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Statistics & Probability Letters

1982 - 2021

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

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Volume 101, issue C, 2015

Birnbaum–Saunders distribution based on Laplace kernel and some properties and inferential issues pp. 1-10 Downloads
Xiaojun Zhu and N. Balakrishnan
Further results on estimation of covariance matrix pp. 11-20 Downloads
Kai Xu and Daojiang He
On the construction of nested Archimedean copulas for d-monotone generators pp. 21-32 Downloads
Mohsen Rezapour
Orthogonal decomposition of symmetry model using the ordinal quasi-symmetry model based on f-divergence for square contingency tables pp. 33-37 Downloads
Yusuke Saigusa, Kouji Tahata and Sadao Tomizawa
Convergence of heteroscedastic extremes pp. 38-39 Downloads
Laurens de Haan
The truncated geometric election algorithm: Duration of the election pp. 40-48 Downloads
Guy Louchard and Mark Daniel Ward
On the problem of optimal instant observations of the linear birth and death process pp. 49-53 Downloads
Alexander A. Butov
Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series pp. 54-63 Downloads
J. Krampe, J.-P. Kreiss and E. Paparoditis
A formula of small time expansion for Young SDE driven by fractional Brownian motion pp. 64-72 Downloads
Toshihiro Yamada
Joint aggregation of random-coefficient AR(1) processes with common innovations pp. 73-82 Downloads
Vytautė Pilipauskaitė and Donatas Surgailis
Large deviations for the stochastic present value of aggregate claims in the renewal risk model pp. 83-91 Downloads
Tao Jiang, Sheng Cui and Ruixing Ming

Volume 100, issue C, 2015

Strong convergence of robust equivariant nonparametric functional regression estimators pp. 1-11 Downloads
Graciela Boente and Alejandra Vahnovan
A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments pp. 12-18 Downloads
Wei Liu, Chaoqun Ma, Yingqiu Li and Suming Wang
Stein’s method for conditional compound Poisson approximation pp. 19-26 Downloads
H.L. Gan and A. Xia
Explicit formulae for product moments of multivariate Gaussian random variables pp. 27-34 Downloads
Iickho Song and Seungwon Lee
Robust procedures for experimental design in group testing considering misclassification pp. 35-41 Downloads
Wenjun Xiong and Juan Ding
Limit theorems for the estimation of L1 integrals using the Brownian motion pp. 42-47 Downloads
Krishna B. Athreya, Raoul Normand, Vivekananda Roy and Sheng-Jhih Wu
Studying mixability with supermodular aggregating functions pp. 48-55 Downloads
Valeria Bignozzi and Giovanni Puccetti
Deviations of convex and coherent entropic risk measures pp. 56-66 Downloads
Jun Yan
Two-sided discounted potential measures for spectrally negative Lévy processes pp. 67-76 Downloads
Yingqiu Li, Xiaowen Zhou and Na Zhu
Expansions for bivariate copulas pp. 77-84 Downloads
Saralees Nadarajah
Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries pp. 85-92 Downloads
Michael P. Atkinson and Dashi I. Singham
L1-Poincaré inequality for discrete time Markov chains pp. 93-97 Downloads
Lihua Zhang and Yingzhe Wang
Sequential change point detection in linear quantile regression models pp. 98-103 Downloads
Mi Zhou, Huixia Judy Wang and Yanlin Tang
Sobolev inequalities for harmonic measures on spheres pp. 104-114 Downloads
Jing Du, Liangzhen Lei and Yutao Ma
A note on quadratic transportation and divergence inequality pp. 115-123 Downloads
Ying Ding
Estimators in step regression models pp. 124-129 Downloads
Ursula U. Müller, Anton Schick and Wolfgang Wefelmeyer
On the consistency of a spatial-type interval-valued median for random intervals pp. 130-136 Downloads
Beatriz Sinova and Stefan Van Aelst
A note on the sharp Lp-convergence rate of upcrossings to the Brownian local time pp. 137-141 Downloads
Alberto Ohashi and Alexandre B. Simas
On the extended two-parameter generalized skew-normal distribution pp. 142-148 Downloads
Emmanuel O. Ogundimu and Jane L. Hutton
On kernel estimators of density for reversible Markov chains pp. 149-157 Downloads
Martial Longla, Magda Peligrad and Hailin Sang
On the distribution of a max-stable process conditional on max-linear functionals pp. 158-163 Downloads
Marco Oesting
Conditional MLE for the proportional hazards model with left-truncated and interval-censored data pp. 164-171 Downloads
Pao-sheng Shen
Elicitable distortion risk measures: A concise proof pp. 172-175 Downloads
Ruodu Wang and Johanna F. Ziegel
Bayesian sequential tests of the initial size of a linear pure death process pp. 176-181 Downloads
I.B.J. Goudie
Regression mean residual life of a system with three dependent components with normal lifetimes pp. 182-191 Downloads
Mohsen Madadi, Parisa Khalilpoor and Ahad Jamalizadeh
Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models pp. 192-202 Downloads
Abdelouahab Bibi and Ahmed Ghezal

