Statistics & Probability Letters

1982 - 2025

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

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Volume 112, issue C, 2016

Conditional independence and conditioned limit laws pp. 1-4

Ioannis Papastathopoulos

Bayesian information in an experiment and the Fisher information distance pp. 5-9

Stephen G. Walker

Extremal properties of the skew-t distribution pp. 10-19

Zuoxiang Peng, Chunqiao Li and Saralees Nadarajah

Simplicial bivariate tests for randomness pp. 20-25

Germain Van Bever

Weighted M-estimators for multivariate clustered data pp. 26-34

M. El Asri, D. Blanke and E. Gabriel

A simple probabilistic approach of the Yard-Sale model pp. 35-40

Christophe Chorro

A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho pp. 41-50

Ana Pérez and Mercedes Prieto-Alaiz

A positive dependence notion based on componentwise unimodality of copulas pp. 51-57

Saeed Zalzadeh and Franco Pellerey

Asymptotics of powers of binomial and multinomial probabilities pp. 58-62

K.B. Athreya and R. Janicki

A new class of lifetime distributions pp. 63-71

Serkan Eryilmaz

On randomization-based and regression-based inferences for 2K factorial designs pp. 72-78

Jiannan Lu

Epidemic change tests for the mean of innovations of an AR(1) process pp. 79-91

J. Markevičiūtė

Objective priors for the zero-modified model pp. 92-97

Ryunosuke Tanabe and Etsuo Hamada

Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model pp. 98-104

Nguyen Tien Dung

On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model pp. 105-112

Yongge Tian and Xuan Zhang

Multivariate Poisson interpoint distances pp. 113-123

Reza Modarres

Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes pp. 124-130

Christian H. Weiß and Sebastian Schweer

Stochastic comparisons of parallel and series systems with heterogeneous Birnbaum–Saunders components pp. 131-136

Longxiang Fang, Xiaojun Zhu and N. Balakrishnan

Some results on residual entropy of ranked set samples pp. 137-145

Saeid Tahmasebi, Ali Akbar Jafari and Maryam Eskandarzadeh

Volume 111, issue C, 2016

Random central limit theorem for associated random variables and the order of approximation pp. 1-7

B.L.S. Prakasa Rao and M. Sreehari

A note on martingale deviation bounds pp. 8-11

Thomas R. Boucher

Higher-order expansions of powered extremes of normal samples pp. 12-17

Wei Zhou and Chengxiu Ling

Quality of fit measurement in regression quantiles: An elemental set method approach pp. 18-25

Edmore Ranganai

Modelling cluster detection in spatial scan statistics: Formation of a spatial Poisson scanning window and an ADHD case study pp. 26-31

S.M. Aboukhamseen, A.R. Soltani and M. Najafi

Multiplicity- and dependency-adjusted p-values for control of the family-wise error rate pp. 32-40

Jens Stange, Thorsten Dickhaus, Arcadi Navarro and Daniel Schunk

Characterizations of Discrete Weibull related distributions pp. 41-48

Magdalena Szymkowiak and Maria Iwińska

The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing pp. 49-54

Piotr Bolesław Nowak

On a robustness property of the Rayleigh and Bingham tests of uniformity pp. 55-59

James R. Schott

Order-invariant prior specification in Bayesian factor analysis pp. 60-66

Dennis Leung and Mathias Drton

A general parametric Stein characterization pp. 67-71

Christophe Ley and Yvik Swan

Kullback–Leibler divergence: A quantile approach pp. 72-79

P.G. Sankaran, S.M. Sunoj and N. Unnikrishnan Nair

On the eigenvalues of the spatial sign covariance matrix in more than two dimensions pp. 80-85

Alexander Dürre, David E. Tyler and Daniel Vogel

Bernstein’s inequalities and their extensions for getting the Black–Scholes option pricing formula pp. 86-92

Anna Glazyrina and Alexander Melnikov

Volume 110, issue C, 2016

Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample pp. 1-7

Ghobad Barmalzan, Amir Payandeh and Narayanaswamy Balakrishnan

On the speed of the one-dimensional polymer in the large range regime pp. 8-17

Chien-Hao Huang

Laplace mixture autoregressive models pp. 18-24

Hien D. Nguyen, Geoffrey J. McLachlan, Jeremy F.P. Ullmann and Andrew L. Janke

Reliability study of a coherent system with single general standby component pp. 25-33

Pradip Kundu, Nil Kamal Hazra and Asok K. Nanda

On the equivalence between conditional and random-effects likelihoods in exponential families pp. 34-38

