Statistics & Probability Letters

1982 - 2025

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

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Volume 116, issue C, 2016

Comment on “On nomenclature, and the relative merits of two formulations of skew distributions” by A. Azzalini, R. Browne, M. Genton, and P. McNicholas pp. 1-5

Geoffrey J. McLachlan and Sharon X. Lee

Transmuted distributions and random extrema pp. 6-8

Tomasz J. Kozubowski and Krzysztof Podgórski

Destructive negative binomial cure rate model and EM-based likelihood inference under Weibull lifetime pp. 9-20

Suvra Pal and N. Balakrishnan

A more efficient second order blind identification method for separation of uncorrelated stationary time series pp. 21-26

Sara Taskinen, Jari Miettinen and Klaus Nordhausen

On uniform nonintegrability for a sequence of random variables pp. 27-37

Tapas K. Chandra, Tien-Chung Hu and Andrew Rosalsky

On bounding the union probability using partial weighted information pp. 38-44

Jun Yang, Fady Alajaji and Glen Takahara

On the length and the position of the minimum sequence containing all runs of ones in a Markovian binary sequence pp. 45-54

Anastasios N. Arapis, Frosso S. Makri and Zaharias M. Psillakis

Characteristic function of time-inhomogeneous Lévy-driven Ornstein–Uhlenbeck processes pp. 55-61

Frédéric Vrins

An arctangent law pp. 62-64

Vassilis G. Papanicolaou

An exact Kolmogorov–Smirnov test for whether two finite populations are the same pp. 65-71

Jesse Frey

Robust nonparametric kernel regression estimator pp. 72-79

Ge Zhao and Yanyuan Ma

Optimal two-level designs for partial profile choice experiments pp. 80-87

Soumen Manna and Ashish Das

Artifactual unit root behavior of Value at risk (VaR) pp. 88-93

Ngai Hang Chan and Tony Sit

Asymmetric risk of the Stein variance estimator under a misspecified linear regression model pp. 94-100

Huaizhen Qin and Weiwei Ouyang

Pitman closeness properties of point estimators and predictive densities with parametric constraints pp. 101-106

Takeru Matsuda and William E. Strawderman

Optimal designs for regression models with autoregressive errors pp. 107-115

Holger Dette, Andrey Pepelyshev and Anatoly Zhigljavsky

A maximum principle for the stochastic variational inequalities pp. 116-121

Siyan Xu and Mengqi Zheng

A solution to the reversible embedding problem for finite Markov chains pp. 122-130

Chen Jia

When Markov chains meet: A continuous-time model of network evolution pp. 131-138

Gail Gilboa-Freedman and Refael Hassin

Large and moderate deviations for a renewal randomly indexed branching process pp. 139-145

Zhenlong Gao and Weigang Wang

Fractional spherical random fields pp. 146-156

D’Ovidio, Mirko, Nikolai Leonenko and Enzo Orsingher

Volume 115, issue C, 2016

Distributions in a class of Poissonized urns with an application to Apollonian networks pp. 1-7

Panpan Zhang and Hosam M. Mahmoud

On some properties of the low-dimensional Gumbel perturbations in the Perturb-and-MAP model pp. 8-15

Jakub M. Tomczak

Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay pp. 16-26

Qinwei Qiu, Wei Liu, Liangjian Hu, Xuerong Mao and Surong You

Generalized seasonal tapered block bootstrap pp. 27-35

Anna E. Dudek, Efstathios Paparoditis and Dimitris N. Politis

Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model pp. 36-44

Won-Tak Hong and Eunju Hwang

Representation of stationary and stationary increment processes via Langevin equation and self-similar processes pp. 45-53

Lauri Viitasaari

Regressor and disturbance have moments of all orders, least squares estimator has none pp. 54-59

Kenneth West and Zifeng Zhao

Consistent estimation of ordinary differential equation when the transformation parameter is unknown pp. 60-69

Jie Zhou and Hai-Lin Feng

Generalized sooner waiting time problems in a sequence of trinary trials pp. 70-78

Serkan Eryilmaz, Min Gong and Min Xie

Chi-square mixture representations for the distribution of the scalar Schur complement in a noncentral Wishart matrix pp. 79-87

