Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 213, issue C, 2024

Some new asymptotic results for series estimation under clustered dependence

Pingbo Hu, Xiuyuan Peng and Xinglin Hu

Rate of convergence of trinomial formula to Black–Scholes formula

Yuttana Ratibenyakool and Kritsana Neammanee

Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain

Ping Chen and Tusheng Zhang

Short cycles of random permutations with cycle weights: Point processes approach

Oleksii Galganov and Andrii Ilienko

On Yu and Hoff’s confidence intervals for treatment means

Paul Kabaila

Weak approximation of Schrödinger–Föllmer diffusion

Koya Endo and Yumiharu Nakano

Isotropic random tangential vector fields on spheres

Tianshi Lu

Exact quantiles of Gaussian process extremes

Lijian Yang

On negative correlation of Arboreal Gas for specific parameters

Xiangyu Huang

Simultaneous computation of Kendall’s tau and its jackknife variance

Samuel Perreault

Lower bounds for the trade-off between bias and mean absolute deviation

Alexis Derumigny and Johannes Schmidt-Hieber

Bayes minimax estimator of the mean vector in an elliptically contoured distribution

Jie Jiang and Lichun Wang

Instrument-residual estimator for multi-valued instruments under full monotonicity

Bora Kim and Myoung-jae Lee

Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators

Deepankar Basu

Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach

Bushra Husain and Fariha Aslam

The existence and smoothness of self-intersection local time for a class of Gaussian processes

Lin Xie, Wenqing Ni, Shuicao Zheng and Guowei Lei

Representation of solutions to quadratic 2BSDEs with unbounded terminal values

Kon-Gun Kim, Mun-Chol Kim and Ho-Jin Hwang

Ordering results between two multiple-outlier finite δ-mixtures

Raju Bhakta, Suchandan Kayal and Narayanaswamy Balakrishnan

Volume 212, issue C, 2024

Consistent two-stage estimation in heterogeneous network autoregressive model

Jiayang Zhao, Jie Liu and Yuting Su

Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises

Nikolaos Kolliopoulos, David Sanchez and Amy Xiao

Nonparametric kernel estimation of conditional copula density

Toihir Soulaimana Djaloud and Cheikh Tidiane Seck

Indeterminate Hamburger moment problem: Entropy convergence

Pier Luigi Novi Inverardi, Aldo Tagliani and Mariyan Milev

Nonparametric inference for NBUE distributions based on the TTT transform

Tommaso Lando

Volume 211, issue C, 2024

A novel dual-criterion framework for change point detection

Qiang Zhang

Exact post-selection inference for adjusted R squared selection

Sarah Pirenne and Gerda Claeskens

Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables

Zhangting Chen and Dongya Cheng

Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data

Shuli Geng and Lixin Zhang

On the gamma difference distribution

Peter J. Forrester

Option pricing under jump diffusion model

Qian Li and Li Wang

Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums

Neil A. Spencer and Jeffrey W. Miller

Occupation times for age-structured branching processes

Ziling Cheng

Component projection balanced designs for order of addition experiments

Bing Guo, Xueping Chen and Xiaodi Wang

An inequality for the total variation distance between high-dimensional centered Gaussian laws

Lucio Barabesi and Luca Pratelli

A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations

Anders Kock and David Preinerstorfer

Degree evolution in a general growing network

Umberto De Ambroggio and Hiu Ching Yip

The distribution of argmaximum or a winner problem

Youri Davydov and Vladimir Rotar

Volume 210, issue C, 2024

On the local limit theorems for linear sequences of lower psi-mixing Markov chains

Magda Peligrad, Hailin Sang and Na Zhang

SIR epidemic model with non-Lipschitz stochastic perturbations

Shuang Li and Jie Xiong

On the rate of normal approximation for Poisson continuum percolation

Tiffany Y.Y. Lo and Aihua Xia

On the preservation of ageing properties under random maxima

Panayiotis Bobotas and Markos V. Koutras

A multi-marginal c-convex duality theorem for martingale optimal transport

Julian Sester

A normal test for independence via generalized mutual information

Jialin Zhang and Zhiyi Zhang

Testing uniformity on the circle using spacings when data are rounded

S. Rao Jammalamadaka, Kaushik Ghosh and Sridhar Akiri

A note on series representation for the q-scale function of a class of spectrally negative Lévy processes

Ehyter M. Martín-González, Antonio Murillo-Salas and Henry Pantí

Smooth Matérn Gaussian random fields: Euler characteristic, expected number and height distribution of critical points

Dan Cheng

Some notes on ergodic theorem for U-statistics of order m for stationary and not necessarily ergodic sequences

Davide Giraudo

Asymptotic optimality of the square-root transformation on the gamma distribution using the Kullback–Leibler information number criterion

Kimihiro Noguchi and Mayla C. Ward

Hölder continuity of stochastic heat equation with rough Gaussian noise

Yuecai Han and Guanyu Wu

Explicit representation of invariant measures for 2-death processes

Yuhui Zhang and Yi Zhao

Coalescence times for critical Galton–Watson processes with immigration

Rong-Li Liu, Yan-Xia Ren and Yingrui Wang

Posterior robustness with milder conditions: Contamination models revisited

Yasuyuki Hamura, Kaoru Irie and Shonosuke Sugasawa

Wasserstein upper bounds of Lp-norms for multivariate densities in Besov spaces

Minwoo Chae