Statistics & Probability Letters

1982 - 2025

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

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Volume 148, issue C, 2019

Stochastic monotonicity of MLEs of the mean for exponentially distributed lifetimes under hybrid censoring pp. 1-8

Thomas van Bentum and Erhard Cramer

On mutual information estimation for mixed-pair random variables pp. 9-16

Aleksandr Beknazaryan, Xin Dang and Hailin Sang

Independence test for large sparse contingency tables based on distance correlation pp. 17-22

Qingyang Zhang

The smallest eigenvalues of random kernel matrices: Asymptotic results on the min kernel pp. 23-29

Lu-Jing Huang, Yin-Ting Liao, Lo-Bin Chang and Chii-Ruey Hwang

A concentration inequality for inhomogeneous Neyman–Scott point processes pp. 30-34

Jean-François Coeurjolly and Patricia Reynaud-Bouret

Power and level robustness of a test for composite hypotheses under independent non-homogeneous data pp. 35-42

Abhik Ghosh and Ayanendranath Basu

Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes pp. 43-53

Geon Ho Choe, Hyun Jin Jang and Young Hoon Na

On computing maximum likelihood estimates for the negative binomial distribution pp. 54-58

Udika Bandara, Ryan Gill and Riten Mitra

Unbiasedness of LRT on the homogeneity of means in MANOVA under general order restrictions pp. 59-65

Mustafa Hamdan and Xiaomi Hu

On the properties of a Takács distribution pp. 66-73

Lucio Barabesi and Luca Pratelli

Density deconvolution from grouped data with additive errors pp. 74-81

Cao Xuan Phuong and Le Thi Hong Thuy

Feynman–Kac penalizations of rotationally symmetric α-stable processes pp. 82-87

Yunke Li and Masayoshi Takeda

A bound of the β-mixing coefficient for point processes in terms of their intensity functions pp. 88-93

Arnaud Poinas

Uniform estimation of isobars pp. 94-100

Marie-Françoise Barme-Delcroix and Margarida Brito

Centered Sobolev inequality and exponential convergence in Φ-entropy pp. 101-111

Lingyan Cheng and Liming Wu

Locally optimal designs for mixed binary and continuous responses pp. 112-117

Soohyun Kim and Ming-Hung Kao

Stochastic flows of SDEs with non-Lipschitz coefficients and singular time pp. 118-127

Jie Xu, Jiaping Wen, Jianyong Mu and Jicheng Liu

Construction of Liouville Brownian motion via Dirichlet form theory pp. 128-132

Jiyong Shin

Priority of the result in ‘Mean field limit for survival probability of the high-dimensional contact process’ pp. 133-133

Xiaofeng Xue

Discrete records: Limit theorems for their spacings and generation methods pp. 134-142

A. Pakhteev and A. Stepanov

Generalized Random Dot Product graph pp. 143-149

Tin Lok James Ng and Thomas Brendan Murphy

Hölder’s identity pp. 150-154

W.D. Brinda, Jason M. Klusowski and Dana Yang

Extreme-aggregation measures in the RDEU model pp. 155-163

Ouxiang Chen and Taizhong Hu

Almost sure uniform convergence of a random Gaussian field conditioned on a large linear form to a non random profile pp. 164-168

Philippe Mounaix

Volume 147, issue C, 2019

On Brownian exit times from perturbed multi-strips pp. 1-5

M. Lifshits and A. Nazarov

Ergodicity conditions for a double mixed Poisson autoregression pp. 6-11

Abdelhakim Aknouche and Nacer Demmouche

Dimension walks on Sd×R pp. 12-17

N.H. Bingham and Tasmin L. Symons

A note on large deviation probabilities for empirical distribution of branching random walks pp. 18-28

Wanlin Shi

On probability of high extremes of Gaussian fields with a smooth random trend pp. 29-35

Goran Popivoda and Siniša Stamatović

Model selection using mass-nonlocal prior pp. 36-44

Guiling Shi, Chae Young Lim and Tapabrata Maiti

Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation pp. 45-56

Shanshan Liu, Xiaoyu Xing and Guoxin Liu

Harmonic moments, large and moderate deviation principles for Mandelbrot’s cascade in a random environment pp. 57-65

Yingqiu Li, Quansheng Liu and Xuelian Peng

Testing multivariate scatter parameter in elliptical model based on forward search method pp. 66-72

Chitradipa Chakraborty

Extremal properties of the univariate extended skew-normal distribution, Part A pp. 73-82

