Statistics & Probability Letters

1982 - 2025

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

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Volume 128, issue C, 2017

Conditional Stein approximation for Itô and Skorohod integrals pp. 1-7

Nicolas Privault and Qihao She

Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble pp. 8-13

Shuhua Chang and Yongcheng Qi

On copula-based conditional quantile estimators pp. 14-20

Bruno Rémillard, Bouchra Nasri and Taoufik Bouezmarni

Properties and Hurst exponent estimation of the circularly-symmetric fractional Brownian motion pp. 21-27

Jean-François Coeurjolly and Emilio Porcu

DS-optimal designs for random coefficient first-degree regression model with heteroscedastic errors pp. 28-34

M. Wilk and A. Zaigraev

On kernel estimation of the second order rate parameter in multivariate extreme value statistics pp. 35-43

Yuri Goegebeur, Armelle Guillou and Jing Qin

Variable selection through adaptive MAVE pp. 44-51

Hossein Moradi Rekabdarkolaee and Qin Wang

On simultaneous prediction in a multivariate general linear model with future observations pp. 52-59

Yongge Tian and Cheng Wang

Bernstein polynomial angular densities of multivariate extreme value distributions pp. 60-66

Timothy E. Hanson, Miguel de Carvalho and Yuhui Chen

Multiplying a Gaussian matrix by a Gaussian vector pp. 67-70

Pierre-Alexandre Mattei

Restricted profile estimation for partially linear models with large-dimensional covariates pp. 71-76

Xiuli Wang, Shengli Zhao and Mingqiu Wang

On the Lp-quantiles for the Student t distribution pp. 77-83

Mauro Bernardi, Valeria Bignozzi and Lea Petrella

Point separation in logistic regression on Hilbert space-valued variables pp. 84-88

Agne Kazakevičiūtė and Malini Olivo

A test procedure for uniformity on the Stiefel manifold based on projection pp. 89-96

Toshiya Iwashita, Bernhard Klar, Moe Amagai and Hiroki Hashiguchi

Volume 127, issue C, 2017

A note on spiked Wishart matrices pp. 1-6

Dang-Zheng Liu and Yanhui Wang

Unbiased estimation of reliability function from a mixture of two exponential distributions based on a single observation pp. 7-13

Keyu Nie, Bikas K. Sinha and A.S. Hedayat

Estimating conditional means with heavy tails pp. 14-22

Liang Peng and Qiwei Yao

Long time stability of nonlocal stochastic Kuramoto–Sivashinsky equations with jump noises pp. 23-32

Guanying Wang, Xingchun Wang and Guangli Xu

On beta distributed limits of iterated linear random functions pp. 33-41

Shaun McKinlay

Computing an expected hitting time for the 3-urn Ehrenfest model via electric networks pp. 42-48

Yung-Pin Chen, Isaac H. Goldstein, Eve D. Lathrop and Roger B. Nelsen

A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation pp. 49-55

Jinzhu Li

Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model pp. 56-66

Yi Wu, Xuejun Wang and Shuhe Hu

Representation and converse comparison theorems for multidimensional BSDEs pp. 67-74

Haodong Liu and Shuzhen Yang

Parisian quasi-stationary distributions for asymmetric Lévy processes pp. 75-84

Irmina Czarna and Zbigniew Palmowski

Fluctuations of Marchenko–Pastur limit of random matrices with dependent entries pp. 85-96

Ayako Hasegawa, Noriyoshi Sakuma and Hiroaki Yoshida

On the concept of subcriticality and criticality and a ratio theorem for a branching process in a random environment pp. 97-103

Yuejiao Wang, Zaiming Liu, Yingqiu Li and Quansheng Liu

First exit from an open set for a matrix-exponential Lévy process pp. 104-110

Yu-Ting Chen, Yu-Tzu Chen and Yuan-Chung Sheu

On some extensions of Bernstein’s inequality for self-adjoint operators pp. 111-119

Stanislav Minsker

Imputation in nonparametric quantile regression with complex data pp. 120-130

Yanan Hu, Yaqi Yang, Chunyu Wang and Maozai Tian

Modified confidence intervals for the Mahalanobis distance pp. 131-137

Paul H. Garthwaite, Fadlalla G. Elfadaly and John R. Crawford

On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal–reward process pp. 138-149

Rovshan Aliyev and Veli Bayramov

The Hadamard product and the free convolutions pp. 150-157

Arijit Chakrabarty

Self-normalized deviation inequalities with application to t-statistic pp. 158-164

