Statistics & Probability Letters

1982 - 2025

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

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Volume 130, issue C, 2017

On the expected diameter of planar Brownian motion pp. 1-4

James McRedmond and Chang Xu

Bayesian sieve method for piece-wise smooth regression pp. 5-11

Taihe Yi and Zhengming Wang

Extensions of Pearson’s inequality between skewness and kurtosis to multivariate cases pp. 12-16

Haruhiko Ogasawara

A note on constructing clear compromise plans pp. 17-24

Qi Zhou and Bing Guo

A new flexible extreme value model for modeling the extreme value data, with an application to environmental data pp. 25-31

H.M. Barakat, A.R. Omar and O.M. Khaled

Robust mixture multivariate linear regression by multivariate Laplace distribution pp. 32-39

Xiongya Li, Xiuqin Bai and Weixing Song

Asymptotic properties of principal component projections with repeated eigenvalues pp. 42-48

Justin Petrovich and Matthew Reimherr

A sufficient condition for a unique invariant distribution of a higher-order Markov chain pp. 49-56

Bernhard C. Geiger

Partial sum processes and continued fractions pp. 57-62

Jayadev S. Athreya and Krishna B. Athreya

Parametric inference of autoregressive heteroscedastic models with errors in variables pp. 63-70

Salima El Kolei and Florian Pelgrin

Revisiting variance decomposition when independent samples intersect pp. 71-75

Yves Tillé and Audrey-Anne Vallée

The randomly fluctuating hyperrectangles are spatially monotone pp. 76-79

Achillefs Tzioufas

Answer to an open problem on mean residual life ordering of parallel systems under multiple-outlier exponential models pp. 80-84

Jiantian Wang and Bin Cheng

Hedging in fractional Black–Scholes model with transaction costs pp. 85-91

Foad Shokrollahi and Tommi Sottinen

Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization pp. 92-99

Deepesh Bhati and Sreenivasan Ravi

Pathwise uniqueness for stochastic differential equations driven by pure jump processes pp. 100-104

Jiayu Zheng and Jie Xiong

A novel exact method for significance of higher criticism via Steck’s determinant pp. 105-110

Jeffrey C. Miecznikowski, Jiefei Wang, Daniel P. Gaile and David L. Tritchler

On the length of the longest head run pp. 111-114

S.Y. Novak

A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields pp. 115-119

Ryan H.L. Ip and W.K. Li

On minimax convergence rates under Lp-risk for the anisotropic functional deconvolution model pp. 120-125

Rida Benhaddou

Volume 129, issue C, 2017

The mean of the reciprocal in a Cauchy–Stieltjes family pp. 1-11

Raouf Fakhfakh

On maximal tail probability of sums of nonnegative, independent and identically distributed random variables pp. 12-16

Tomasz Łuczak, Katarzyna Mieczkowska and Matas Šileikis

Almost sure central limit theorem for self-normalized partial sums of ρ−-mixing sequences pp. 17-27

Feng Xu and Qunying Wu

A more efficient proportion estimator in ranked set sampling pp. 28-33

Ehsan Zamanzade and M. Mahdizadeh

Hölder continuity for stochastic fractional heat equation with colored noise pp. 34-41

Kexue Li

Preservation of weak stochastic arrangement increasing under fixed time left-censoring pp. 42-49

Chen Li and Xiaohu Li

Exact optimal sample allocation: More efficient than Neyman pp. 50-57

Tommy Wright

A weighted integral approach to testing against HNBUE alternatives pp. 58-64

Shyamal Ghosh and Murari Mitra

Strict local martingales: Examples pp. 65-68

Xue-Mei Li

Saigo space–time fractional Poisson process via Adomian decomposition method pp. 69-80

K.K. Kataria and P. Vellaisamy

A Fefferman–Stein inequality for the martingale square and maximal functions pp. 81-85

Adam Osȩkowski

On a vector double autoregressive model pp. 86-95

Huafeng Zhu, Xingfa Zhang, Xin Liang and Yuan Li

Slow mixing for Latent Dirichlet Allocation pp. 96-100

Johan Jonasson

A note on Bayesian model selection for discrete data using proper scoring rules pp. 101-106

A. Philip Dawid, Monica Musio and Silvia Columbu

A modification of balanced acceptance sampling pp. 107-112

B.L. Robertson, T. McDonald, C.J. Price and J.A. Brown

Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises pp. 113-119

Jie Xiong and Xu Yang

Robust parameter estimation for stationary processes by an exotic disparity from prediction problem pp. 120-130