B. Beranger, S.A. Padoan, Yilong Xu and S.A. Sisson

Removal of the points that do not support an E-optimal experimental design pp. 83-89

Radoslav Harman and Samuel Rosa

Cointegrated linear processes in Bayes Hilbert space pp. 90-95

Won-Ki Seo and Brendan Beare

Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games pp. 96-104

Qingda Wei

Extremal properties of the multivariate extended skew-normal distribution, Part B pp. 105-114

B. Beranger, S.A. Padoan, Yilong Xu and S.A. Sisson

Volume 146, issue C, 2019

Residual extropy of k-record values pp. 1-6

Jitto Jose and E.I. Abdul Sathar

Intrinsic random functions on the sphere pp. 7-14

Chunfeng Huang, Haimeng Zhang, Scott M. Robeson and Jacob Shields

On the Euler–Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients pp. 15-26

Libo Li and Dai Taguchi

Decomposition of backward SLE in the capacity parametrization pp. 27-35

Benjamin Mackey and Dapeng Zhan

Various optimality criteria for the prediction of individual response curves pp. 36-41

Maryna Prus

Extremal process of the zero-average Gaussian free field for d≥3 pp. 42-49

Sayan Das and Rajat Subhra Hazra

Exchangeable random partitions from max-infinitely-divisible distributions pp. 50-56

Stilian Stoev and Yizao Wang

Distributions of the minimum and the maximum of a random number of random variables pp. 57-64

Panayiotis Bobotas and Markos V. Koutras

Exponential inequality for chaos based on sampling without replacement pp. 65-69

P. Hodara and P. Reynaud-Bouret

Generalized and robustified empirical depths for multivariate data pp. 70-79

Xiaohui Liu, Jafer Rahman and Shihua Luo

Some properties of the one-dimensional subordinated stable model pp. 80-84

Vladimir Panov

On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces pp. 85-89

H. de la Cruz, J.C. Jimenez and R.J. Biscay

Variable-based missing mechanism for an incomplete contingency table with unit missingness pp. 90-96

Saebom Jeon, Tae Yeon Kwon and Yousung Park

A nested expectation–maximization algorithm for latent class models with covariates pp. 97-103

Daniele Durante, Antonio Canale and Tommaso Rigon

Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables pp. 104-111

Chen Li and Xiaohu Li

An elementary derivation of the Chinese restaurant process from Sethuraman’s stick-breaking process pp. 112-117

Jeffrey W. Miller

q-Stieltjes classes for some families of q-densities pp. 118-123

Sofiya Ostrovska and Mehmet Turan

Sliced Latin hypercube designs with both branching and nested factors pp. 124-131

Hao Chen, Jinyu Yang, Dennis K.J. Lin and Min-Qian Liu

Finite thinning-selfdecomposable point processes pp. 132-138

Michel Davydov and Sergei Zuyev

On moments of integral exponential functionals of additive processes pp. 139-146

Paavo Salminen and Lioudmila Vostrikova

Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion pp. 147-155

Yang Yang, Wen Su and Zhimin Zhang

A simple model-free survival conditional feature screening pp. 156-160

Xiaolin Chen, Yahui Zhang, Xiaojing Chen and Yi Liu

Couplings for processes with independent increments pp. 161-167

David Criens

A central limit theorem for marginally coupled designs pp. 168-174

Sumin Wang, Dongying Wang and Fasheng Sun

Double robustness without weighting pp. 175-180

Myoung-jae Lee and Sanghyeok Lee

Confidence regions in step–stress experiments with multiple samples under repeated type-II censoring pp. 181-186

S. Bedbur and U. Kamps

Equivalent distortion risk measures on moment spaces pp. 187-192

Dries Cornilly and Steven Vanduffel

A generalization of Expected Shortfall based capital allocation pp. 193-199

Li Xun, Yangzhi Zhou and Yong Zhou

A short note on the dependence structure of random vectors pp. 200-205

José M. González-Barrios, Eduardo Gutiérrez-Peña and Raúl Rueda

Quantification of the impact of priors in Bayesian statistics via Stein’s Method pp. 206-212

Fatemeh Ghaderinezhad and Christophe Ley

On the action of the Hilbert transform on ℓ1N-valued functions pp. 213-223

Adam Osękowski

Averaging principle for the heat equation driven by a general stochastic measure pp. 224-230

Vadym Radchenko