Statistics & Probability Letters

1982 - 2025

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

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Volume 154, issue C, 2019

No arbitrage and lead–lag relationships pp. -

Takaki Hayashi and Yuta Koike

Inverting Khintchine’s relationship and generating length biased data pp. -

M.C. Jones

Estimating equations of additive mean residual life model with censored length-biased data pp. -

Hongping Wu, Xiaomin Cao and Caifeng Du

On the almost sure convergence for the joint version of maxima and minima of stationary sequences pp. -

Zacarias Panga and Luísa Pereira

Reflected Brownian motion with a drift that depends on its local time pp. -

Vi Le

Hitting times, commute times, and cover times for random walks on random hypergraphs pp. -

Amine Helali and Matthias Löwe

Semiparametric estimation for cure survival model with left-truncated and right-censored data and covariate measurement error pp. -

Li-Pang Chen

On nonparametric inference for spatial regression models under domain expanding and infill asymptotics pp. -

Daisuke Kurisu

The invariant measures and the limiting behaviors of the facilitated TASEP pp. -

Linjie Zhao and Dayue Chen

Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response pp. -

Mohamed Chaouch and Naâmane Laïb

On a smallest confidence region for a location–scale parameter in progressively type-II censored lifetime experiments pp. -

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

Representation theorem of set valued regular martingale: Application to the convergence of set valued martingale pp. -

Fatima Ezzaki and Khalid Tahri

Non-parametric estimation of Kullback–Leibler discrimination information based on censored data pp. -

Abdul Sathar E.I. and Viswakala K.V.

ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps pp. -

Chiara Benazzoli, Luciano Campi and Luca Di Persio

The convergence rate of the Gibbs sampler for generalized 1-D Ising model pp. -

Amine Helali

Generalized fractional BSDE with jumps andLipschitz coefficients pp. -

Qun Shi

A Bernstein type inequality for sums of selections from three dimensional arrays pp. -

Debapratim Banerjee and Matteo Sordello

Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching pp. -

Ayan Bhattacharya and Zbigniew Palmowski

Tail asymptotic behavior of the supremum of a class of chi-square processes pp. -

Lanpeng Ji, Peng Liu and Stephan Robert

Consistency of generalized dynamic principal components in dynamic factor models pp. -

Ezequiel Smucler

Characterization of a general class of tail probability distributions pp. -

Meitner Cadena, Marie Kratz and Edward Omey

A Spitzer-type law of large numbers for widely orthant dependent random variables pp. -

Pingyan Chen and Soo Hak Sung

Volume 153, issue C, 2019

Compactness criteria for quasi-infinitely divisible distributions on the integers pp. 1-6

A.A. Khartov

Large deviations for conditional guesswork pp. 7-14

Jiange Li

One-sample prediction regions for future record intervals pp. 15-20

S.F. Bagheri, A. Asgharzadeh, E. Basiri and A.J. Fernández

Approximating Shepp’s constants for the Slepian process pp. 21-31

Jack Noonan and Anatoly Zhigljavsky

A note on the length-biased Weibull-Gamma frailty survival model pp. 32-36

A. Giussani and M. Bonetti

Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples pp. 37-47

Jianxi Lin

Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients pp. 48-55

Runyu Zhu and Dejian Tian

On the role of dependence in residual lifetimes pp. 56-64

Maria Longobardi and Franco Pellerey

A representation of noncommutative BMO spaces pp. 65-70

Ali Talebi, M.S. Moslehian and Ghadir Sadeghi

On the almost decrease of a subexponential density pp. 71-79

Tao Jiang, Yuebao Wang, Zhaolei Cui and Yuxin Chen

Exact distribution of the non-central Wilks’s statistic of the second kind pp. 80-89

Duong Thanh Phong, Pham-Gia Thu and Dinh Ngoc Thanh

Non-subjective priors for wrapped Cauchy distributions pp. 90-97

Malay Ghosh, Xiaolong Zhong, Ashis SenGupta and Ruoyang Zhang

Robust inference for the proportional hazards model with two-phase cohort sampling data pp. 98-103

