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Statistics & Probability Letters

1982 - 2021

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

From Elsevier
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Volume 167, issue C, 2020

A note on the identifiability of latent variable models for mixed longitudinal data Downloads
Elham Tabrizi, Ehsan Bahrami Samani and Mojtaba Ganjali
On the Wasserstein distance for a martingale central limit theorem Downloads
Xiequan Fan and Xiaohui Ma
A Stein’s approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric Downloads
Olivier Besson, François Vincent and Xavier Gendre
On the Marcinkiewicz–Zygmund strong laws for arbitrary dependent sequences Downloads
Zbigniew S. Szewczak
Proximal statistic: Asymptotic normality Downloads
David Pacini
Construction of some s-level regular designs with general minimum lower-order confounding Downloads
Zhiming Li, Qingxun Kong and Mingyao Ai
Bounds on tail probabilities for quadratic forms in dependent sub-gaussian random variables Downloads
Krzysztof Zajkowski
Optimal stopping problems for running minima with positive discounting rates Downloads
Pavel V. Gapeev
Monotonicity of escape probabilities for branching random walks on Zd Downloads
Achillefs Tzioufas
Monotonicity properties of the Poisson approximation to the binomial distribution Downloads
Iosif Pinelis
On the empirical process of tempered moving averages Downloads
Jan Beran, Farzad Sabzikar, Donatas Surgailis and Klaus Telkmann
Test-statistic correlation and data-row correlation Downloads
Bin Zhuo, Duo Jiang and Yanming Di
A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions Downloads
Xiongzhi Chen
On reflected stochastic differential equations driven by regulated semimartingales Downloads
Astrid Hilbert, Imane Jarni and Youssef Ouknine
Statistical causality and separable processes Downloads
Dragana Valjarević and Ljiljana Petrović
Middle censoring in the multinomial distribution with applications Downloads
S. Rao Jammalamadaka and Sudeep R. Bapat
Hidden Markov Models for multivariate functional data Downloads
Andrea Martino, Giuseppina Guatteri and Anna Maria Paganoni
Semi-classical asymptotics for scattering length of symmetric stable processes Downloads
Daehong Kim and Masakuni Matsuura

Volume 166, issue C, 2020

A general treatment of alternative expectation formulae Downloads
Yang Liu
Nonparametric regression estimate with Berkson Laplace measurement error Downloads
Jianhong Shi, Xiuqin Bai and Weixing Song
Exact tests via multiple data splitting Downloads
Cyrus J. DiCiccio, Thomas J. DiCiccio and Joseph P. Romano
Sensitivity of the stationary distributions of denumerable Markov chains Downloads
Juan Alberto Rojas Cruz
Incomplete split-plot designs: Construction and analysis Downloads
B.N. Mandal, Rajender Parsad and Sukanta Dash
On non-linear dependence of multivariate subordinated Lévy processes Downloads
E. Di Nardo, Marina Marena and P. Semeraro
Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions Downloads
Miriam Hägele
Lack-of-fit of a parametric measurement error AR(1) model Downloads
N. Balakrishna, Jiwoong Kim and Hira L. Koul
Posterior properties of the Weibull distribution for censored data Downloads
Eduardo Ramos, Pedro L. Ramos and Francisco Louzada
On intersections of independent space–time anisotropic Gaussian fields Downloads
Zhenlong Chen, Jun Wang and Dongsheng Wu
Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices Downloads
Shambhu Nath Maurya and Koushik Saha
Blowup solutions for stochastic parabolic equations Downloads
Guangying Lv and Jinlong Wei
Wavelet estimation in OFBM: Choosing scale parameter in different sampling methods and different parameter values Downloads
Jeonghwa Lee
On maximin distance and nearly orthogonal Latin hypercube designs Downloads
Zheren Su, Yaping Wang and Yingchun Zhou
Large sample properties of the regression depth induced median Downloads
Yijun Zuo
Online estimation of integrated squared density derivatives Downloads
Abdelkader Mokkadem and Mariane Pelletier
Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift Downloads
Francesco Iafrate and Claudio Macci
A note on distortion effects on the strength of bivariate copula tail dependence Downloads
Jungsywan H. Sepanski

