Economics at your fingertips  

Statistics & Probability Letters

1982 - 2021

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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
Page updated 2021-08-01