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Statistics & Probability Letters

1982 - 2021

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

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Volume 116, issue C, 2016

Comment on “On nomenclature, and the relative merits of two formulations of skew distributions” by A. Azzalini, R. Browne, M. Genton, and P. McNicholas pp. 1-5 Downloads
Geoffrey J. McLachlan and Sharon X. Lee
Transmuted distributions and random extrema pp. 6-8 Downloads
Tomasz J. Kozubowski and Krzysztof Podgórski
Destructive negative binomial cure rate model and EM-based likelihood inference under Weibull lifetime pp. 9-20 Downloads
Suvra Pal and N. Balakrishnan
A more efficient second order blind identification method for separation of uncorrelated stationary time series pp. 21-26 Downloads
Sara Taskinen, Jari Miettinen and Klaus Nordhausen
On uniform nonintegrability for a sequence of random variables pp. 27-37 Downloads
Tapas K. Chandra, Tien-Chung Hu and Andrew Rosalsky
On bounding the union probability using partial weighted information pp. 38-44 Downloads
Jun Yang, Fady Alajaji and Glen Takahara
On the length and the position of the minimum sequence containing all runs of ones in a Markovian binary sequence pp. 45-54 Downloads
Anastasios N. Arapis, Frosso S. Makri and Zaharias M. Psillakis
Characteristic function of time-inhomogeneous Lévy-driven Ornstein–Uhlenbeck processes pp. 55-61 Downloads
Frédéric Vrins
An arctangent law pp. 62-64 Downloads
Vassilis G. Papanicolaou
An exact Kolmogorov–Smirnov test for whether two finite populations are the same pp. 65-71 Downloads
Jesse Frey
Robust nonparametric kernel regression estimator pp. 72-79 Downloads
Ge Zhao and Yanyuan Ma
Optimal two-level designs for partial profile choice experiments pp. 80-87 Downloads
Soumen Manna and Ashish Das
Artifactual unit root behavior of Value at risk (VaR) pp. 88-93 Downloads
Ngai Hang Chan and Tony Sit
Asymmetric risk of the Stein variance estimator under a misspecified linear regression model pp. 94-100 Downloads
Huaizhen Qin and Weiwei Ouyang
Pitman closeness properties of point estimators and predictive densities with parametric constraints pp. 101-106 Downloads
Takeru Matsuda and William E. Strawderman
Optimal designs for regression models with autoregressive errors pp. 107-115 Downloads
Holger Dette, Andrey Pepelyshev and Anatoly Zhigljavsky
A maximum principle for the stochastic variational inequalities pp. 116-121 Downloads
Siyan Xu and Mengqi Zheng
A solution to the reversible embedding problem for finite Markov chains pp. 122-130 Downloads
Chen Jia
When Markov chains meet: A continuous-time model of network evolution pp. 131-138 Downloads
Gail Gilboa-Freedman and Refael Hassin
Large and moderate deviations for a renewal randomly indexed branching process pp. 139-145 Downloads
Zhenlong Gao and Weigang Wang
Fractional spherical random fields pp. 146-156 Downloads
D’Ovidio, Mirko, Nikolai Leonenko and Enzo Orsingher

Volume 115, issue C, 2016

Distributions in a class of Poissonized urns with an application to Apollonian networks pp. 1-7 Downloads
Panpan Zhang and Hosam M. Mahmoud
On some properties of the low-dimensional Gumbel perturbations in the Perturb-and-MAP model pp. 8-15 Downloads
Jakub M. Tomczak
Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay pp. 16-26 Downloads
Qinwei Qiu, Wei Liu, Liangjian Hu, Xuerong Mao and Surong You
Generalized seasonal tapered block bootstrap pp. 27-35 Downloads
Anna E. Dudek, Efstathios Paparoditis and Dimitris N. Politis
Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model pp. 36-44 Downloads
Won-Tak Hong and Eunju Hwang
Representation of stationary and stationary increment processes via Langevin equation and self-similar processes pp. 45-53 Downloads
Lauri Viitasaari
Regressor and disturbance have moments of all orders, least squares estimator has none pp. 54-59 Downloads
Kenneth West and Zifeng Zhao
Consistent estimation of ordinary differential equation when the transformation parameter is unknown pp. 60-69 Downloads
Jie Zhou and Hai-Lin Feng
Generalized sooner waiting time problems in a sequence of trinary trials pp. 70-78 Downloads
Serkan Eryilmaz, Min Gong and Min Xie
Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix pp. 79-87 Downloads
Constantin Siriteanu, Satoshi Kuriki, Donald Richards and Akimichi Takemura