Chanjuan Lin, Ming Zheng, Wen Yu and Mingzhe Wu

The Minkowski length of a spherical random vector pp. 104-107

Tomer Shushi

The breakdown point of the median of means tournament pp. 108-112

Daniela Rodriguez and Marina Valdora

Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations pp. 113-123

Seongoh Park and Johan Lim

Some estimates related to the Doob’s martingale inequalities pp. 124-129

Milica Jovalekić

Existence and regularity of law density of a pair (diffusion, first component running maximum) pp. 130-138

Laure Coutin and Monique Pontier

On nonparametric randomized sketches for kernels with further smoothness pp. 139-142

Xianzhu Xiong, Rui Li and Heng Lian

A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage pp. 143-150

Yuan-Tsung Chang, Takeru Matsuda and William E. Strawderman

Fixed relative precision estimators of growth rate for compound Poisson and Lévy processes pp. 151-156

Wojciech Niemiro

Well-posedness for the Stochastic Novikov equation pp. 157-163

Wujun Lv, Ping He and Qinghua Wang

Convergence rates of kernel density estimates in particle filtering pp. 164-170

David Coufal

Sooner waiting time problems in a sequence of multi-state trials with random rewards pp. 171-179

Bara Kim and Jeongsim Kim

A note on vague convergence of measures pp. 180-186

Bojan Basrak and Hrvoje Planinić

Remarks on random countable stable zonotopes pp. 187-191

Youri Davydov and Vygantas Paulauskas

Existence of unbiased estimation for the minimum, maximum, and median in finite population sampling pp. 192-195

A.S. Hedayat, Hansheng Cheng and Jennifer Pajda-De La O

Volume 152, issue C, 2019

On a flexible construction of a negative binomial model pp. 1-8

Fabrizio Leisen, Ramsés H. Mena, Freddy Palma and Luca Rossini

On sharp nonparametric estimation of differentiable functions pp. 9-14

Sam Efromovich

Abundance estimation based on optimal estimating function with missing covariates in capture–recapture studies pp. 15-20

Yang Liu, Xiuzhen Zhang, Mengke Li, Guanfu Liu and Lin Zhu

Nonexistence of an unbiased estimating function for the Cox model pp. 21-27

Xuan Yao and Eric Slud

Sharpness for inhomogeneous percolation on quasi-transitive graphs pp. 28-34

Thomas Beekenkamp and Tim Hulshof

Martingale decomposition and approximations for nonlinearly dependent processes pp. 35-42

Ji Hyung Lee

A conditioned continuous-state branching process with applications pp. 43-49

Rongjuan Fang and Zenghu Li

Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution pp. 50-58

Yizeng Li and Yongcheng Qi

A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process pp. 59-68

Eunju Hwang

Exact strong laws of large numbers for ratios of the smallest order statistics pp. 69-73

Przemysław Matuła, Paweł Kurasiński and André Adler

Poisson Lindley process and its main properties pp. 74-81

Ji Hwan Cha

Characterization of distributions of Q-independent random variables on locally compact Abelian groups pp. 82-88

Margaryta Myronyuk

On general Bayesian inference using loss functions pp. 89-91

Pier Giovanni Bissiri and Stephen G. Walker

Identifying the number of factors using a white noise test pp. 92-99

Shuangbo Li and Li-Xin Zhang

Spectral distribution of large generalized random kernel matrices pp. 100-110

Xingyuan Zeng

Non-asymptotic bounds for percentiles of independent non-identical random variables pp. 111-120

Dong Xia

On a lower bound for the Chung–Diaconis–Graham random process pp. 121-125

Martin Hildebrand

Reflected backward stochastic partial differential equations with jumps in a convex domain pp. 126-136

Xue Yang

The naive Bayes classifier for functional data pp. 137-146

Yi-Chen Zhang and Lyudmila Sakhanenko

Norms of sub-exponential random vectors pp. 147-152

Krzysztof Zajkowski

A note on the coefficients of elliptical random variables pp. 153-155

Tomer Shushi

The density flatness phenomenon pp. 156-161

Abbas Alhakim and S. Molchanov