance of the two-stage analysis of a two-period crossover trial pp. 118-127 Downloads
Paul Kabaila
Competitive estimation of the extreme value index pp. 128-135 Downloads
M. Ivette Gomes and Lígia Henriques-Rodrigues
Local efficiency of integrated goodness-of-fit tests under skew alternatives pp. 136-143 Downloads
A. Durio and Yakov Nikitin
On the higher order product density functions of a Neyman–Scott cluster point process pp. 144-150 Downloads
Abdollah Jalilian
Bandwidth selection for the presmoothed logrank test pp. 151-157 Downloads
M.A. Jácome and I. López-de-Ullibarri
Expected distances and goodness-of-fit for the asymmetric Laplace distribution pp. 158-164 Downloads
Maria L. Rizzo and John T. Haman
On order statistics and their copulas pp. 165-172 Downloads
Markus Dietz, Sebastian Fuchs and Klaus D. Schmidt
Ruin probabilities under Sarmanov dependence structure pp. 173-182 Downloads
Krishanu Maulik and Moumanti Podder
Estimation of linear composite quantile regression using EM algorithm pp. 183-191 Downloads
Yuzhu Tian, Qianqian Zhu and Maozai Tian
Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough pp. 192-200 Downloads
L.V. Rozovsky
Deconvolution model with fractional Gaussian noise: A minimax study pp. 201-208 Downloads
Rida Benhaddou
Local asymptotics for nonparametric quantile regression with regression splines pp. 209-215 Downloads
Weihua Zhao and Heng Lian
Stochastic comparisons of total capacity of weighted-k-out-of-n systems pp. 216-220 Downloads
Rabi-Allah Rahmani, Muhyiddin Izadi and Baha-Eldin Khaledi
A lower bound on the expected optimal value of certain random linear programs and application to shortest paths in Directed Acyclic Graphs and reliability pp. 221-230 Downloads
Stéphane Chrétien and Franck Corset
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