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Statistics & Probability Letters

1982 - 2021

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

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Volume 109, issue C, 2016

A note on the maximal outdegrees of Galton–Watson trees pp. 1-6 Downloads
Xin He
Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators pp. 7-15 Downloads
ShengJun Fan
A limit theorem related to the Hartman–Wintner–Strassen LIL and the Chover LIL pp. 16-21 Downloads
Deli Li and Shuhua Zhang
Asymptotic results for random sums of dependent random variables pp. 22-29 Downloads
Ümit Işlak
Coupling bounds for approximating birth–death processes by truncation pp. 30-38 Downloads
Forrest W. Crawford, Timothy C. Stutz and Kenneth Lange
A randomized version of the Collatz 3x+1 problem pp. 39-44 Downloads
Aristides V. Doumas and Vassilis G. Papanicolaou
A note on the Malliavin–Sobolev spaces pp. 45-53 Downloads
Peter Imkeller, Thibaut Mastrolia, Dylan Possamaï and Anthony Réveillac
Linear contrasts for the one way analysis of variance: A Bayesian approach pp. 54-62 Downloads
J.A. Cano, C. Carazo and D. Salmerón
Nonlinear Lyapunov criteria for stochastic explosive solutions pp. 63-67 Downloads
Jiamin Xing and Yong Li
Stochastic functional differential equations of Sobolev-type with infinite delay pp. 68-77 Downloads
P. Revathi, R. Sakthivel and Yong Ren
Bias reduced tail estimation for censored Pareto type distributions pp. 78-88 Downloads
J. Beirlant, A. Bardoutsos, T. de Wet and I. Gijbels
Choosing a dynamic common factor as a coincident index pp. 89-98 Downloads
Wilmer Martínez, Fabio H. Nieto and Pilar Poncela
The rate of convergence in Hoeffding’s theorem and some applications pp. 99-105 Downloads
I.S. Borisov
A Lynden-Bell integral estimator for extremes of randomly truncated data pp. 106-117 Downloads
J. Worms and R. Worms
Characterising transitive two-sample tests pp. 118-123 Downloads
Thomas Lumley and Daniel L. Gillen
Weak laws of large numbers for weighted independent random variables with infinite mean pp. 124-129 Downloads
Toshio Nakata
A random walk on the profinite completion of Z pp. 130-138 Downloads
Manuel Cruz-López, Samuel Estala-Arias and Antonio Murillo-Salas
On stability of the Markov-modulated skew CIR process pp. 139-144 Downloads
Guangli Xu and Yongjin Wang
The IM-based method for testing the non-inferiority of odds ratio in matched-pairs design pp. 145-151 Downloads
Hua Jin, Song Li and Yaolan Jin
Nonparametric restricted mean analysis across multiple follow-up intervals pp. 152-158 Downloads
Nabihah Tayob and Susan Murray
On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion pp. 159-167 Downloads
K. Kubilius and V. Skorniakov
Parameter estimation for the logistic regression model under case-control study pp. 168-177 Downloads
Pei Geng and Lyudmila Sakhanenko
New results for tails of probability distributions according to their asymptotic decay pp. 178-183 Downloads
Meitner Cadena and Marie Kratz
Concomitants of records: Limit results, generation techniques, correlation pp. 184-188 Downloads
Alexei Stepanov, Alexandre Berred and Valery B. Nevzorov
Data-driven ridge regression for Aalen’s additive risk model pp. 189-193 Downloads
Audrey Boruvka, Glen Takahara and Dongsheng Tu
Modelling circular random variables with a spike at zero pp. 194-201 Downloads
Atanu Biswas, Jayant Jha and Somak Dutta
Efficient simulation of non-Poisson non-stationary point processes to study queueing approximations pp. 202-207 Downloads
Ni Ma and Ward Whitt
On a nonparametric notion of residual and its applications pp. 208-213 Downloads
Rohit K. Patra, Bodhisattva Sen and Gábor J. Székely
Intermittency for the wave equation with Lévy white noise pp. 214-223 Downloads
Raluca M. Balan and Cheikh B. Ndongo
Stokes’ theorem, Stein’s identity and completeness pp. 224-231 Downloads
Dominique Fourdrinier and William E. Strawderman
Elliptical multiple-output quantile regression and convex optimization pp. 232-237 Downloads
Marc Hallin and Miroslav Šiman

