Statistics & Probability Letters

1982 - 2025

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

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Volume 145, issue C, 2019

On the asymptotic behavior of the Diaconis–Freedman chain on [0,1] pp. 1-11

Fetima Ladjimi and Marc Peigné

On the consistency of penalized MLEs for Erlang mixtures pp. 12-20

Cuihong Yin, X. Sheldon Lin, Rongtan Huang and Haili Yuan

Passive tracer in non-Markovian, Gaussian velocity field pp. 21-27

Tymoteusz Chojecki

On APF test for Poisson process with shift and scale parameters pp. 28-36

A.S. Dabye, Yu.A. Kutoyants and E.D. Tanguep

Exponential probability distribution on symmetric matrices pp. 37-42

A. Hassairi and A. Roula

Geometric ergodicity for some space–time max-stable Markov chains pp. 43-49

Erwan Koch and Christian Y. Robert

Large sample properties of a new measure of income inequality pp. 50-56

Xiaoke Zhang and Joseph L. Gastwirth

Efficient computation for Bayesian comparison of two proportions pp. 57-62

Mikkel N. Schmidt and Morten Mørup

On asymptotic normality of certain linear rank statistics pp. 63-73

V. Skorniakov

Linear process bootstrap unit root test pp. 74-80

Nan Zou and Dimitris N. Politis

Estimation of minimum and maximum correlation coefficients pp. 81-88

Jim X. Xiang

Correlation extrapolated pp. 89-95

Pierre-André G. Maugis

On the semi-group of a scaled skew Bessel process pp. 96-102

Larbi Alili and Andrew Aylwin

Three skewed matrix variate distributions pp. 103-109

Michael P.B. Gallaugher and Paul D. McNicholas

Lift expectations of random sets pp. 110-117

Marc-Arthur Diaye, Gleb A. Koshevoy and Ilya Molchanov

Stein operators for variables form the third and fourth Wiener chaoses pp. 118-126

Robert E. Gaunt

On three-level D-optimal paired choice designs pp. 127-132

Rakhi Singh

Tamed Euler–Maruyama approximation for stochastic differential equations with locally Hölder continuous diffusion coefficients pp. 133-140

Hoang Long Ngo and Duc Trong Luong

Bounds for the probability to leave the interval pp. 141-146

V.I. Lotov

A note on Parisian ruin under a hybrid observation scheme pp. 147-157

Mohamed Amine Lkabous

Another bias correction for asymmetric kernel density estimation with a parametric start pp. 158-165

Masayuki Hirukawa and Mari Sakudo

Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model pp. 166-172

Stelios Arvanitis

Kernel estimation of the conditional density under a censorship model pp. 173-180

Lamia Aouicha and Fatiha Messaci

An extremal property of the normal distribution, with a discrete analog pp. 181-186

Erwan Hillion, Oliver Johnson and Adrien Saumard

Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes pp. 187-196

Naâmane Laïb and Djamal Louani

Geometric dispersion models with real quadratic v-functions pp. 197-204

Rahma Abid, Célestin C. Kokonendji and Afif Masmoudi

On probabilistic aspects of Chebyshev polynomials pp. 205-215

Paweł J. Szabłowski

Concentration of measure for radial distributions and consequences for statistical modeling pp. 216-223

Ery Arias-Castro and Xiao Pu

A note on strong-consistency of componentwise ARH(1) predictors pp. 224-228

M.D. Ruiz-Medina and J. Álvarez-Liébana

Integration by parts formulas for marked Hawkes processes pp. 229-237

Atsushi Takeuchi

Moments and cumulants of the extremes of a sample from a uniform distribution pp. 238-247

Christopher S. Withers and Saralees Nadarajah

Partial monotonicity of entropy revisited pp. 248-253

Wanwan Xia

Central limit theorem for the entries of products of random matrices without the positivity condition pp. 254-259

Ignacio Arbués

Time-varying cointegration model using wavelets pp. 260-267

Eder Lucio da Fonseca, Airlane Pereira Alencar and Pedro Alberto Morettin

Bayesian estimation of Kendall’s τ using a latent normal approach pp. 268-272

Johnny van Doorn, Alexander Ly, Maarten Marsman and Eric-Jan Wagenmakers

Probabilistic interpretation for Sobolev solutions of McKean–Vlasov partial differential equations pp. 273-283

Zhen Wu and Ruimin Xu

Stable Lévy process delayed by tempered stable subordinator pp. 284-292

J. Gajda, A. Kumar and A. Wyłomańska

A model for level induced conditional heteroskedasticity pp. 293-300

Jon Michel and Robert de Jong

Minimum distance parameter estimation for SDEs with small α-stable noises pp. 301-311

Huiyan Zhao and Chongqi Zhang

Conditional distributions of multivariate normal mean–variance mixtures pp. 312-316

Ahad Jamalizadeh and Narayanaswamy Balakrishnan

Using DAGs to identify the sufficient dimension reduction in the Principal Fitted Components model pp. 317-320

María Eugenia Szretter Noste

A quantitative discounted central limit theorem using the Fourier metric pp. 321-326

Guy Katriel

Stochastic comparisons on conditional residual lifetime and inactivity time of coherent systems with exchangeable components pp. 327-337

Ebrahim Salehi and Mahdi Tavangar

On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality pp. 338-344

Zhenzhen Niu, Jiang Hu, Zhidong Bai and Wei Gao

On the moment generating function for random vectors via inverse survival function pp. 345-350

Pingfan Song, Changchun Tan and Shaochen Wang

A variation of constant formula for Caputo fractional stochastic differential equations pp. 351-358

P.T. Anh, T.S. Doan and P.T. Huong

Efficient estimation of a distribution function based on censored data pp. 359-364

Filippos Alevizos, Dimitrios Bagkavos and Dimitrios Ioannides

Volume 144, issue C, 2019

Multivariate spatial meta kriging pp. 3-8

Rajarshi Guhaniyogi and Sudipto Banerjee

A turning bands method for simulating isotropic Gaussian random fields on the sphere pp. 9-15

Xavier Emery, Reinhard Furrer and Emilio Porcu

Copula-based segmentation of cylindrical time series pp. 16-22

Francesco Lagona

Kernel density classification for spherical data pp. 23-29

Marco Di Marzio, Stefania Fensore, Agnese Panzera and Charles C. Taylor

Local binary regression with spherical predictors pp. 30-36

Marco Di Marzio, Stefania Fensore, Agnese Panzera and Charles C. Taylor

Synthetically lagged models pp. 37-43

Wesley S. Burr, Hwashin H. Shin and Glen Takahara

A Bayesian hierarchical model for multiple imputation of urban spatio-temporal groundwater levels pp. 44-51

Kimberly F. Manago, Terri S. Hogue, Aaron Porter and Amanda S. Hering

Generalized biodiversity assessment by Bayesian nested random effects models with spyke-and-slab priors pp. 52-56

Giovanna Jona Lasinio, Alessio Pollice and Elisa Anna Fano

Functional analysis of spatial aggregation regions of Jeffrey pine beetle-attack within the Lake Tahoe Basin pp. 57-62

Ekaterina Smirnova, Omid Khormali and Joel M. Egan

Using isotope composition and other node attributes to predict edges in fish trophic networks pp. 63-68

Vyacheslav Lyubchich and Ryan J. Woodland

The scale enhanced wild bootstrap method for evaluating climate models using wavelets pp. 69-73

Snigdhansu Chatterjee