Statistics & Probability Letters

1982 - 2025

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

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Volume 118, issue C, 2016

On conditional maximum likelihood estimation for INGARCH(p,q) models pp. 1-7

Yunwei Cui and Rongning Wu

Demystifying the bias from selective inference: A revisit to Dawid’s treatment selection problem pp. 8-15

Jiannan Lu and Alex Deng

Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes pp. 16-23

Fanni Nedényi and Gyula Pap

Constructing optimal asymmetric combined designs via Lee discrepancy pp. 24-31

A. Elsawah

Another look at Bayes map iterated filtering pp. 32-36

Dao Nguyen

Deconvolution of a discrete uniform distribution pp. 37-44

Anatoly Zhigljavsky, Nina Golyandina and Svyatoslav Gryaznov

Identifying the spectral representation of Hilbertian time series pp. 45-49

Eduardo Horta and Flavio Ziegelmann

Moderate deviation principles for eigenvalues of β-Hermite and β-Laguerre ensembles with β→∞ pp. 50-59

Hui Jiang and Shaochen Wang

On Kummer’s distribution of type two and a generalized beta distribution pp. 60-69

Marwa Hamza and Pierre Vallois

Strong law of large numbers for continuous random dynamical systems pp. 70-79

Katarzyna Horbacz

A strong law of large numbers for nonnegative random variables and applications pp. 80-86

Pingyan Chen and Soo Hak Sung

On the strong laws of large numbers for weighted sums of random variables pp. 87-93

Pingyan Chen and Soo Hak Sung

Number of critical points of a Gaussian random field: Condition for a finite variance pp. 94-99

Anne Estrade and Julie Fournier

Minimum distance index for complex valued ICA pp. 100-106

Niko Lietzén, Klaus Nordhausen and Pauliina Ilmonen

Resolution of a conjecture on variance functions for one-parameter natural exponential families pp. 107-109

Xiongzhi Chen

Large jumps of q-Ornstein–Uhlenbeck processes pp. 110-116

Yizao Wang

Improving confidence set estimation when parameters are weakly identified pp. 117-123

Heather Battey, Qiang Feng and Richard J. Smith

A remark on a result of Xia Chen pp. 124-126

Khoa Lê

Transport processes with random jump rate pp. 127-134

Alessandro De Gregorio

Persistently unbounded probability densities pp. 135-138

Wiebe Pestman, Francis Tuerlinckx and Wolf Vanpaemel

Boundary crossing probabilities for (q,d)-Slepian-processes pp. 139-144

Wolfgang Bischoff and Andreas Gegg

Hitting probabilities of a class of Gaussian random fields pp. 145-155

Wenqing Ni and Zhenlong Chen

Central Limit Theorems under additive deformations pp. 156-162

Daniel J. Eck and Ian W. McKeague

The Monte Carlo computation error of transition probabilities pp. 163-170

Adam Nielsen

Recovering a distribution from its translated fractional moments pp. 171-176

Henryk Gzyl and A. Tagliani

Bayesian variable selection in binary quantile regression pp. 177-181

Man-Suk Oh, Eun Sug Park and Beong-Soo So

Testing variance parameters in models with a Kronecker product covariance structure pp. 182-189

Chengcheng Hao, Yuli Liang and Thomas Mathew

Likelihood based inference for partially observed renewal processes pp. 190-196

M.N.M. van Lieshout

Volume 117, issue C, 2016

Testing exponentiality of the residual life, based on dynamic cumulative residual entropy pp. 1-11

M. Chahkandi and H. Alizadeh Noughabi

Consistency of the plug-in functional predictor of the Ornstein–Uhlenbeck process in Hilbert and Banach spaces pp. 12-22

Javier Álvarez-Liébana, Denis Bosq and María D. Ruiz-Medina

Nonparametric estimation of possibly similar densities pp. 23-30

Alan Ker

Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data pp. 31-39

Justin Chown

A derivation of the multivariate singular skew-normal density function pp. 40-45

Phil D. Young, Jane L. Harvill and Dean M. Young

Optimal measurement allocation under precision budget constraint pp. 46-53

Eduard Belitser

Asymptotic behavior of the solution of the fractional heat equation pp. 54-61

Litan Yan, Xianye Yu and Xichao Sun

On upper bounds for the variance of functions of the inactivity time pp. 62-71

F. Goodarzi, M. Amini and G.R. Mohtashami Borzadaran

A computable bound of the essential spectral radius of finite range Metropolis–Hastings kernels pp. 72-79

Loïc Hervé and James Ledoux

On the multivariate skew-normal-Cauchy distribution pp. 80-88

F. Kahrari, M. Rezaei, F. Yousefzadeh and R.B. Arellano-Valle

A note on tests for high-dimensional covariance matrices pp. 89-92

Guangyu Mao

A mean-constrained finite mixture of normals model pp. 93-99

Junshu Bao and Timothy E. Hanson

Discriminant analysis on high dimensional Gaussian copula model pp. 100-112

Yong He, Xinsheng Zhang and Pingping Wang

A note on Karhunen–Loève expansions for the demeaned stationary Ornstein–Uhlenbeck process pp. 113-117

Xiaohui Ai

The finite sample performance of the two-stage analysis of a two-period crossover trial pp. 118-127

Paul Kabaila

Competitive estimation of the extreme value index pp. 128-135

M. Ivette Gomes and Lígia Henriques-Rodrigues

Local efficiency of integrated goodness-of-fit tests under skew alternatives pp. 136-143

A. Durio and Yakov Nikitin

On the higher order product density functions of a Neyman–Scott cluster point process pp. 144-150

Abdollah Jalilian

Bandwidth selection for the presmoothed logrank test pp. 151-157

M.A. Jácome and I. López-de-Ullibarri

Expected distances and goodness-of-fit for the asymmetric Laplace distribution pp. 158-164

Maria L. Rizzo and John T. Haman

On order statistics and their copulas pp. 165-172

Markus Dietz, Sebastian Fuchs and Klaus D. Schmidt

Ruin probabilities under Sarmanov dependence structure pp. 173-182

Krishanu Maulik and Moumanti Podder

Estimation of linear composite quantile regression using EM algorithm pp. 183-191

Yuzhu Tian, Qianqian Zhu and Maozai Tian

Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough pp. 192-200

L.V. Rozovsky

Deconvolution model with fractional Gaussian noise: A minimax study pp. 201-208

Rida Benhaddou

Local asymptotics for nonparametric quantile regression with regression splines pp. 209-215

Weihua Zhao and Heng Lian

Stochastic comparisons of total capacity of weighted-k-out-of-n systems pp. 216-220

Rabi-Allah Rahmani, Muhyiddin Izadi and Baha-Eldin Khaledi

A lower bound on the expected optimal value of certain random linear programs and application to shortest paths in Directed Acyclic Graphs and reliability pp. 221-230

Stéphane Chrétien and Franck Corset