Statistics & Probability Letters

1982 - 2025

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

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Volume 139, issue C, 2018

Some new results on Triple designs pp. 1-9

Hongyi Li and Hong Qin

The joint distribution of the sum and the maximum of heterogeneous exponential random variables pp. 10-19

Marek Arendarczyk, Tomasz. J. Kozubowski and Anna K. Panorska

A dynamic Markov regime-switching GARCH model and its cumulative impulse response function pp. 20-30

Yujin Kim and Eunju Hwang

Large deviation principle for the maximal positions in critical branching random walks with small drifts pp. 31-39

Hongyan Sun and Lin Zhang

Classification with incomplete functional covariates pp. 40-46

Majid Mojirsheibani and Crystal Shaw

On cumulative residual entropy of progressively censored order statistics pp. 47-52

Z.A. Abo-Eleneen, B. Almohaimeed and H.K.T. Ng

The Lambert W function, Nuttall’s integral, and the Lambert law pp. 53-60

Anthony G. Pakes

Testing equivalence to families of multinomial distributions with application to the independence model pp. 61-66

Vladimir Ostrovski

An elementary analysis of the probability that a binomial random variable exceeds its expectation pp. 67-74

Benjamin Doerr

Transportation inequalities for stochastic heat equations pp. 75-83

Brahim Boufoussi and Salah Hajji

On the regularity of weak solutions to space–time fractional stochastic heat equations pp. 84-89

Guang-an Zou, Guangying Lv and Jiang-Lun Wu

On a new class of sufficient dimension reduction estimators pp. 90-94

Yuexiao Dong and Yongxu Zhang

Glivenko–Cantelli Theorem for the kernel error distribution estimator in the first-order autoregressive model pp. 95-102

Fuxia Cheng

Nonparametric recursive method for kernel-type function estimators for spatial data pp. 103-114

Salim Bouzebda and Yousri Slaoui

Singular integrals of stable subordinator pp. 115-118

Lihu Xu

The distance between a naive cumulative estimator and its least concave majorant pp. 119-128

Hendrik P. Lopuhaä and Eni Musta

On optimal stopping and free boundary problems under ambiguity pp. 129-134

Guoqing Zhao, Kun Zhai and Gaofeng Zong

On the non-monotonic analogue of a class based on the hazard rate order pp. 135-140

Priyanka Majumder and Murari Mitra

On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion pp. 141-151

Nino E. Kordzakhia, Yury A. Kutoyants, Alexander A. Novikov and Lin-Yee Hin

Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique pp. 152-161

Yuyuan Li, Jianqiu Lu, Chunhai Kou, Xuerong Mao and Jiafeng Pan

Volume 138, issue C, 2018

Universality in the fluctuation of eigenvalues of random circulant matrices pp. 1-8

Kartick Adhikari and Koushik Saha

Optimal bandwidth selection in kernel density estimation for continuous time dependent processes pp. 9-19

Khadijetou El Heda and Djamal Louani

Moderate deviation principle in nonlinear bifurcating autoregressive models pp. 20-26

S. Valère Bitseki Penda and Adélaïde Olivier

A note on a network model with degree heterogeneity and homophily pp. 27-30

Liju Su, Xiaodi Qian and Ting Yan

Brillinger-mixing point processes need not to be ergodic pp. 31-35

Lothar Heinrich

The moments of a diffusion process pp. 36-41

Youngyun Yun

A note on joint functional convergence of partial sum and maxima for linear processes pp. 42-46

Danijel Krizmanić

Large deviations for some logarithmic means in the case of random variables with thin tails pp. 47-56

Rita Giuliano and Claudio Macci

A supplement on CLT for LSS under a large dimensional generalized spiked covariance model pp. 57-65

Jiaqi Chen, Yangchun Zhang, Weiming Li and Boping Tian

Two-side exit problems for taxed Lévy risk process involving the general draw-down time pp. 66-74

Wenyuan Wang and Ruixing Ming

On the utility of asymptotic bandwidth selectors for spatially adaptive kernel density estimation pp. 75-81