Volume 108, issue C, 2016

The power envelope of panel unit root tests in case stationary alternatives offset explosive ones pp. 1-8 Downloads
I. Gaia Becheri, Feike C. Drost, Ramon van den Akker and Oliver Wichert
Conditional independence among max-stable laws pp. 9-15 Downloads
Ioannis Papastathopoulos and Kirstin Strokorb
Jackknife empirical likelihood inferences for the population mean with ranked set samples pp. 16-22 Downloads
Zhengjia Zhang, Tianqing Liu and Baoxue Zhang
An extension of Chesneau’s theorem pp. 23-32 Downloads
Junke Kou and Youming Liu
Intrinsic random functions and universal kriging on the circle pp. 33-39 Downloads
Chunfeng Huang, Haimeng Zhang and Scott M. Robeson
A nonparametric test of stationarity for independent data pp. 40-44 Downloads
Jeffrey D. Hart
Fixed-width confidence interval for two-stage response-adaptive designs in ridit analysis pp. 45-51 Downloads
Uttam Bandyopadhyay and Atanu Biswas
Nonparametric probability weighted empirical characteristic function and applications pp. 52-61 Downloads
Simos G. Meintanis and Nikolai G. Ushakov

Volume 107, issue C, 2015

The mode-centric M-Gaussian distribution: A model for right skewed data pp. 1-10 Downloads
Govind S. Mudholkar, Ziji Yu and Saria S. Awadalla
Lamperti transformation for continuous-state branching processes with competition and applications pp. 11-17 Downloads
Rugang Ma
A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density pp. 18-26 Downloads
Karthik Sriram
Stability in distribution of neutral stochastic functional differential equations pp. 27-36 Downloads
Li Tan, Wei Jin and Yongqiang Suo
D- and E-optimal blocked main effects plans with unequal block sizes when n is odd pp. 37-43 Downloads
Ganesh Dutta and Rita SahaRay
A generalization of quantile-based skew logistic distribution of van Staden and King pp. 44-51 Downloads
N. Balakrishnan and H.Y. So
On the uniform consistency of the Bernstein density estimator pp. 52-61 Downloads
Lu Lu
Functional regression with repeated eigenvalues pp. 62-70 Downloads
Matthew Reimherr
Hypo-exponential distributions and compound Poisson processes with alternating parameters pp. 71-78 Downloads
Nikita Ratanov
Prediction consistency of forward iterated regression and selection technique pp. 79-83 Downloads
Shikai Luo and Subhashis Ghosal
Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC pp. 84-92 Downloads
Samuel Soubeyrand and Emilie Haon-Lasportes
Discrete time shock models involving runs pp. 93-100 Downloads
Serkan Eryilmaz
Copula-graphic estimators for the marginal survival function with censoring indicators missing at random pp. 101-110 Downloads
Yi Liu and Qihua Wang
On the non-existence of maximum likelihood estimates for the extended exponential power distribution and its generalizations pp. 111-114 Downloads
Samuel E. Tumlinson
Inconsistent hybrid bootstrap confidence regions pp. 115-121 Downloads
Robert W. Keener and Hokeun Sun
Asymptotic properties of Euclidean shortest-path trees in random geometric graphs pp. 122-130 Downloads
Christian Hirsch, David Neuhäuser, Catherine Gloaguen and Volker Schmidt
Translation, contraction and dilation of dual generalized order statistics pp. 131-135 Downloads
Imtiyaz A. Shah, A.H. Khan and H.M. Barakat
de La Vallée Poussin’s theorem, uniform integrability, tightness and moments pp. 136-141 Downloads
Tapas Kumar Chandra
The failure rate of a convolution dominates the failure rate of any IFR component pp. 142-144 Downloads
Henry W. Block and Thomas H. Savits
On the Matsumoto–Yor type regression characterization of the gamma and Kummer distributions pp. 145-149 Downloads
Jacek Wesołowski
A note on the Chover-type law of the iterated logarithm for the weighted partial sums of α-mixing sequences pp. 150-156 Downloads
Guang-hui Cai and Xue-yan Pan
