Statistics & Probability Letters

1982 - 2025

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

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Volume 134, issue C, 2018

Generalized skew-elliptical distributions are closed under affine transformations pp. 1-4

Tomer Shushi

On the discrepancy of powers of random variables pp. 5-14

Nicolas Chenavier and Dominique Schneider

On periodic ergodicity of a general periodic mixed Poisson autoregression pp. 15-21

Abdelhakim Aknouche, Wissam Bentarzi and Nacer Demouche

Error analysis for coefficient-based regularized regression in additive models pp. 22-28

Yanfang Tao, Biqin Song and Luoqing Li

The false discovery rate (FDR) of multiple tests in a class room lecture pp. 29-35

Julia Benditkis, Philipp Heesen and Arnold Janssen

Triangular random matrices and biorthogonal ensembles pp. 36-44

Dimitris Cheliotis

Harnack inequalities for SDEs driven by subordinator fractional Brownian motion pp. 45-53

Zhi Li and Litan Yan

Extension of the loss probability formula to an overloaded queue with impatient customers pp. 54-62

Bara Kim and Jeongsim Kim

On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics pp. 63-69

Dietmar Ferger

ARCH model and fractional Brownian motion pp. 70-78

Natalia Bahamonde, Soledad Torres and Ciprian A. Tudor

Wavelet density deconvolution estimations with heteroscedastic measurement errors pp. 79-85

Xiaochen Zeng and Jinru Wang

A couple of remarks on the convergence of σ-fields on probability spaces pp. 86-92

Matija Vidmar

An adjusted random-effects model for binary-data meta-analysis pp. 93-97

Rose Baker

Some asymptotic results for fiducial and confidence distributions pp. 98-105

Piero Veronese and Eugenio Melilli

‘Purposely misspecified’ posterior inference on the volatility of a jump diffusion process pp. 106-113

Ryan Martin, Cheng Ouyang and Francois Domagni

Empirical likelihood based inference for conditional Pareto-type tail index pp. 114-121

Yaolan Ma, Yuexiang Jiang and Wei Huang

Estimation of quantile oriented sensitivity indices pp. 122-127

Véronique Maume-Deschamps and Ibrahima Niang

Local linear estimate of the nonparametric robust regression in functional data pp. 128-133

Faiza Belarbi, Souheyla Chemikh and Ali Laksaci

A general construction for nested Latin hypercube designs pp. 134-140

Jin Xu, Xiaojun Duan, Zhengming Wang and Liang Yan

Bootstrapping for multivariate linear regression models pp. 141-149

Daniel J. Eck

The nonparametric quantile estimation for length-biased and right-censored data pp. 150-158

Jianhua Shi, Huijuan Ma and Yong Zhou

Volume 133, issue C, 2018

Multidimensional extremal dependence coefficients pp. 1-8

Helena Ferreira and Marta Ferreira

Heterogeneous connection effects pp. 9-14

Fengrong Wei and Weizhong Tian

The residual extropy of order statistics pp. 15-22

Guoxin Qiu and Kai Jia

On heat kernel decay for the random conductance model pp. 23-27

Omar Boukhadra

Parametric inference for ruin probability in the classical risk model pp. 28-37

Takayoshi Oshime and Yasutaka Shimizu

The median of an exponential family and the normal law pp. 38-41

Gérard Letac, Lutz Mattner and Mauro Piccioni

Joint arrival process of multiple independent batch Markovian arrival processes pp. 42-49

Jianyu Cao and Weixin Xie

A large deviation inequality for β-mixing time series and its applications to the functional kernel regression model pp. 50-58

Johannes T.N. Krebs

A fast spectral quasi-likelihood approach for spatial point processes pp. 59-64

C. Deng, R.P. Waagepetersen, M. Wang and Y. Guan

A nonparametric test for covariate-adjusted models pp. 65-70

Jingxin Zhao and Chuanlong Xie

Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations pp. 71-79

Bo Wu and Jiang-Lun Wu

Volume 132, issue C, 2018

Estimation of the survival function with redistribution algorithm under semi-competing risks data pp. 1-6

Jin-Jian Hsieh and Chia-Hao Hsu

On limiting distribution of U-statistics based on associated random variables pp. 7-16

Mansi Garg and Isha Dewan

Tempered fractional Brownian and stable motions of second kind pp. 17-27

Farzad Sabzikar and Donatas Surgailis

Weak convergence of the linear rank statistics under strong mixing conditions pp. 28-34

Lucia Tabacu

On Khintchine type inequalities for k-wise independent Rademacher random variables pp. 35-39

Brendan Pass and Susanna Spektor

Consistency of direct integral estimator for partially observed systems of ordinary differential equations pp. 40-45

Ivan Vujačić and Itai Dattner

A random regularized approximate solution of the inverse problem for Burgers’ equation pp. 46-54

Erkan Nane, Nguyen Hoang Tuan and Nguyen Huy Tuan

Optimal Jittered Sampling for two points in the unit square pp. 55-61

Florian Pausinger, Manas Rachh and Stefan Steinerberger

On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise pp. 62-73

Andrey Pilipenko and Frank Norbert Proske

Moderate deviation principle for maximum likelihood estimator for Markov processes pp. 74-82

B.L.S. Prakasa Rao

An extension of Feller’s strong law of large numbers pp. 83-90

Deli Li, Han-Ying Liang and Andrew Rosalsky

On success runs in a sequence of dependent trials with a change point pp. 91-98

Serkan Eryilmaz

Generation of discrete random variables in scalable frameworks pp. 99-106

Giacomo Aletti

Varying Coefficient Support Vector Machines pp. 107-115

Xiaoling Lu, Fengchi Dong, Xiexin Liu and Xiangyu Chang

On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions pp. 116-124

Xiaoxia Sun and Feng Guo

Volume 131, issue C, 2017

Representation of local times of fractional Brownian motion pp. 1-12

Safari Mukeru

Definitive screening designs with extreme numbers of level changes pp. 13-18

Yaping Wang and Mingyao Ai

The pseudo component transformation design for experiment with mixture pp. 19-24

Guanghui Li and Chongqi Zhang

Set-valued risk statistics with scenario analysis pp. 25-37

Yanhong Chen and Yijun Hu

Estimation of the smallest normal variance with applications to variance components models pp. 38-45

Panayiotis Bobotas and Stavros Kourouklis

Higher order kernel density estimation on the circle pp. 46-50

Yasuhito Tsuruta and Masahiko Sagae

On the likelihood of mixture cure models pp. 51-55

Antai Wang, Yilong Zhang and Yongzhao Shao

Moment conditions in strong laws of large numbers for multiple sums and random measures pp. 56-63

Oleg Klesov and Ilya Molchanov

On the consistency of a new kernel rule for spatially dependent data pp. 64-71

Ahmad Younso

On the support of matching algorithms pp. 72-77

Massimo Cannas and Gavino Puggioni

Piecewise linear process with renewal starting points pp. 78-86

Nikita Ratanov

A refined Hoeffding’s upper tail probability bound for sum of independent random variables pp. 87-92

Songfeng Zheng

Sharp weighted weak-norm estimates for maximal functions pp. 93-101

Michał Brzozowski, Adam Osȩkowski and Mateusz Rapicki

Exact tests for the means of Gaussian stochastic processes pp. 102-107

Andrea Ghiglietti and Anna Maria Paganoni

Asymptotics of the order statistics for a process with a regenerative structure pp. 108-115

Natalia Soja-Kukieła