Tilman M. Davies, Claire R. Flynn and Martin L. Hazelton

A note on extending the alias length pattern pp. 82-89

Qi Zhou, Bing Guo and Shengli Zhao

A weighted M-estimator for linear regression models with randomly truncated data pp. 90-94

Jiang Du, Zhongzhan Zhang and Tianfa Xie

Subsampling based inference for U statistics under thick tails using self-normalization pp. 95-103

Willa W. Chen and Rohit S. Deo

On complete moment convergence for CAANA random vectors in Hilbert spaces pp. 104-110

Mi-Hwa Ko

Scoring rules for statistical models on spheres pp. 111-115

Yuya Takasu, Keisuke Yano and Fumiyasu Komaki

Option pricing in a regime switching stochastic volatility model pp. 116-126

Arunangshu Biswas, Anindya Goswami and Ludger Overbeck

A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index >12 pp. 127-136

Phan Thanh Hong and Cao Tan Binh

Application of the von Mises–Fisher distribution to Random Walk on Spheres method for solving high-dimensional diffusion–advection–reaction equations pp. 137-142

Karl K. Sabelfeld

On the large deviation principle for maximum likelihood estimator of α-Brownian bridge pp. 143-150

Shoujiang Zhao, Qiaojing Liu and Ting Chen

On limiting theorems for conditional causation probabilities of multiple-run-rules pp. 151-156

Hsing-Ming Chang, Yung-Ming Chang, Winnie H.W. Fu and Wan-Chen Lee

A new result on lifetime estimation based on skew-Wiener degradation model pp. 157-164

Donghui Pan, Jia-Bao Liu and Wenzhi Yang

Optimal weighting schemes for longitudinal and functional data pp. 165-170

Xiaoke Zhang and Jane-Ling Wang

On quantitative bounds in the mean martingale central limit theorem pp. 171-176

Adrian Röllin

On covariance functions with slowly or regularly varying modulo of continuity pp. 177-182

J.M.P. Albin

Lower bounds in estimation at a point under multi-index constraint pp. 183-189

Nora Serdyukova

Volume 137, issue C, 2018

On the partial identification of a new causal measure for ordinal outcomes pp. 1-7

Jiannan Lu

Testing convexity of a discrete distribution pp. 8-13

Fadoua Balabdaoui, Cécile Durot and Babagnidé François Koladjo

Asymptotic normality of the trace for a class of distributions on orthogonal matrices pp. 14-18

Amir Sepehri

Generalizations of maximal inequalities to arbitrary selection rules pp. 19-25

Jiantao Jiao, Yanjun Han and Tsachy Weissman

Uniform minimum moment aberration designs pp. 26-33

Xue Yang, Gui-Jun Yang and Ya-Juan Su

Functional law of the iterated logarithm for partial sum processes of non-negative valued iid random variables belonging to the domain of partial attraction of a semi-stable law pp. 34-39

R. Vasudeva

Signed rank based empirical likelihood for the symmetric location model pp. 40-45

Xiaojie Du and Anton Schick

Martingale transforms between Hardy–Lorentz spaces pp. 46-53

Min He and Lin Yu

Convergence in total variation distance for (in)homogeneous Markov processes pp. 54-62

Yong-Hua Mao, Liping Xu, Ming Zhang and Yu-Hui Zhang

Reaching goals under ambiguity: Continuous-time optimal portfolio selection pp. 63-69

Shaolin Ji and Xiaomin Shi

Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections pp. 70-78

Soufiane Aazizi, Tarik El Mellali, Imade Fakhouri and Youssef Ouknine

Quenched phantom distribution functions for Markov chains pp. 79-83

Adam Jakubowski and Patryk Truszczyński

Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space pp. 84-90

A.I. Zeifman, V.Yu. Korolev, Ya.A. Satin and K.M. Kiseleva

On relative log-concavity and stochastic comparisons pp. 91-98

Rui Fang and Weiyong Ding

Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present pp. 99-104

N. Packham

Remarks for the singular multivariate skew-normal distribution and its quadratic forms pp. 105-112

Baokun Li, Weizhong Tian and Tonghui Wang

On the existence of optimal controls for backward stochastic partial differential equations pp. 113-123

