Statistics & Probability Letters

1982 - 2025

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

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Volume 123, issue C, 2017

Unique coverage in Boolean models pp. 1-7

M. Haenggi and A. Sarkar

Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump–diffusion processes pp. 8-16

Seddik M. Djouadi, Vasileios Maroulas, Xiaoyang Pan and Jie Xiong

Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view pp. 17-22

Kairat Mynbaev and Carlos Martins-Filho

A concentration inequality for a Gaussian process indexed by matrices pp. 23-26

Nora Serdyukova

On reducibility and spectral properties of circulant Markov processes pp. 27-33

Jorge R. Bolaños-Servin, Raffaella Carbone and Roberto Quezada

Refracted continuous-state branching processes: Self-regulating populations pp. 34-44

A. Murillo-Salas, J.L. Pérez and A. Siri-Jégousse

Large deviations for the Ornstein–Uhlenbeck process without tears pp. 45-55

Bernard Bercu and Adrien Richou

The Tracy–Widom distribution is not infinitely divisible pp. 56-60

J. Armando Domínguez-Molina

On exponential stability of mild solutions for some stochastic partial integrodifferential equations pp. 61-76

Moustapha Dieye, Mamadou Abdoul Diop and Khalil Ezzinbi

Self-normalized large deviations under sublinear expectation pp. 77-83

Xinwei Feng

A reverse Gaussian correlation inequality by adding cones pp. 84-87

Xiaohong Chen and Fuchang Gao

On the mean squared error of the ridge estimator of the covariance and precision matrix pp. 88-92

Wessel N. van Wieringen

Full adaptation to smoothness using randomly truncated series priors with Gaussian coefficients and inverse gamma scaling pp. 93-99

Jan van Waaij and Harry van Zanten

Stochastic Ising model with plastic interactions pp. 100-106

Eugene Pechersky, Guillem Via and Anatoly Yambartsev

Kac’s representation for empirical copula process from an asymptotic viewpoint pp. 107-113

Salim Bouzebda

Random eigenvalues from a stochastic heat equation pp. 114-121

Carlos G. Pacheco

A new variance component score test for testing distributed lag functions with applications in time series analysis pp. 122-127

Yin-Hsiu Chen and Bhramar Mukherjee

Block empirical likelihood for partially linear panel data models with fixed effects pp. 128-138

Bang-Qiang He, Xing-Jian Hong and Guo-Liang Fan

Covariate-balancing-propensity-score-based inference for linear models with missing responses pp. 139-145

Donglin Guo, Liugen Xue and Yuqin Hu

A simple nonparametric method to estimate the expected time to cross a threshold pp. 146-152

João Nicolau

A refined version of the integro-local Stone theorem pp. 153-159

Alexander A. Borovkov and Konstantin A. Borovkov

Sample size determination of a nonparametric test based on weighted L2-Wasserstein distance pp. 160-164

Jim X. Xiang

Integrated depth for measurable functions and sets pp. 165-170

Stanislav Nagy

Deconvolution of P(X pp. 171-176

Dang Duc Trong, Ton That Quang Nguyen and Cao Xuan Phuong

Fast calculation of boundary crossing probabilities for Poisson processes pp. 177-182

Amit Moscovich and Boaz Nadler

Strong stationary duality for discrete time Möbius monotone Markov chains on Z+d pp. 183-192

Yong-Hua Mao and Pan Zhao

Conditional maximum likelihood estimation for a class of observation-driven time series models for count data pp. 193-201

Yunwei Cui and Qi Zheng

Maximum likelihood estimators under progressive Type-I interval censoring pp. 202-209

Sonal Budhiraja, Biswabrata Pradhan and Debasis Sengupta

On unbalanced group sizes in cluster randomized designs using balanced ranked set sampling pp. 210-217

Soohyun Ahn, Xinlei Wang and Johan Lim

Volume 122, issue C, 2017

On estimating the distribution function and odds using ranked set sampling pp. 1-10

A. Eftekharian and M. Razmkhah

Focused information criterion and model averaging with generalized rank regression pp. 11-19

Qingzhao Zhang, Xiaogang Duan and Shuangge Ma

Stability in distribution of stochastic Volterra–Levin equations pp. 20-27

Zhi Li and Wei Zhang

Boundary non-crossing probabilities for Slepian process pp. 28-35

Pingjin Deng

Relative weak compactness of sums of pair-wise independent random variables pp. 36-41

Victor M. Kruglov

In search of an optimal kernel for a bias correction method for density estimators pp. 42-50

Lyudmila Sakhanenko

Approaches to asymptotics for U-statistics of Gibbs facet processes pp. 51-57

Jakub Večeřa and Viktor Beneš

On the independence of singular multivariate skew-normal sub-vectors pp. 58-62

Phil D. Young, David J. Kahle and Dean M. Young

Strong laws for sequences in the vicinity of the LIL pp. 63-72

Allan Gut and Ulrich Stadtmüller

WLLN for arrays of nonnegative random variables pp. 73-78

Stefan Ankirchner, Thomas Kruse and Mikhail Urusov

A moderate deviation principle for stochastic Volterra equation pp. 79-85

Yumeng Li, Ran Wang, Nian Yao and Shuguang Zhang

A self-improvement to the Cauchy–Schwarz inequality pp. 86-89

Stephen G. Walker

Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model pp. 90-95

Petr Koldanov, Alexander Koldanov, Valeriy Kalyagin and Panos Pardalos

Individual-specific, sparse inverse covariance estimation in generalized estimating equations pp. 96-103

Qiang Zhang, Edward H. Ip, Junhao Pan and Robert Plemmons

Normal approximation for strong demimartingales pp. 104-108

Milto Hadjikyriakou

Identifiability of nonrecursive structural equation models pp. 109-117

Mario Nagase and Yutaka Kano

Anticipative backward stochastic differential equations driven by fractional Brownian motion pp. 118-127

Jiaqiang Wen and Yufeng Shi

On maximizing expected discounted taxation in a risk process with interest pp. 128-140

Ruixing Ming, Wenyuan Wang and Yijun Hu

A scalar-valued infinitely divisible random field with Pólya autocorrelation pp. 141-146

Richard Finlay and Eugene Seneta

The limit law of the iterated logarithm for linear processes pp. 147-151

Yong Zhang

Weak convergence of h-transforms for one-dimensional diffusions pp. 152-156

Kouji Yano, Yuko Yano and Ju-Yi Yen

Computation of an exact confidence set for a maximum point of a univariate polynomial function in a given interval pp. 157-161

Sanyu Zhou, Fang Wan, Wei Liu and Frank Bretz

A note on Marked Point Processes and multivariate subordination pp. 162-167

Petar Jevtić, Marina Marena and Patrizia Semeraro

A note on faithfulness and total positivity pp. 168-172

Benchong Li and Yang Li

Unified ranked sampling pp. 173-178

Michael J. Matthews and Douglas A. Wolfe

Wavelet estimation in varying coefficient models for censored dependent data pp. 179-189

Xing-cai Zhou, Ying-zhi Xu and Jin-guan Lin

A weak type John–Nirenberg theorem for martingales pp. 190-197

Kaituo Liu, Dejian Zhou and Lihua Peng

A note on the multiplicative gamma process pp. 198-204

Daniele Durante

Estimating the parameters of a selected bivariate normal population pp. 205-210

Zohreh Mohammadi and Mina Towhidi

Three-level A- and D-optimal paired choice designs pp. 211-217

Feng-Shun Chai, Ashish Das and Rakhi Singh

Functional generalizations of Hoeffding’s covariance lemma and a formula for Kendall’s tau pp. 218-226

Ambrose Lo