Yan Liu

On the functional and local limit theorems for Markov modulated compound Poisson processes pp. 131-140

Guodong Pang and Yi Zheng

A note on the unbiased estimator of Σ2 pp. 141-146

Bu Zhou and Jia Guo

Sum of squares of uniform random variables pp. 147-154

Ishay Weissman

Prediction law of fractional Brownian motion pp. 155-166

Tommi Sottinen and Lauri Viitasaari

Minimizing Fisher information with absolute moment constraints pp. 167-170

Philip A. Ernst

Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables pp. 171-181

Andreas Anastasiou

Numerical instability of calculating inverse of spatial covariance matrices pp. 182-188

Chae Young Lim, Chien-Hung Chen and Wei-Ying Wu

Non trivial limit distributions for transient renewal chains pp. 189-195

Dalia Terhesiu

On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock pp. 196-202

Serguey Khovansky and Oleksandr Zhylyevskyy

C∞-convergence of Picard’s successive approximations to solutions of stochastic differential equations pp. 203-209

Zhen Li and Jicheng Liu

An exact method for making inferences on the common location parameter of several heterogeneous exponential populations: Complete and censored data pp. 210-215

Ahad Malekzadeh and Mahmood Kharrati-Kopaei

Asymptotic normality of one-step M-estimators based on non-identically distributed observations pp. 216-221

Yuliana Yu. Linke

Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion pp. 222-229

Brahim Boufoussi and Salah Hajji

A note on conditional covariance matrices for elliptical distributions pp. 230-235

Piotr Jaworski and Marcin Pitera

A generalization of Gerber’s inequality for ruin probabilities in risk-switching models pp. 236-240

Lesław Gajek and Marcin Rudź

Fractional smoothness of derivative of self-intersection local times pp. 241-251

Qun Shi and Xianye Yu

Subsampling for nonstationary time series with non-zero mean function pp. 252-259

Anna E. Dudek and Łukasz Lenart

Asymptotic results for a multivariate version of the alternative fractional Poisson process pp. 260-268

Luisa Beghin and Claudio Macci

Upper bound on the number of multi-level columns in equally replicated optimal designs minimizing the E(fNOD) criterion pp. 269-274

Vasilis Chasiotis, Stratis Kounias and Nikolaos Farmakis

Second-order expansions for maxima of dynamic bivariate normal copulas pp. 275-283

Rui Wang, Xin Liao and Zuoxiang Peng

A note on the asymptotics of the maxima for the St. Petersburg game pp. 284-287

Toshio Nakata

L2 limits of generalized Jiřina processes pp. 288-296

You Lv and Yuqiang Li

A representation theorem for generators of BSDEs with general growth generators in y and its applications pp. 297-305

Lishun Xiao and Shengjun Fan

The left tail of renewal measure pp. 306-310

Bartosz Kołodziejek

A note on isotropic random flights moving in mixed Poisson environments pp. 311-317

Alessandro De Gregorio

Studying contributions of variables to classification pp. 318-325

Yana Melnykov, Volodymyr Melnykov and Xuwen Zhu

Factorial designs robust against the presence of an aberration pp. 326-334

A. Biswas, P. Das and N.K. Mandal

On the maximal halfspace depth of permutation-invariant distributions on the simplex pp. 335-339

Davy Paindaveine and Germain Van Bever

A new bivariate semiparametric control chart based on order statistics and concomitants pp. 340-347

M.V. Koutras and E.M. Sofikitou

Distribution free testing for conditional distributions given covariates pp. 348-354

Estate Khmaladze

Asymptotic distribution of rewards accumulated by alternating renewal processes pp. 355-359

Patrick Chisan Hew

On exact interval estimation for the odds ratio in subject-specific table pp. 360-366

Weizhen Wang

Symmetry of a distribution via symmetry of order statistics pp. 367-372

Narayanaswamy Balakrishnan and Alessandro Selvitella

Monotonicity properties of spatial depth pp. 373-378

Stanislav Nagy

Limit theorems for sums of random variables with mixture distribution pp. 379-386

Vladimir Panov

Universal optimal block designs under hub correlation structure pp. 387-392

R. Khodsiani and S. Pooladsaz

On distance in total variation between image measures pp. 393-400

Youri Davydov