Statistics & Probability Letters

1982 - 2025

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

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Volume 121, issue C, 2017

A comparison of pivotal sampling and unequal probability sampling with replacement pp. 1-5

Guillaume Chauvet and Anne Ruiz-Gazen

A mesh free floating random walk method for solving diffusion imaging problems pp. 6-11

Karl K. Sabelfeld

Designs containing partially clear main effects pp. 12-17

Xue-Ping Chen, Jin-Guan Lin, Hong-Xia Wang and Xing-Fang Huang

Derivative of intersection local time of independent symmetric stable motions pp. 18-28

Litan Yan, Xianye Yu and Ruqing Chen

Efficiency of estimators for quantile differences with left truncated and right censored data pp. 29-36

Li Xun, Li Shao and Yong Zhou

Local linear regression modelization when all variables are curves pp. 37-44

Jacques Demongeot, Amina Naceri, Ali Laksaci and Mustapha Rachdi

On normal variance–mean mixtures pp. 45-50

Yaming Yu

Return of Fibonacci random walks pp. 51-53

Jörg Neunhäuserer

A note on jointly modeling edges and node attributes of a network pp. 54-60

Haiyan Cai

On leaf related statistics in recursive tree models pp. 61-69

S. Altok and Ü. Işlak

Asymptotic tests for interval-valued means pp. 70-77

Yan Sun

A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion pp. 78-82

K. Kubilius and V. Skorniakov

Simultaneous estimation of p positive normal means with common unknown variance pp. 83-89

Yuan-Tsung Chang and William E. Strawderman

A note on estimating cumulative distribution functions by the use of convolution power kernels pp. 90-98

Benedikt Funke and Christian Palmes

Contrast between populations versus spread within populations pp. 99-100

Iosif Pinelis

Sequential search algorithm for estimation of the number of members of a given population pp. 101-108

Michael J. Klass and Krzysztof Nowicki

Regularity criterion for 2-type Markov branching processes with immigration pp. 109-118

Junping Li and Weiwei Meng

A Hollander–Proschan type test when ageing is not monotone pp. 119-127

Shyamal Ghosh and Murari Mitra

Tolerance intervals from ridge regression in the presence of multicollinearity and high dimension pp. 128-135

Junyong Park

A note on symmetrization procedures for the laws of large numbers pp. 136-142

Deli Li, Han-Ying Liang and Andrew Rosalsky

Large deviations for a class of semilinear stochastic partial differential equations pp. 143-151

Mohammud Foondun and Leila Setayeshgar

On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models pp. 152-162

Pavel V. Gapeev and Yavor I. Stoev

Volume 120, issue C, 2017

Tobit regression model with parameters of increasing dimensions pp. 1-7

Hao Ding, Zhanfeng Wang and Yaohua Wu

CoVaR of families of copulas pp. 8-17

M. Bernardi, F. Durante and P. Jaworski

Maximum likelihood type estimation for discretely observed CIR model with small α-stable noises pp. 18-27

Xu Yang

A note on ruin problems in perturbed classical risk models pp. 28-33

Peng Liu, Chunsheng Zhang and Lanpeng Ji

Parisian ruin of the Brownian motion risk model with constant force of interest pp. 34-44

Long Bai and Li Luo

Posterior convergence rate of a class of Dirichlet process mixture model for compositional data pp. 45-51

Andrés F. Barrientos, Alejandro Jara and Claudia Wehrhahn

The extropy of order statistics and record values pp. 52-60

Guoxin Qiu

An expectation–maximization scheme for measurement error models pp. 61-68

Anindya Bhadra

Probabilistic representation and local existence for the quasi-linear partial integro-differential equations with Sobolev initial value pp. 69-80

Jinxia Wang

An extension of a theorem of Mikosch pp. 81-86

Yuye Zou and Xiangdong Liu

Constructing initial estimators in one-step estimation procedures of nonlinear regression pp. 87-94

Yu.Yu. Linke and I.S. Borisov

Weighted inequalities for the martingale square and maximal functions pp. 95-100

Adam Osȩkowski

On the law of large numbers for discrete Fourier transform pp. 101-107

Na Zhang

An example of inconsistent MLE of spatial covariance parameters under increasing domain asymptotics pp. 108-113

Tonglin Zhang

Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems pp. 114-117

Mariyan Milev and Aldo Tagliani

On the asymptotic power of a goodness-of-fit test based on a cumulative Kullback–Leibler discrepancy pp. 118-125

A. Contreras-Cristán, E. Gutiérrez-Peña and S.G. Walker

Inverse source problem for time-fractional diffusion with discrete random noise pp. 126-134

Nguyen Huy Tuan and Erkan Nane

A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model pp. 135-140

Héctor M. Ramos, Jorge Ollero and Alfonso Suárez-Llorens

Per-site occupancy in the discrete parking problem pp. 141-146

Seva Shneer and Peter M. van de Ven

The fractional non-homogeneous Poisson process pp. 147-156

Nikolai Leonenko, Enrico Scalas and Mailan Trinh

Volume 119, issue C, 2016

Counts of Bernoulli success strings in a multivariate framework pp. 1-10

Djilali Ait Aoudia, Éric Marchand and François Perron

Covariate adjustment in randomization-based causal inference for 2K factorial designs pp. 11-20