Xiequan Fan

Limit theorems for the compensator of Hawkes processes pp. 165-172

Youngsoo Seol

Simultaneous selection of predictors and responses for high dimensional multivariate linear regression pp. 173-177

Baiguo An and Beibei Zhang

Mean field limit for survival probability of the high-dimensional contact process pp. 178-184

Xiaofeng Xue

Volume 126, issue C, 2017

Scale mixtures of skew-normal-Cauchy distributions pp. 1-6

F. Kahrari, R.B. Arellano-Valle, M. Rezaei and F. Yousefzadeh

The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions pp. 7-17

Shuheng Tu, Wu Hao and Jing Chen

Genericity of dimension drop on self-affine sets pp. 18-25

Antti Käenmäki and Bing Li

Asymptotic inference for non-supercritical partially observed branching processes pp. 26-32

I. Rahimov

Limiting empirical distribution for eigenvalues of products of random rectangular matrices pp. 33-40

Xingyuan Zeng

The multiset EM algorithm pp. 41-48

Weihong Huang and Yuguo Chen

Weak decreasing stochastic order pp. 49-58

Antoine-Marie Bogso and Patrice Takam Soh

Characterization of convolution splitting graphical models pp. 59-64

Jean Peyhardi and Pierre Fernique

Large deviations for estimators of the parameters of a neuronal response latency model pp. 65-75

Claudio Macci and Barbara Pacchiarotti

A note on the connection between some classical mortality laws and proportional frailty pp. 76-82

Mathias Lindholm

A non-iterative (trivial) method for posterior inference in stochastic volatility models pp. 83-87

Mike Tsionas

Mean square exponential stability of stochastic Hopfield neural networks with mixed delays pp. 88-96

Xiaofei Li and Deng Ding

Moderate deviations for neutral stochastic differential delay equations with jumps pp. 97-107

Xiaocui Ma and Fubao Xi

On relative efficiency of principal Hessian directions pp. 108-113

Qing Cheng and Liping Zhu

Generalized mixed effects regression trees pp. 114-118

Ahlem Hajjem, Denis Larocque and François Bellavance

Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models pp. 119-126

Li Zhao and Xingzhong Xu

Maximum likelihood estimator of the scale parameter for the Riesz distribution pp. 127-131

Kaouthar Kammoun, Mahdi Louati and Afif Masmoudi

A family of Markov processes in maximal compact subgroups of a semisimple Lie groups pp. 132-138

Ahmed Arafat, Jorge Mateu and Pablo Gregori

Portfolio selection and risk control for an insurer in the Lévy market under mean–variance criterion pp. 139-149

Jieming Zhou, Xiangqun Yang and Junyi Guo

On inequalities for values of first jumps of distribution functions and Hölder’s inequality pp. 150-156

Andrei N. Frolov

Asymptotic distributions of some robust scale estimators in explosive AR(1) model pp. 157-163

Hira L. Koul and P. Vellaisamy

Generalized cumulative entropy based on kth lower record values pp. 164-172

Saeid Tahmasebi and Maryam Eskandarzadeh

Bounds on Kendall’s tau for zero-inflated continuous variables pp. 173-178

Michel M. Denuit and Mhamed Mesfioui

Error bounds for kernel density estimator of spectral distribution for Gaussian Unitary Ensembles pp. 179-184

Hui Jiang and Shaochen Wang

Exponential stability of impulsive stochastic partial differential equations with delays pp. 185-192

Dingshi Li and Xiaoming Fan

The unbiased nonparametric test and its moment generating function for the ordered alternative pp. 193-197

Hidetoshi Murakami and Seong Keon Lee

A note on the limit theory of a Dickey–Fuller unit root test with heavy tailed innovations pp. 198-204

Stelios Arvanitis

Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space pp. 205-211

Jinho Park

Continuum percolation with holes pp. 212-218

A. Sarkar and M. Haenggi

Hypothesis tests in partial linear errors-in-variables models with missing response pp. 219-229

Hong-Xia Xu, Guo-Liang Fan and Zhen-Long Chen

Kernel estimators for Mar c ˘ enko–Pastur law of quaternion sample covariance matrices pp. 230-237

Lifang Yang and Jiang Hu

The cumulative Kolmogorov filter for model-free screening in ultrahigh dimensional data pp. 238-243

Arlene Kyoung Hee Kim and Seung Jun Shin

A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve pp. 244-252

Alexander Iksanov, Wissem Jedidi and Fethi Bouzeffour