Volume 99, issue C, 2015

Causality and separability pp. 1-5 Downloads
Eric Renault and Umberto Triacca
Error bounds of MCMC for functions with unbounded stationary variance pp. 6-12 Downloads
Daniel Rudolf and Nikolaus Schweizer
Exact upper tail probabilities of random series pp. 13-19 Downloads
Xiangfeng Yang
The weighted rank correlation coefficient rW2 in the case of ties pp. 20-26 Downloads
Joaquim Pinto Da Costa, Luís A.C. Roque and Carlos Soares
On large deviations of extremes under power normalization pp. 27-35 Downloads
Bo Feng and Shouquan Chen
A hybrid test for the isotonic change-point problem pp. 36-43 Downloads
Gang Shen and D’Silva, Karl
Generalized continuous time random walks and Hermite processes pp. 44-53 Downloads
Zhenlong Chen, Lin Xu and Dongjin Zhu
Some convergence theorems for RM algorithm pp. 54-60 Downloads
Zhen Wang, Jianyong Mu and Yu Miao
On some spectral properties of large block Laplacian random matrices pp. 61-69 Downloads
Xue Ding
Solutions for functional fully coupled forward–backward stochastic differential equations pp. 70-76 Downloads
Shaolin Ji and Shuzhen Yang
The joint distribution of the maximum and minimum of an AR(1) process pp. 77-84 Downloads
Christopher S. Withers and Saralees Nadarajah
Sequential detection of gradual changes in the location of a general stochastic process pp. 85-93 Downloads
Hella Timmermann
Representation of self-similar Gaussian processes pp. 94-100 Downloads
Adil Yazigi
Dilatively semistable stochastic processes pp. 101-108 Downloads
Peter Kern and Lina Wedrich
A theoretical note on optimal sufficient dimension reduction with singularity pp. 109-113 Downloads
Jae Keun Yoo
Optimal designs for parameters of shifted Ornstein–Uhlenbeck sheets measured on monotonic sets pp. 114-124 Downloads
S. Baran and M. Stehlík
Log-concavity of a mixture of beta distributions pp. 125-130 Downloads
Xiaosheng Mu
On the supremum of the tails of normalized sums of independent Rademacher random variables pp. 131-134 Downloads
Iosif Pinelis
Optimal jackknife for unit root models pp. 135-142 Downloads
Ye Chen and Jun Yu
Marshall lemma in discrete convex estimation pp. 143-148 Downloads
Fadoua Balabdaoui and Cécile Durot
Central limit theorems under special relativity pp. 149-155 Downloads
Ian W. McKeague
Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories pp. 156-166 Downloads
Hervé Cardot, Anne De Moliner and Camelia Goga
A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model pp. 167-176 Downloads
Eunju Hwang and Dong Wan Shin
A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes pp. 177-184 Downloads
Riccardo Gatto
Asymptotic independence of three statistics of maximal segmental scores pp. 185-191 Downloads
Aleksandar Mijatović and Martijn Pistorius
A note on the large random inner-product kernel matrices pp. 192-201 Downloads
Xingyuan Zeng
On general minimum lower order confounding criterion for s-level regular designs pp. 202-209 Downloads
Zhiming Li, Shengli Zhao and Runchu Zhang
Optimal stepped wedge designs pp. 210-214 Downloads
Jock Lawrie, John B. Carlin and Andrew B. Forbes
Distribution free testing of goodness of fit in a one dimensional parameter space pp. 215-222 Downloads
Leigh A. Roberts
Limit theorems for discrete Hawkes processes pp. 223-229 Downloads
Youngsoo Seol
Vector-valued skewness for model-based clustering pp. 230-237 Downloads
Nicola Loperfido
Model selection of M-estimation models using least squares approximation pp. 238-243 Downloads
Guangyu Mao
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