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Statistics & Probability Letters

1982 - 2021

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

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Volume 104, issue C, 2015

The Davis–Gut law for moving average processes pp. 1-6 Downloads
Xiangdong Liu, Hangyong Qian and Linqiu Cao
Multivariate EWMA control chart based on a variable selection using AIC for multivariate statistical process monitoring pp. 7-13 Downloads
Kazuya Nishimura, Shun Matsuura and Hideo Suzuki
Robust parameter change test for Poisson autoregressive models pp. 14-21 Downloads
Jiwon Kang and Junmo Song
A simple proof for the convexity of the Choquet integral pp. 22-25 Downloads
Aurélien Alfonsi
Model verification for Lévy-driven Ornstein–Uhlenbeck processes with estimated parameters pp. 26-35 Downloads
Ibrahim Abdelrazeq
Large deviations for a class of counting processes and some statistical applications pp. 36-48 Downloads
Claudio Macci and Barbara Pacchiarotti
The strong representation for the nonparametric estimator of length-biased and right-censored data pp. 49-57 Downloads
Jianhua Shi, Xiaoping Chen and Yong Zhou
Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes pp. 58-67 Downloads
Shuyang Bai, Mamikon S. Ginovyan and Murad S. Taqqu
Intuitive approximations in discrete renewal theory, Part 1: Regularly varying case pp. 68-74 Downloads
Edward Omey and Stefan Van Gulck
The Kumaraswamy skew-normal distribution pp. 75-81 Downloads
Valentina Mameli
Sharp L1(ℓq) estimate for a sequence and its predictable projection pp. 82-86 Downloads
Adam Osȩkowski
A dynamic view to moment matching of truncated distributions pp. 87-93 Downloads
Benoit Liquet and Yoni Nazarathy
A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale pp. 94-101 Downloads
Dörte Kreher and Ashkan Nikeghbali
A generalization of the Petrov strong law of large numbers pp. 102-108 Downloads
Valery Korchevsky
Pivotal inference for the scaled half logistic distribution based on progressively Type-II censored samples pp. 109-116 Downloads
Jung-In Seo and Suk-Bok Kang
Bounds on the expected value of maximum loss of fractional Brownian motion pp. 117-122 Downloads
Ceren Vardar-Acar and Hatice Bulut
Mixture discrepancy on symmetric balanced designs pp. 123-132 Downloads
A. Elsawah and Hong Qin
Berry–Esseen bounds for the percentile residual life function estimators pp. 133-140 Downloads
Mu Zhao and Hongmei Jiang
Spherically symmetric multivariate beta family kernels pp. 141-145 Downloads
Tarn Duong
An efficient monotone data augmentation algorithm for Bayesian analysis of incomplete longitudinal data pp. 146-152 Downloads
Yongqiang Tang
A moment-based test for individual effects in the error component model with incomplete panels pp. 153-162 Downloads
Jianhong Wu, Jinxu Qin and Qing Ding
Cross-classified sampling: Some estimation theory pp. 163-168 Downloads
C.J. Skinner
Statistical Skorohod embedding problem: Optimality and asymptotic normality pp. 169-180 Downloads
Denis Belomestny and John Schoenmakers