Volume 165, issue C, 2020

Ridge reconstruction of partially observed functional data is asymptotically optimal Downloads
David Kraus and Marco Stefanucci
A generalization of Lemma 1 in Kotlarski (1967) Downloads
Siran Li and Xunjie Zheng
Consistency of ℓ1 penalized negative binomial regressions Downloads
Fang Xie and Zhijie Xiao
GARCH quasi-likelihood ratios for SV model and the diffusion limit Downloads
Xinyu Song and Yazhen Wang
Every countable infinite group admits a long range percolation with a phase transition Downloads
Kainan Xiang and Lang Zou
A general exact optimal sample allocation algorithm: With bounded cost and bounded sample sizes Downloads
Tommy Wright
Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models Downloads
Xiuzhen Zhang, Zhiping Lu, Yangye Wang and Riquan Zhang
Data sharpening via firth’s adjusted score function Downloads
W. John Braun, James Stafford and Patrick Brown
On gamma-Gompertz life expectancy Downloads
Fredy Castellares, Silvio C. Patrício and Artur J. Lemonte
A note on optional Snell envelopes and reflected backward SDEs Downloads
Mohamed Marzougue
Revisiting integral functionals of geometric Brownian motion Downloads
Elena Boguslavskaya and Lioudmila Vostrikova
Stein’s method and Narayana numbers Downloads
Jason Fulman and Adrian Röllin
A note on the exact simulation of spherical Brownian motion Downloads
Aleksandar Mijatović, Veno Mramor and Gerónimo Uribe Bravo
Innovated scalable dynamic learning for time-varying graphical models Downloads
Zemin Zheng, Liwan Li, Jia Zhou and Yinfei Kong
On the expected runtime of multiple testing algorithms with bounded error Downloads
Georg Hahn
CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index Downloads
K. Kubilius
The maximum likelihood estimator under the exponential distribution with right-censored linear regression data Downloads
Qiqing Yu
Incorporating side information into Robust Matrix Factorization with Bayesian Quantile Regression Downloads
Andrey Babkin
A modified version of stochastic dominance involving dependence Downloads
Ignacio Montes, Juan Jesús Salamanca and Susana Montes
A quantile inequality for location-scale distributions Downloads
Clemens Elster and Katy Klauenberg
The Hammersley–Chapman–Robbins inequality for repeatedly monitored quantum system Downloads
Alessandra Luati and Marco Novelli
A test of exponentiality against DMTTF alternatives via L-statistics Downloads
Dhrubasish Bhattacharyya, Ruhul Ali Khan and Murari Mitra
On some new moments of Gamma type Downloads
Tetyana Kadankova, Thomas Simon and Min Wang
Local stability in a transient Markov chain Downloads
Ivo Adan, Sergey Foss, Seva Shneer and Gideon Weiss
Conditional law and occupation times of two-sided sticky Brownian motion Downloads
Bugra Can and Mine Çağlar
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure Downloads
Rong Li, Xiuchun Bi and Shuguang Zhang
Prediction for computer experiments with both quantitative and qualitative factors Downloads
Min Li, Min-Qian Liu, Xiao-Lei Wang and Yong-Dao Zhou
On the entrance at infinity of Feller processes with no negative jumps Downloads
Clément Foucart, Pei-Sen Li and Xiaowen Zhou
Convergence rate to equilibrium in Wasserstein distance for reflected jump–diffusions Downloads
Andrey Sarantsev
An upper bound for a cyclic sum of probabilities Downloads
James E. Marengo, Quinn T. Kolt and David L. Farnsworth
The density ratio of Poisson binomial versus Poisson distributions Downloads
Lutz Dümbgen and Jon A. Wellner
An explicit solution to the Skorokhod embedding problem for double exponential increments Downloads
Giang T. Nguyen and Oscar Peralta
Correlation matrices with average constraints Downloads
Jan Tuitman, Steven Vanduffel and Jing Yao
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