Constantin Siriteanu, Satoshi Kuriki, Donald Richards and Akimichi Takemura

Volume 114, issue C, 2016

A characterization of the normal distribution by the independence of a pair of random vectors pp. 1-5

Wiktor Ejsmont

Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model pp. 6-13

Xinmei Shen, Menghao Xu and Ebenezer Fiifi Emire Atta Mills

An accurate updating formula to calculate sample variance from weighted successive differences pp. 14-19

Tien-Lung Sun, Kuo-Hung Lo and Juei-Chao Chen

Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims pp. 20-29

Dawei Lu and Bin Zhang

Recursive estimation of time-average variance constants through prewhitening pp. 30-37

Wei Zheng, Yong Jin and Guoyi Zhang

Testing composite null hypotheses based on S-divergences pp. 38-47

Abhik Ghosh and Ayanendranath Basu

Improved prediction intervals in heteroscedastic mixed-effects models pp. 48-53

Thomas Mathew, Sandeep Menon, Inna Perevozskaya and Samaradasa Weerahandi

Sharp total variation bounds for finitely exchangeable arrays pp. 54-59

Alexander Volfovsky and Edoardo M. Airoldi

Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall–Olkin law pp. 60-66

Damiano Brigo, Jan-Frederik Mai and Matthias Scherer

Weak convergence of renewal shot noise processes in the case of slowly varying normalization pp. 67-77

Alexander Iksanov, Zakhar Kabluchko and Alexander Marynych

Modified kernel regression estimation with functional time series data pp. 78-85

Nengxiang Ling, Chao Wang and Jin Ling

Note on the singularity of the Poisson–gamma model pp. 86-92

Gintautas Jakimauskas and Leonidas Sakalauskas

A new proof for the peakedness of linear combinations of random variables pp. 93-98

Shan Ju and Xiaoqing Pan

Projection pursuit multi-index (PPMI) models pp. 99-103

Michael G. Akritas

Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices pp. 104-110

Yoshimasa Uematsu

Construction of Sudoku-based uniform designs with mixed levels pp. 111-118

Hongyi Li, Kashinath Chatterjee, Bo Li and Hong Qin

Ordering properties of order statistics from heterogeneous exponentiated Weibull models pp. 119-127

Amarjit Kundu and Shovan Chowdhury

Volume 113, issue C, 2016

Geometric ergodicity of Rao and Teh’s algorithm for homogeneous Markov jump processes pp. 1-6

Błażej Miasojedow and Wojciech Niemiro

Estimation of the noise covariance operator in functional linear regression with functional outputs pp. 7-15

Christophe Crambes, Nadine Hilgert and Tito Manrique

A weighted simulation-based estimator for incomplete longitudinal data models pp. 16-22

Daniel H. Li and Liqun Wang

Posterior property of Student-t linear regression model using objective priors pp. 23-29

Min Wang and Mingan Yang

Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles pp. 30-37

Fengyang He, Yebin Cheng and Tiejun Tong

Efficient computation of adjusted p-values for resampling-based stepdown multiple testing pp. 38-40

Joseph P. Romano and Michael Wolf

Nonparametric Bayes modeling with sample survey weights pp. 41-48

Tsuyoshi Kunihama, A.H. Herring, C.T. Halpern and D.B. Dunson

Bin sizes in time-inhomogeneous infinite Polya processes pp. 49-53

Dudley Stark

A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes pp. 54-61

Irmina Czarna and Jean-François Renaud

On a Brownian motion with a hard membrane pp. 62-70

Vidyadhar Mandrekar and Andrey Pilipenko

A random matrix from a stochastic heat equation pp. 71-78

Carlos G. Pacheco

A characterization of the generalized Laplace distribution by constant regression on the sample mean pp. 79-83

Shaul K. Bar-Lev and Daoud Bshouty

Randomly stopped sums of not identically distributed heavy tailed random variables pp. 84-93

Svetlana Danilenko and Jonas Šiaulys

A note on continual reassessment method pp. 94-102

Tian Tian

Bayesian inference for extreme quantiles of heavy tailed distributions pp. 103-107

Rafael B.A. Farias, Michel H. Montoril and José A.A. Andrade