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Statistics & Probability Letters

1982 - 2021

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

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Volume 91, issue C, 2014

Can the bounds in the multivariate Chebyshev inequality be attained? pp. 1-5 Downloads
Jorge Navarro
On the non existence of unbiased estimators of risk for spherically symmetric distributions pp. 6-13 Downloads
Dominique Fourdrinier and William Strawderman
Langevin diffusions and the Metropolis-adjusted Langevin algorithm pp. 14-19 Downloads
T. Xifara, C. Sherlock, S. Livingstone, S. Byrne and M. Girolami
On idiosyncratic stochasticity of financial leverage effects pp. 20-26 Downloads
Carles Bretó
A theorem on CUB models for rank data pp. 27-31 Downloads
Maria Iannario and Domenico Piccolo
On wavelet projection kernels and the integrated squared error in density estimation pp. 32-40 Downloads
Evarist Giné and W.R. Madych
On finite long run costs and rewards in infinite Markov chains pp. 41-46 Downloads
Hendrik Baumann and Werner Sandmann
On the probability of two randomly generated S-permutation matrices to be disjoint pp. 47-51 Downloads
Krasimir Yordzhev
A non-commutative version of Lépingle–Yor martingale inequality pp. 52-54 Downloads
Yanqi Qiu
Geometric ergodicity of the Gibbs sampler for the Poisson change-point model pp. 55-61 Downloads
Matthew Fitzpatrick
Chaos expansion and asymptotic behavior of the Pareto distribution pp. 62-68 Downloads
Ciprian A. Tudor
Shorter nonparametric prediction intervals for an order statistic from a future sample pp. 69-75 Downloads
Jesse Frey
Complete moment convergence for i.i.d. random variables pp. 76-82 Downloads
Dehua Qiu and Pingyan Chen
Stochastic equations for two-type continuous-state branching processes with immigration and competition pp. 83-89 Downloads
Rugang Ma
Robust variable selection for nonlinear models with diverging number of parameters pp. 90-97 Downloads
Zhike Lv, Huiming Zhu and Keming Yu
On positivity of the variance of a tracer moving in a divergence-free Gaussian random field pp. 98-106 Downloads
Tymoteusz Chojecki and Tomasz Komorowski
On the support of the simple branching random walk pp. 107-109 Downloads
Torrey Johnson
On reparametrization and the Gibbs sampler pp. 110-116 Downloads
Jorge Carlos Román, James P. Hobert and Brett Presnell
Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models pp. 117-123 Downloads
Hui Wang and Jiazhu Pan
Parameter estimation in two-type continuous-state branching processes with immigration pp. 124-134 Downloads
Wei Xu
Large deviation for a least squares estimator in a nonlinear regression model pp. 135-144 Downloads
Wenzhi Yang and Shuhe Hu
The large-maturity smile for the Stein–Stein model pp. 145-152 Downloads
Martin Forde
An improved robust association test for GWAS with multiple diseases pp. 153-161 Downloads
Zhongxue Chen, Hanwen Huang and Hon Keung Tony Ng
Closure property and maximum of randomly weighted sums with heavy-tailed increments pp. 162-170 Downloads
Yang Yang, Remigijus Leipus and Jonas Šiaulys
Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables pp. 171-180 Downloads
Jun Yan
Distribution of eigenvalues of large Euclidean matrices generated from lp ellipsoid pp. 181-191 Downloads
Xingyuan Zeng