Riccardo De Bin

Lyapunov exponents of PDEs driven by fractional noise with Markovian switching pp. 39-50

Xiliang Fan and Chenggui Yuan

Limit theorems for order statistics from exponentials pp. 51-57

Yu Miao, Rujun Wang and Andre Adler

A central limit theorem for quadruple-wise independent arrays of random variables pp. 58-61

Cristina Tone

Transient one-dimensional diffusions conditioned to converge to a different limit point pp. 62-73

Alexandru Hening

Solving the double barrier reflected BSDEs via penalization method pp. 74-83

Min Li and Yufeng Shi

Efficient estimation for the heteroscedastic single-index varying coefficient models pp. 84-93

Peng Lai, Qingzhao Zhang, Heng Lian and Qihua Wang

A characterization of exponential distribution and the Sukhatme–Rényi decomposition of exponential maxima pp. 94-102

George P. Yanev and Santanu Chakraborty

High dimensional discrimination analysis via a semiparametric model pp. 103-110

Binyan Jiang and Chenlei Leng

Slash distributions of the sum of independent logistic random variables pp. 111-118

J.M. del Castillo

Large deviations for some non-standard telegraph processes pp. 119-127

Claudio Macci

A general large deviation principle for longest runs pp. 128-132

Zhenxia Liu and Xiangfeng Yang

One-step M-estimates of scatter and the independence property pp. 133-136

J. Virta

Scan statistics for detecting a local change in variance for normal data with unknown population variance pp. 137-145

Bo Zhao and Joseph Glaz

An improved integrated likelihood population size estimation in Dual-record System pp. 146-154

Kiranmoy Chatterjee and Diganta Mukherjee

Small ball probabilities for a class of time-changed self-similar processes pp. 155-161

Kei Kobayashi

Some integrals involving multivariate Hermite polynomials: Application to evaluating higher-order local powers pp. 162-168

Yoshihide Kakizawa

A strong law and a law of the single logarithm for arrays of rowwise independent random variables pp. 169-174

Pingyan Chen, Xiaoqin Ye and Tien-Chung Hu

On quasi-ergodic distribution for one-dimensional diffusions pp. 175-180

Guoman He and Hanjun Zhang

Bias reduction with Variable Percent Bias Reducing matching pp. 181-184

Yannis G. Yatracos

Extremes of Gaussian fields with a smooth random variance pp. 185-190

Goran Popivoda and Siniša Stamatović

Asymptotic near-efficiency of the “Gibbs-energy and empirical-variance” estimating functions for fitting Matérn models — I: Densely sampled processes pp. 191-197

Didier A. Girard

Short-range dependent processes subordinated to the Gaussian may not be strong mixing pp. 198-200

Shuyang Bai and Murad S. Taqqu

On nomenclature for, and the relative merits of, two formulations of skew distributions pp. 201-206

Adelchi Azzalini, Ryan P. Browne, Marc G. Genton and Paul D. McNicholas

Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes pp. 207-210

Akimichi Takemura

On testing whether burn-in is required under the long-run average cost pp. 217-224

Faezeh Mohammadi, Muhyiddin Izadi and Chin-Diew Lai

Performance of discrete associated kernel estimators through the total variation distance pp. 225-235

Célestin C. Kokonendji and Davit Varron

New developments on the Lp-metric between a probability distribution and its distortion pp. 236-243

Jianping Yang and Taizhong Hu

An analytic generalization of independence and identical distributiveness pp. 244-248

Abram M. Kagan and Gábor J. Székely

On the asymptotic properties of the Bernstein estimator of the multivariate distribution function pp. 249-256

Mohamed Belalia

On infinite dimensional periodically correlated random fields: Spectrum and evolutionary spectra pp. 257-267

H. Haghbin and Z. Shishebor

A robust penalized estimation for identification in semiparametric additive models pp. 268-277

Jing Yang and Hu Yang

On asymptotics related to classical inference in stochastic differential equations with random effects pp. 278-288

Trisha Maitra and Sourabh Bhattacharya

Jackknife empirical likelihood confidence interval for the Gini index pp. 289-295

Dongliang Wang, Yichuan Zhao and Dirk W. Gilmore

A note on Bartlett correction factor for tests on cointegrating relations pp. 296-304

Alessandra Canepa

Quantile regression for single-index-coefficient regression models pp. 305-317

Rong Jiang and Wei-Min Qian

Minimum message length analysis of multiple short time series pp. 318-328

Daniel F. Schmidt and Enes Makalic