Jiannan Lu

Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction pp. 21-29

Takeru Matsuda and William E. Strawderman

A ratio goodness-of-fit test for the Laplace distribution pp. 30-35

Elizabeth González-Estrada and José A. Villaseñor

A time-varying long run HEAVY model pp. 36-44

Manuela Braione

Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions pp. 45-54

Tom Rohmer

Smooth densities of the laws of perturbed diffusion processes pp. 55-62

Lihu Xu, Wen Yue and Tusheng Zhang

On the occurrence of boundary solutions in multidimensional incomplete tables pp. 63-75

S. Ghosh and P. Vellaisamy

The partial copula: Properties and associated dependence measures pp. 76-83

Fabian Spanhel and Malte S. Kurz

Automatic variable selection for varying coefficient models with longitudinal data pp. 84-90

Ruiqin Tian, Liugen Xue and Dengke Xu

An asymptotically optimal kernel combined classifier pp. 91-100

Majid Mojirsheibani and Jiajie Kong

Sharp bounds on DMRL and IMRL classes of life distributions with specified mean pp. 101-107

Debasis Sengupta and Sudipta Das

Algebraic ergodicity for SDEs driven by Lévy processes pp. 108-115

Yan-Hong Song

A CLT for martingale transforms with infinite variance pp. 116-123

Stelios Arvanitis and Alexandros Louka

Asymptotic expansions for bivariate normal extremes pp. 124-133

Saralees Nadarajah

Moment convergence of first-passage times in renewal theory pp. 134-143

Alexander Iksanov, Alexander Marynych and Matthias Meiners

Integral form of the COM–Poisson renormalization constant pp. 144-145

Tibor K. Pogány

Binomial approximation for sum of indicators with dependent neighborhoods pp. 146-154

Yazhe Zhang

Characterization based symmetry tests and their asymptotic efficiencies pp. 155-162

B. Milošević and M. Obradović

Asymptotics of score test in the generalized β-model for networks pp. 163-169

Ting Yan and Yunpeng Zhao

Bayesian aggregation of two forecasts in the partial information framework pp. 170-180

Philip Ernst, Robin Pemantle, Ville Satopää and Lyle Ungar

Orthogonal Latin hypercube designs with special reference to four factors pp. 181-185

B.N. Mandal, Sukanta Dash, Shyamsundar Parui and Rajender Parsad

Kernel estimation of the tail index of a right-truncated Pareto-type distribution pp. 186-193

Souad Benchaira, Djamel Meraghni and Abdelhakim Necir

Cramér type moderate deviations for the number of renewals pp. 194-199

Zi Ye

Convergence of moments for strictly stationary sequences pp. 200-203

Zbigniew S. Szewczak

Simulation of Gamma records pp. 204-212

A. Pakhteev and A. Stepanov

Two-sided moment estimates for a class of nonnegative chaoses pp. 213-219

Rafał Meller

Statistical inference for familial disease models assuming exchangeability pp. 220-225

Dale Bowman

Spherical discrepancy for designs on hyperspheres pp. 226-234

Mei Zhang and Yong-Dao Zhou

Directed weighted random graphs with an increasing bi-degree sequence pp. 235-240

Zhang Yong, Siyu Chen, Hong Qin and Ting Yan

Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification pp. 241-247

Aijun Yang, Xuejun Jiang, Pengfei Liu and Jinguan Lin

A strong law of large numbers for sub-linear expectation under a general moment condition pp. 248-258

Cheng Hu

Asymptotic normality of numbers of observations near order statistics from stationary processes pp. 259-263

Krzysztof Jasiński

A geometric time series model with inflated-parameter Bernoulli counting series pp. 264-272

Patrick Borges, Fabio Fajardo Molinares and Marcelo Bourguignon

Confidence regions for comparison of two normal samples pp. 273-280

Andrew L. Rukhin

The Bayesian restricted Conway–Maxwell-Binomial model to control dispersion in count data pp. 281-288

Josemar Rodrigues, Jorge L. Bazán, Adriano K. Suzuki and Narayanaswamy Balakrishnan

Numerical computation of hitting time distributions of increasing Lévy processes pp. 289-294

Geon Ho Choe and Dong Min Lee

Convergence rate in precise asymptotics for Davis law of large numbers pp. 295-300

Lingtao Kong and Hongshuai Dai

A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions pp. 301-304

Tomer Shushi

A lower bound on the probability that a binomial random variable is exceeding its mean pp. 305-309

Christos Pelekis and Jan Ramon

SPDEs with rough noise in space: Hölder continuity of the solution pp. 310-316

Raluca M. Balan, Maria Jolis and Lluís Quer-Sardanyons

Double asymptotics for the chi-square statistic pp. 317-325

Grzegorz A. Rempała and Jacek Wesołowski

Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps pp. 326-333

Huijie Qiao and Jiang-Lun Wu

A conditional frequency distribution test for analyzing 2×c tables pp. 334-343

Julia L. Sharp and John J. Borkowski

Functional central limit theorems for certain statistics in an infinite urn scheme pp. 344-348

Mikhail Chebunin and Artyom Kovalevskii

Tail probability estimates for additive functionals pp. 349-356

Nguyen Tien Dung

The limit theorem for maximum of partial sums of exchangeable random variables pp. 357-362

Patricia Alonso Ruiz and Alexander Rakitko