Volume 90, issue C, 2014

On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models pp. 1-10 Downloads
Xingwei Ren
Convergence bound in total variation for an image restoration model pp. 11-16 Downloads
Oliver Jovanovski
Inference for the treatment effects in two sample problems with right-censored and length-biased data pp. 17-24 Downloads
Cunjie Lin and Yong Zhou
Asymptotic theory for LAD estimation of moderate deviations from a unit root pp. 25-32 Downloads
Zhiyong Zhou and Zhengyan Lin
Convergence to the maximum process of a fractional Brownian motion with shot noise pp. 33-41 Downloads
Yizao Wang
A dexterous randomized response model for estimating a rare sensitive attribute using Poisson distribution pp. 42-45 Downloads
Housila P. Singh and Tanveer A. Tarray
A stable manifold MCMC method for high dimensions pp. 46-52 Downloads
Alexandros Beskos
A new class of distribution-free tests for testing ordered location parameters based on sub-samples pp. 53-59 Downloads
Anil Gaur
On piecewise linear processes pp. 60-67 Downloads
Nikita Ratanov
Correlation structure of time-changed Pearson diffusions pp. 68-77 Downloads
Jebessa B. Mijena and Erkan Nane
Estimating the parameters of an α-stable distribution using the existence of moments of order statistics pp. 78-84 Downloads
Mohammad Mohammadi and Adel Mohammadpour
The randomly stopped geometric Brownian motion pp. 85-92 Downloads
Eugenio P. Balanzario, Rosalva Mendoza Ramírez and Jorge Sánchez Ortiz
Karhunen–Loève expansion for additive Slepian processes pp. 93-99 Downloads
Jin V. Liu, Zongfu Huang and Hongjun Mao
Asymptotic approximation for the probability density function of an arbitrary sequence of random variables pp. 100-107 Downloads
Cyrille Joutard
Combining a regression model with a multivariate Markov chain in a forecasting problem pp. 108-113 Downloads
Bruno Damásio and João Nicolau
Coherent and convex risk measures for portfolios with applications pp. 114-120 Downloads
Linxiao Wei and Yijun Hu
On testing the coefficient of variation in an inverse Gaussian population pp. 121-128 Downloads
Yogendra P. Chaubey, Debaraj Sen and Krishna K. Saha
Non-parametric estimation of the generalized past entropy function with censored dependent data pp. 129-135 Downloads
R. Maya, E.I. Abdul-Sathar and G. Rajesh
Asymptotic normality for discretely observed Markov jump processes with an absorbing state pp. 136-139 Downloads
Alexander Kremer and Rafael Weißbach
Worst-case optimal investment with a random number of crashes pp. 140-148 Downloads
Christoph Belak, Sören Christensen and Olaf Menkens
On the use of the Borel–Cantelli lemma in Markov chains pp. 149-154 Downloads
Alexei Stepanov

Volume 88, issue C, 2014

On the effect of perturbation of conditional probabilities in total variation pp. 1-8 Downloads
Alessandro Abate, Frank Redig and Ilya Tkachev
Bayesian model comparison: Log scores and DIC pp. 9-14 Downloads
Milovan Krnjajić and David Draper
Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time pp. 15-26 Downloads
Xiaohu Li and Jintang Wu
Estimation of the Cholesky decomposition in a conditional independent normal model with missing data pp. 27-39 Downloads
Daojiang He and Kai Xu
Type II bivariate Pólya–Aeppli distribution pp. 40-49 Downloads
Leda D. Minkova and N. Balakrishnan
Efficient almost-exact Lévy area sampling pp. 50-55 Downloads
Simon J.A. Malham and Anke Wiese
On the limiting probabilities of the M/Er/1 queueing system pp. 56-61 Downloads
José M. Martínez V., Reinaldo A. Vallejos C. and Marta Barría M.
A generalization of Chebyshev’s inequality for Hilbert-space-valued random elements pp. 62-65 Downloads
Katarzyna Budny
On perturbation bounds for continuous-time Markov chains pp. 66-72 Downloads
A.I. Zeifman and V.Yu. Korolev
On stochastic comparisons of residual life time at random time pp. 73-79 Downloads
Isha Dewan and Baha-Eldin Khaledi
Capturing patterns via parsimonious t mixture models pp. 80-87 Downloads
Tsung-I Lin, Paul D. McNicholas and Hsiu J. Ho
A determinantal inequality for correlation matrices pp. 88-90 Downloads
Ingram Olkin
Trajectory composition of Poisson time changes and Markov counting systems pp. 91-98 Downloads
Carles Bretó
Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale pp. 99-106 Downloads
A. Zaigraev and A. Podraza-Karakulska
A limit theorem for local time and application to random sets pp. 107-117 Downloads
Diffalah Laissaoui and Abdelatif Benchérif-Madani
Bounds on convergence for the empirical vector of the Curie–Weiss–Potts model with a non-zero external field vector pp. 118-126 Downloads
Bastian Martschink
R-optimal designs in random coefficient regression models pp. 127-132 Downloads
Xin Liu, Rong-Xian Yue and Kashinath Chatterjee
Some new normal comparison inequalities related to Gordon’s inequality pp. 133-140 Downloads
Dawei Lu and Xiaoguang Wang
On the probability of conjunctions of stationary Gaussian processes pp. 141-148 Downloads
Krzysztof Dȩbicki, Enkelejd Hashorva, Lanpeng Ji and Kamil Tabiś
Large deviations for subordinated Brownian motion and applications pp. 149-156 Downloads
Janusz Gajda and Marcin Magdziarz
MTD models for aggregate data from higher order Markov chains pp. 157-164 Downloads
Inderdeep Kaur
The M-estimator for functional linear regression model pp. 165-173 Downloads
Lele Huang, Huiwen Wang and Andi Zheng
A probabilistic approach for gradient estimates on time-inhomogeneous manifolds pp. 174-183 Downloads
Li-Juan Cheng
Asymptotic power of likelihood ratio tests for high dimensional data pp. 184-189 Downloads
Cheng Wang
Gamma shared frailty model based on reversed hazard rate for bivariate survival data pp. 190-196 Downloads
David D. Hanagal and Arvind Pandey
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