Qingxin Meng, Yang Shen and Peng Shi

On the maxima and minima of complete and incomplete samples from nonstationary random fields pp. 124-134

Zacarias Panga and Luísa Pereira

Computing optimal experimental designs with respect to a compound Bayes risk criterion pp. 135-141

Radoslav Harman and Maryna Prus

New and refined bounds for expected maxima of fractional Brownian motion pp. 142-147

Konstantin Borovkov, Yuliya Mishura, Alexander Novikov and Mikhail Zhitlukhin

Simultaneous variable weighting and determining the number of clusters—A weighted Gaussian means algorithm pp. 148-156

Saptarshi Chakraborty and Swagatam Das

Dividend barrier strategy: Proceed with caution pp. 157-164

Kristina P. Sendova, Chen Yang and Ruixi Zhang

Bismut formula for a stochastic heat equation with fractional noise pp. 165-172

Litan Yan and Xiuwei Yin

Uniform in bandwidth consistency of nonparametric regression based on copula representation pp. 173-182

Salim Bouzebda, Issam Elhattab and Cheikh Tidiane Seck

Malliavin differentiability of indicator functions on canonical Lévy spaces pp. 183-190

Ryoichi Suzuki

Convergence of series of strongly integrable random variables and applications pp. 191-200

Fakhreddine Boukhari and Dounyazed Malti

Optimal designs for multi-factor nonlinear models based on the second-order least squares estimator pp. 201-208

Lei He

On information-based residual lifetime in survival models with delayed failures pp. 209-216

Ji Hwan Cha and Maxim Finkelstein

Laplace symbols and invariant distributions pp. 217-223

Anita Behme and Alexander Schnurr

On the asymptotic variance of reversible Markov chain without cycles pp. 224-228

Chi-Hao Wu and Ting-Li Chen

Gram–Charlier-like expansions of power-raised hyperbolic secant laws pp. 229-234

Mario Faliva, Piero Quatto and Maria Zoia

Intermittency of trawl processes pp. 235-242

Danijel Grahovac, Nikolai N. Leonenko and Murad S. Taqqu

Standardizing densities on Gaussian spaces pp. 243-250

Alberto Lanconelli

Analysis of the Pólya-Gamma block Gibbs sampler for Bayesian logistic linear mixed models pp. 251-256

Xin Wang and Vivekananda Roy

Optimal allocation of clusters in cohort stepped wedge designs pp. 257-263

Fan Li, Elizabeth L. Turner and John S. Preisser

Preservation of DMRL and IMRL aging classes under the formation of order statistics and coherent systems pp. 264-268

Jorge Navarro

Marcinkiewicz’s strong law of large numbers for nonlinear expectations pp. 269-276

Lixin Zhang and Jinghang Lin

Remarks on compositions of some random integral mappings pp. 277-282

Zbigniew J. Jurek

Second order optimal approximation in a particular exponential family under asymmetric LINEX loss pp. 283-291

Leng-Cheng Hwang

Objective Bayesian inference for the intraclass correlation coefficient in linear models pp. 292-296

Duo Zhang and Min Wang

Stein’s lemma for truncated elliptical random vectors pp. 297-303

Tomer Shushi

Expectile regression for analyzing heteroscedasticity in high dimension pp. 304-311

Jun Zhao, Yingyu Chen and Yi Zhang

Truncated fractional moments of stable laws pp. 312-318

John P. Nolan

Reduction functions for the variance function of one-parameter natural exponential family pp. 319-325

Xiongzhi Chen

A generic approach to nonparametric function estimation with mixed data pp. 326-330

Thomas Nagler

On the existence of some skew-Gaussian random field models pp. 331-335

Behzad Mahmoudian

Chunked-and-averaged estimators for vector parameters pp. 336-342

Hien D. Nguyen and Geoffrey J. McLachlan

A-optimal completely randomized designs for incomplete factorial structures with three factors pp. 343-348

Shyamsundar Parui, Rajender Parsad and B.N. Mandal

Strong laws of large numbers for pairwise quadrant dependent random variables pp. 349-358

João Lita da Silva