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Statistics & Probability Letters

1982 - 2021

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

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Volume 112, issue C, 2016

Conditional independence and conditioned limit laws pp. 1-4 Downloads
Ioannis Papastathopoulos
Bayesian information in an experiment and the Fisher information distance pp. 5-9 Downloads
Stephen G. Walker
Extremal properties of the skew-t distribution pp. 10-19 Downloads
Zuoxiang Peng, Chunqiao Li and Saralees Nadarajah
Simplicial bivariate tests for randomness pp. 20-25 Downloads
Germain Van Bever
Weighted M-estimators for multivariate clustered data pp. 26-34 Downloads
M. El Asri, D. Blanke and E. Gabriel
A simple probabilistic approach of the Yard-Sale model pp. 35-40 Downloads
Christophe Chorro
A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho pp. 41-50 Downloads
Ana Pérez and Mercedes Prieto-Alaiz
A positive dependence notion based on componentwise unimodality of copulas pp. 51-57 Downloads
Saeed Zalzadeh and Franco Pellerey
Asymptotics of powers of binomial and multinomial probabilities pp. 58-62 Downloads
K.B. Athreya and R. Janicki
A new class of lifetime distributions pp. 63-71 Downloads
Serkan Eryilmaz
On randomization-based and regression-based inferences for 2K factorial designs pp. 72-78 Downloads
Jiannan Lu
Epidemic change tests for the mean of innovations of an AR(1) process pp. 79-91 Downloads
J. Markevičiūtė
Objective priors for the zero-modified model pp. 92-97 Downloads
Ryunosuke Tanabe and Etsuo Hamada
Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model pp. 98-104 Downloads
Nguyen Tien Dung
On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model pp. 105-112 Downloads
Yongge Tian and Xuan Zhang
Multivariate Poisson interpoint distances pp. 113-123 Downloads
Reza Modarres
Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes pp. 124-130 Downloads
Christian H. Weiß and Sebastian Schweer
Stochastic comparisons of parallel and series systems with heterogeneous Birnbaum–Saunders components pp. 131-136 Downloads
Longxiang Fang, Xiaojun Zhu and N. Balakrishnan
Some results on residual entropy of ranked set samples pp. 137-145 Downloads
Saeid Tahmasebi, Ali Akbar Jafari and Maryam Eskandarzadeh

Volume 111, issue C, 2016

Random central limit theorem for associated random variables and the order of approximation pp. 1-7 Downloads
B.L.S. Prakasa Rao and M. Sreehari
A note on martingale deviation bounds pp. 8-11 Downloads
Thomas R. Boucher
Higher-order expansions of powered extremes of normal samples pp. 12-17 Downloads
Wei Zhou and Chengxiu Ling
Quality of fit measurement in regression quantiles: An elemental set method approach pp. 18-25 Downloads
Edmore Ranganai
Modelling cluster detection in spatial scan statistics: Formation of a spatial Poisson scanning window and an ADHD case study pp. 26-31 Downloads
S.M. Aboukhamseen, A.R. Soltani and M. Najafi
Multiplicity- and dependency-adjusted p-values for control of the family-wise error rate pp. 32-40 Downloads
Jens Stange, Thorsten Dickhaus, Arcadi Navarro and Daniel Schunk
Characterizations of Discrete Weibull related distributions pp. 41-48 Downloads
Magdalena Szymkowiak and Maria Iwińska
The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing pp. 49-54 Downloads
Piotr Bolesław Nowak
On a robustness property of the Rayleigh and Bingham tests of uniformity pp. 55-59 Downloads
James R. Schott
Order-invariant prior specification in Bayesian factor analysis pp. 60-66 Downloads
Dennis Leung and Mathias Drton
A general parametric Stein characterization pp. 67-71 Downloads
Christophe Ley and Yvik Swan
Kullback–Leibler divergence: A quantile approach pp. 72-79 Downloads
P.G. Sankaran, S.M. Sunoj and N. Unnikrishnan Nair
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions pp. 80-85 Downloads
Alexander Dürre, David E. Tyler and Daniel Vogel
Bernstein’s inequalities and their extensions for getting the Black–Scholes option pricing formula pp. 86-92 Downloads
Anna Glazyrina and Alexander Melnikov