Volume 103, issue C, 2015

Large and moderate deviations for a class of renewal random indexed branching process pp. 1-5 Downloads
Zhenlong Gao and Yanhua Zhang
A probabilistic proof of the Hardy inequality pp. 6-7 Downloads
Stephen G. Walker
An estimator for the tail index of an integrated conditional Pareto–Weibull-type model pp. 8-16 Downloads
Yuri Goegebeur, Armelle Guillou and Michael Osmann
On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model pp. 17-23 Downloads
Shuaimin Kang, Min Wang and Tao Lu
On the upper bound in Varadhan’s Lemma pp. 24-29 Downloads
H.M. Jansen, M.R.H. Mandjes, K. De Turck and S. Wittevrongel
Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains pp. 30-36 Downloads
A.I. Zeifman and V. Yu. Korolev
Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression pp. 37-45 Downloads
Tian Xia, Xuejun Jiang and Xueren Wang
Weak convergence of equity derivatives pricing with default risk pp. 46-56 Downloads
Gaoxiu Qiao and Qiang Yao
Reducing sample size in negative binomial UMPU test pp. 57-61 Downloads
Uttam Bandyopadhyay, Shirsendu Mukherjee and Dhiman Dutta
Maxima of a triangular array of multivariate Gaussian sequence pp. 62-72 Downloads
Enkelejd Hashorva, Liang Peng and Zhichao Weng
On shape properties of the receiver operating characteristic curve pp. 73-79 Downloads
Bhaskar Bhattacharya and Gareth Hughes
Partial stochastic dominance for the multivariate Gaussian distribution pp. 80-85 Downloads
Amanda Turner and John Whitehead
Model selection and estimation in high dimensional regression models with group SCAD pp. 86-92 Downloads
Xiao Guo, Hai Zhang, Yao Wang and Jiang-Lun Wu
On the generalized multivariate Gumbel distribution pp. 93-99 Downloads
Haydar Demirhan and Zeynep Kalaylioglu
Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors pp. 100-104 Downloads
Debdeep Pati and Anirban Bhattacharya
A note on the e–a histogram pp. 105-109 Downloads
T.H. Kirschenmann, P. Damien and S.G. Walker
Semi-strong linearity testing in linear models with dependent but uncorrelated errors pp. 110-115 Downloads
Yacouba Boubacar Maïnassara and Hamdi Raïssi
A new strategy for optimal foldover two-level designs pp. 116-126 Downloads
A. Elsawah and Hong Qin
Complete asymptotic expansions for normal extremes pp. 127-133 Downloads
Saralees Nadarajah
Inverse tempered stable subordinators pp. 134-141 Downloads
A. Kumar and P. Vellaisamy
Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix pp. 142-147 Downloads
Vered Madar
On Bayesian asymptotics in stochastic differential equations with random effects pp. 148-159 Downloads
Trisha Maitra and Sourabh Bhattacharya
Fast approximate likelihood evaluation for stable VARFIMA processes pp. 160-168 Downloads
Jeffrey Pai and Nalini Ravishanker
Spline-based sieve estimation in monotone constrained varying-coefficient partially linear EV model pp. 169-175 Downloads
Baosheng Liang, Tao Hu and Xingwei Tong
Discrete strong unimodality of order statistics pp. 176-185 Downloads
Mahdi Alimohammadi, Mohammad Hossein Alamatsaz and Erhard Cramer

Volume 102, issue C, 2015

A correction term for the covariance of renewal-reward processes with multivariate rewards pp. 1-7 Downloads
Brendan Patch, Yoni Nazarathy and Thomas Taimre
Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations pp. 8-16 Downloads
Surong You, Liangjian Hu, Wei Mao and Xuerong Mao
A note on allocation policy in two-parallel–series and two-series–parallel systems with respect to likelihood ratio order pp. 17-21 Downloads
Jiantian Wang and Henry Laniado
Time series regression with persistent level shifts pp. 22-29 Downloads
Jonathan Woody
Moment for the inverse Riesz distributions pp. 30-37 Downloads
Mahdi Louati and Afif Masmoudi
Diffusion hitting times and the bell-shape pp. 38-41 Downloads
Wissem Jedidi and Thomas Simon
Stochastic comparisons of weighted sums of arrangement increasing random variables pp. 42-50 Downloads
Xiaoqing Pan, Min Yuan and Subhash C. Kochar
On mixed δ-shock models pp. 51-60 Downloads
A. Parvardeh and N. Balakrishnan
A generalization of Φ-moment martingale inequalities pp. 61-68 Downloads
Lihua Peng and Junping Li
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