Volume 114, issue C, 2016

A characterization of the normal distribution by the independence of a pair of random vectors pp. 1-5 Downloads
Wiktor Ejsmont
Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model pp. 6-13 Downloads
Xinmei Shen, Menghao Xu and Ebenezer Fiifi Emire Atta Mills
An accurate updating formula to calculate sample variance from weighted successive differences pp. 14-19 Downloads
Tien-Lung Sun, Kuo-Hung Lo and Juei-Chao Chen
Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims pp. 20-29 Downloads
Dawei Lu and Bin Zhang
Recursive estimation of time-average variance constants through prewhitening pp. 30-37 Downloads
Wei Zheng, Yong Jin and Guoyi Zhang
Testing composite null hypotheses based on S-divergences pp. 38-47 Downloads
Abhik Ghosh and Ayanendranath Basu
Improved prediction intervals in heteroscedastic mixed-effects models pp. 48-53 Downloads
Thomas Mathew, Sandeep Menon, Inna Perevozskaya and Samaradasa Weerahandi
Sharp total variation bounds for finitely exchangeable arrays pp. 54-59 Downloads
Alexander Volfovsky and Edoardo M. Airoldi
Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall–Olkin law pp. 60-66 Downloads
Damiano Brigo, Jan-Frederik Mai and Matthias Scherer
Weak convergence of renewal shot noise processes in the case of slowly varying normalization pp. 67-77 Downloads
Alexander Iksanov, Zakhar Kabluchko and Alexander Marynych
Modified kernel regression estimation with functional time series data pp. 78-85 Downloads
Nengxiang Ling, Chao Wang and Jin Ling
Note on the singularity of the Poisson–gamma model pp. 86-92 Downloads
Gintautas Jakimauskas and Leonidas Sakalauskas
A new proof for the peakedness of linear combinations of random variables pp. 93-98 Downloads
Shan Ju and Xiaoqing Pan
Projection pursuit multi-index (PPMI) models pp. 99-103 Downloads
Michael G. Akritas
Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices pp. 104-110 Downloads
Yoshimasa Uematsu
Construction of Sudoku-based uniform designs with mixed levels pp. 111-118 Downloads
Hongyi Li, Kashinath Chatterjee, Bo Li and Hong Qin
Ordering properties of order statistics from heterogeneous exponentiated Weibull models pp. 119-127 Downloads
Amarjit Kundu and Shovan Chowdhury

Volume 113, issue C, 2016

Geometric ergodicity of Rao and Teh’s algorithm for homogeneous Markov jump processes pp. 1-6 Downloads
Błażej Miasojedow and Wojciech Niemiro
Estimation of the noise covariance operator in functional linear regression with functional outputs pp. 7-15 Downloads
Christophe Crambes, Nadine Hilgert and Tito Manrique
A weighted simulation-based estimator for incomplete longitudinal data models pp. 16-22 Downloads
Daniel H. Li and Liqun Wang
Posterior property of Student-t linear regression model using objective priors pp. 23-29 Downloads
Min Wang and Mingan Yang
Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles pp. 30-37 Downloads
Fengyang He, Yebin Cheng and Tiejun Tong
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing pp. 38-40 Downloads
Joseph P. Romano and Michael Wolf
Nonparametric Bayes modeling with sample survey weights pp. 41-48 Downloads
Tsuyoshi Kunihama, A.H. Herring, C.T. Halpern and D.B. Dunson
Bin sizes in time-inhomogeneous infinite Polya processes pp. 49-53 Downloads
Dudley Stark
A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes pp. 54-61 Downloads
Irmina Czarna and Jean-François Renaud
On a Brownian motion with a hard membrane pp. 62-70 Downloads
Vidyadhar Mandrekar and Andrey Pilipenko
A random matrix from a stochastic heat equation pp. 71-78 Downloads
Carlos G. Pacheco
A characterization of the generalized Laplace distribution by constant regression on the sample mean pp. 79-83 Downloads
Shaul K. Bar-Lev and Daoud Bshouty
Randomly stopped sums of not identically distributed heavy tailed random variables pp. 84-93 Downloads
Svetlana Danilenko and Jonas Šiaulys
A note on continual reassessment method pp. 94-102 Downloads
Tian Tian
Bayesian inference for extreme quantiles of heavy tailed distributions pp. 103-107 Downloads
Rafael B.A. Farias, Michel H. Montoril and José A.A. Andrade
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