Volume 110, issue C, 2016

Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample pp. 1-7 Downloads
Ghobad Barmalzan, Amir Payandeh and Narayanaswamy Balakrishnan
On the speed of the one-dimensional polymer in the large range regime pp. 8-17 Downloads
Chien-Hao Huang
Laplace mixture autoregressive models pp. 18-24 Downloads
Hien D. Nguyen, Geoffrey J. McLachlan, Jeremy F.P. Ullmann and Andrew L. Janke
Reliability study of a coherent system with single general standby component pp. 25-33 Downloads
Pradip Kundu, Nil Kamal Hazra and Asok K. Nanda
On the equivalence between conditional and random-effects likelihoods in exponential families pp. 34-38 Downloads
Riccardo De Bin
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching pp. 39-50 Downloads
Xiliang Fan and Chenggui Yuan
Limit theorems for order statistics from exponentials pp. 51-57 Downloads
Yu Miao, Rujun Wang and Andre Adler
A central limit theorem for quadruple-wise independent arrays of random variables pp. 58-61 Downloads
Cristina Tone
Transient one-dimensional diffusions conditioned to converge to a different limit point pp. 62-73 Downloads
Alexandru Hening
Solving the double barrier reflected BSDEs via penalization method pp. 74-83 Downloads
Min Li and Yufeng Shi
Efficient estimation for the heteroscedastic single-index varying coefficient models pp. 84-93 Downloads
Peng Lai, Qingzhao Zhang, Heng Lian and Qihua Wang
A characterization of exponential distribution and the Sukhatme–Rényi decomposition of exponential maxima pp. 94-102 Downloads
George P. Yanev and Santanu Chakraborty
High dimensional discrimination analysis via a semiparametric model pp. 103-110 Downloads
Binyan Jiang and Chenlei Leng
Slash distributions of the sum of independent logistic random variables pp. 111-118 Downloads
J.M. del Castillo
Large deviations for some non-standard telegraph processes pp. 119-127 Downloads
Claudio Macci
A general large deviation principle for longest runs pp. 128-132 Downloads
Zhenxia Liu and Xiangfeng Yang
One-step M-estimates of scatter and the independence property pp. 133-136 Downloads
J. Virta
Scan statistics for detecting a local change in variance for normal data with unknown population variance pp. 137-145 Downloads
Bo Zhao and Joseph Glaz
An improved integrated likelihood population size estimation in Dual-record System pp. 146-154 Downloads
Kiranmoy Chatterjee and Diganta Mukherjee
Small ball probabilities for a class of time-changed self-similar processes pp. 155-161 Downloads
Kei Kobayashi
Some integrals involving multivariate Hermite polynomials: Application to evaluating higher-order local powers pp. 162-168 Downloads
Yoshihide Kakizawa
A strong law and a law of the single logarithm for arrays of rowwise independent random variables pp. 169-174 Downloads
Pingyan Chen, Xiaoqin Ye and Tien-Chung Hu
On quasi-ergodic distribution for one-dimensional diffusions pp. 175-180 Downloads
Guoman He and Hanjun Zhang
Bias reduction with Variable Percent Bias Reducing matching pp. 181-184 Downloads
Yannis G. Yatracos
Extremes of Gaussian fields with a smooth random variance pp. 185-190 Downloads
Goran Popivoda and Siniša Stamatović
Asymptotic near-efficiency of the “Gibbs-energy and empirical-variance” estimating functions for fitting Matérn models — I: Densely sampled processes pp. 191-197 Downloads
Didier A. Girard
Short-range dependent processes subordinated to the Gaussian may not be strong mixing pp. 198-200 Downloads
Shuyang Bai and Murad S. Taqqu
On nomenclature for, and the relative merits of, two formulations of skew distributions pp. 201-206 Downloads
Adelchi Azzalini, Ryan P. Browne, Marc G. Genton and Paul D. McNicholas
Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes pp. 207-210 Downloads
Akimichi Takemura
On testing whether burn-in is required under the long-run average cost pp. 217-224 Downloads
Faezeh Mohammadi, Muhyiddin Izadi and Chin-Diew Lai
Performance of discrete associated kernel estimators through the total variation distance pp. 225-235 Downloads
Célestin C. Kokonendji and Davit Varron
New developments on the Lp-metric between a probability distribution and its distortion pp. 236-243 Downloads
Jianping Yang and Taizhong Hu
An analytic generalization of independence and identical distributiveness pp. 244-248 Downloads
Abram M. Kagan and Gábor J. Székely
On the asymptotic properties of the Bernstein estimator of the multivariate distribution function pp. 249-256 Downloads
Mohamed Belalia
On infinite dimensional periodically correlated random fields: Spectrum and evolutionary spectra pp. 257-267 Downloads
H. Haghbin and Z. Shishebor
A robust penalized estimation for identification in semiparametric additive models pp. 268-277 Downloads
Jing Yang and Hu Yang
On asymptotics related to classical inference in stochastic differential equations with random effects pp. 278-288 Downloads
Trisha Maitra and Sourabh Bhattacharya
Jackknife empirical likelihood confidence interval for the Gini index pp. 289-295 Downloads
Dongliang Wang, Yichuan Zhao and Dirk W. Gilmore
A note on Bartlett correction factor for tests on cointegrating relations pp. 296-304 Downloads
Alessandra Canepa
Quantile regression for single-index-coefficient regression models pp. 305-317 Downloads
Rong Jiang and Wei-Min Qian
Minimum message length analysis of multiple short time series pp. 318-328 Downloads
Daniel F. Schmidt and Enes Makalic
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