Limiting behaviour of constrained sums of two variables and the principle of a single big jump pp. 157-163 Downloads
Jaakko Lehtomaa
Characterizations of the exponential distribution by the concept of residual life at random time pp. 164-169 Downloads
M. Kayid and S. Izadkhah
On integration by parts formula and characterization of fractional Ornstein–Uhlenbeck process pp. 170-177 Downloads
Xiaoxia Sun and Feng Guo
Balancing scores for simultaneous comparisons of multiple treatments pp. 178-182 Downloads
Yannis G. Yatracos
The Gerber–Shiu discounted penalty function in the classical risk model with impulsive dividend policy pp. 183-190 Downloads
Xiangdong Liu, Jie Xiong and Shuaiqi Zhang
Central limit theorem under uncertain linear transformations pp. 191-198 Downloads
Dmitry B. Rokhlin
When are two Markov chains similar? pp. 199-203 Downloads
Brian Fralix
A new multiple imputation method for bounded missing values pp. 204-209 Downloads
Tae Yeon Kwon and Yousung Park
Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails pp. 210-214 Downloads
Konrad Kolesko and Rafał Latała
Wald-type statistics using {2}-inverses for hypothesis testing in general factorial designs pp. 215-220 Downloads
Łukasz Smaga
CARMA processes as solutions of integral equations pp. 221-227 Downloads
Peter J. Brockwell and Alexander Lindner
Empirical likelihood confidence band for the difference of survival functions under proportional hazards model pp. 228-235 Downloads
Mai Zhou and Shihong Zhu
On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces pp. 236-245 Downloads
N.T.T. Hien and L.V. Thanh
Analytical approximation for distorted expectations pp. 246-252 Downloads
Xianming Sun, Siqing Gan and Michèle Vanmaele
Suprema of canonical Weibull processes pp. 253-263 Downloads
Robert Bogucki
On the almost sure invariance principle for dependent Bernoulli random variables pp. 264-271 Downloads
Yang Zhang and Li-Xin Zhang
Theoretical investigation of an exploratory approach for log-density in scale-space pp. 272-279 Downloads
Jib Huh and Cheolwoo Park
Quantizations of probability measures and preservation of the convex order pp. 280-285 Downloads
David M. Baker
Rate acceleration for estimators of integral curves from diffusion tensor imaging (DTI) data pp. 286-295 Downloads
Lyudmila Sakhanenko
An improved and efficient estimation method for varying-coefficient model with missing covariates pp. 296-303 Downloads
Jing Sun and Qihang Sun
Empirical likelihood inference for the odds ratio of two survival functions under right censoring pp. 304-312 Downloads
Meng Zhao, Yichuan Zhao and Ian W. McKeague
Model selection in high-dimensional quantile regression with seamless L0 penalty pp. 313-323 Downloads
Gabriela Ciuperca
Detection of influential measurement for ordinary differential equation with application to HIV dynamics pp. 324-332 Downloads
Jie Zhou
On the supremum of the spectrally negative stable process with drift pp. 333-340 Downloads
Guillaume Coqueret
Transient analysis of a stationary Lévy-driven queue pp. 341-347 Downloads
Jevgenijs Ivanovs and Michel Mandjes
Construction of alternative hypotheses for randomization tests with ordinal outcomes pp. 348-355 Downloads
Jiannan Lu, Peng Ding and Tirthankar Dasgupta
Asymptotic results for the number of Wagner’s solutions to a generalised birthday problem pp. 356-361 Downloads
Alexey Lindo and Serik Sagitov
On the use of blocked 2-level main effects plans having blocks of different sizes pp. 362-368 Downloads
Mike Jacroux and Bonni Kealy-Dichone
Moments, errors, asymptotic normality and large deviation principle in nonparametric functional regression pp. 369-377 Downloads
Gery Geenens
On the asymptotic normality of the extreme value index for right-truncated data pp. 378-384 Downloads
Souad Benchaira, Djamel Meraghni and Abdelhakim Necir
Page updated 2021-07-24