Statistics & Probability Letters

1982 - 2025

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

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Volume 109, issue C, 2016

A note on the maximal outdegrees of Galton–Watson trees pp. 1-6

Xin He

Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators pp. 7-15

ShengJun Fan

A limit theorem related to the Hartman–Wintner–Strassen LIL and the Chover LIL pp. 16-21

Deli Li and Shuhua Zhang

Asymptotic results for random sums of dependent random variables pp. 22-29

Ümit Işlak

Coupling bounds for approximating birth–death processes by truncation pp. 30-38

Forrest W. Crawford, Timothy C. Stutz and Kenneth Lange

A randomized version of the Collatz 3x+1 problem pp. 39-44

Aristides V. Doumas and Vassilis G. Papanicolaou

A note on the Malliavin–Sobolev spaces pp. 45-53

Peter Imkeller, Thibaut Mastrolia, Dylan Possamaï and Anthony Réveillac

Linear contrasts for the one way analysis of variance: A Bayesian approach pp. 54-62

J.A. Cano, C. Carazo and D. Salmerón

Nonlinear Lyapunov criteria for stochastic explosive solutions pp. 63-67

Jiamin Xing and Yong Li

Stochastic functional differential equations of Sobolev-type with infinite delay pp. 68-77

P. Revathi, R. Sakthivel and Yong Ren

Bias reduced tail estimation for censored Pareto type distributions pp. 78-88

J. Beirlant, A. Bardoutsos, T. de Wet and I. Gijbels

Choosing a dynamic common factor as a coincident index pp. 89-98

Wilmer Martinez-Rivera, Fabio H. Nieto and Pilar Poncela

The rate of convergence in Hoeffding’s theorem and some applications pp. 99-105

I.S. Borisov

A Lynden-Bell integral estimator for extremes of randomly truncated data pp. 106-117

J. Worms and R. Worms

Characterising transitive two-sample tests pp. 118-123

Thomas Lumley and Daniel L. Gillen

Weak laws of large numbers for weighted independent random variables with infinite mean pp. 124-129

Toshio Nakata

A random walk on the profinite completion of Z pp. 130-138

Manuel Cruz-López, Samuel Estala-Arias and Antonio Murillo-Salas

On stability of the Markov-modulated skew CIR process pp. 139-144

Guangli Xu and Yongjin Wang

The IM-based method for testing the non-inferiority of odds ratio in matched-pairs design pp. 145-151

Hua Jin, Song Li and Yaolan Jin

Nonparametric restricted mean analysis across multiple follow-up intervals pp. 152-158

Nabihah Tayob and Susan Murray

On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion pp. 159-167

K. Kubilius and V. Skorniakov

Parameter estimation for the logistic regression model under case-control study pp. 168-177

Pei Geng and Lyudmila Sakhanenko

New results for tails of probability distributions according to their asymptotic decay pp. 178-183

Meitner Cadena and Marie Kratz

Concomitants of records: Limit results, generation techniques, correlation pp. 184-188

Alexei Stepanov, Alexandre Berred and Valery B. Nevzorov

Data-driven ridge regression for Aalen’s additive risk model pp. 189-193

Audrey Boruvka, Glen Takahara and Dongsheng Tu

Modelling circular random variables with a spike at zero pp. 194-201

Atanu Biswas, Jayant Jha and Somak Dutta

Efficient simulation of non-Poisson non-stationary point processes to study queueing approximations pp. 202-207

Ni Ma and Ward Whitt

On a nonparametric notion of residual and its applications pp. 208-213

Rohit K. Patra, Bodhisattva Sen and Gábor J. Székely

Intermittency for the wave equation with Lévy white noise pp. 214-223

Raluca M. Balan and Cheikh B. Ndongo

Stokes’ theorem, Stein’s identity and completeness pp. 224-231

Dominique Fourdrinier and William E. Strawderman

Elliptical multiple-output quantile regression and convex optimization pp. 232-237

Marc Hallin and Miroslav Šiman

Volume 108, issue C, 2016

The power envelope of panel unit root tests in case stationary alternatives offset explosive ones pp. 1-8

I. Gaia Becheri, Feike C. Drost, Ramon van den Akker and Oliver Wichert

Conditional independence among max-stable laws pp. 9-15

Ioannis Papastathopoulos and Kirstin Strokorb

Jackknife empirical likelihood inferences for the population mean with ranked set samples pp. 16-22

Zhengjia Zhang, Tianqing Liu and Baoxue Zhang

An extension of Chesneau’s theorem pp. 23-32

Junke Kou and Youming Liu

Intrinsic random functions and universal kriging on the circle pp. 33-39

Chunfeng Huang, Haimeng Zhang and Scott M. Robeson

A nonparametric test of stationarity for independent data pp. 40-44

Jeffrey D. Hart

Fixed-width confidence interval for two-stage response-adaptive designs in ridit analysis pp. 45-51

Uttam Bandyopadhyay and Atanu Biswas

Nonparametric probability weighted empirical characteristic function and applications pp. 52-61

Simos G. Meintanis and Nikolai G. Ushakov

Volume 107, issue C, 2015

The mode-centric M-Gaussian distribution: A model for right skewed data pp. 1-10

Govind S. Mudholkar, Ziji Yu and Saria S. Awadalla

Lamperti transformation for continuous-state branching processes with competition and applications pp. 11-17

Rugang Ma

A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density pp. 18-26

Karthik Sriram

Stability in distribution of neutral stochastic functional differential equations pp. 27-36

Li Tan, Wei Jin and Yongqiang Suo

D- and E-optimal blocked main effects plans with unequal block sizes when n is odd pp. 37-43

Ganesh Dutta and Rita SahaRay

A generalization of quantile-based skew logistic distribution of van Staden and King pp. 44-51

N. Balakrishnan and H.Y. So

On the uniform consistency of the Bernstein density estimator pp. 52-61

Lu Lu

Functional regression with repeated eigenvalues pp. 62-70

Matthew Reimherr

Hypo-exponential distributions and compound Poisson processes with alternating parameters pp. 71-78

Nikita Ratanov

Prediction consistency of forward iterated regression and selection technique pp. 79-83

Shikai Luo and Subhashis Ghosal

Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC pp. 84-92

Samuel Soubeyrand and Emilie Haon-Lasportes

Discrete time shock models involving runs pp. 93-100

Serkan Eryilmaz

Copula-graphic estimators for the marginal survival function with censoring indicators missing at random pp. 101-110

Yi Liu and Qihua Wang

On the non-existence of maximum likelihood estimates for the extended exponential power distribution and its generalizations pp. 111-114

Samuel E. Tumlinson

Inconsistent hybrid bootstrap confidence regions pp. 115-121

Robert W. Keener and Hokeun Sun

Asymptotic properties of Euclidean shortest-path trees in random geometric graphs pp. 122-130

Christian Hirsch, David Neuhäuser, Catherine Gloaguen and Volker Schmidt

Translation, contraction and dilation of dual generalized order statistics pp. 131-135

Imtiyaz A. Shah, A.H. Khan and H.M. Barakat

de La Vallée Poussin’s theorem, uniform integrability, tightness and moments pp. 136-141

Tapas Kumar Chandra

The failure rate of a convolution dominates the failure rate of any IFR component pp. 142-144

Henry W. Block and Thomas H. Savits

On the Matsumoto–Yor type regression characterization of the gamma and Kummer distributions pp. 145-149

Jacek Wesołowski

A note on the Chover-type law of the iterated logarithm for the weighted partial sums of α-mixing sequences pp. 150-156

Guang-hui Cai and Xue-yan Pan

Limiting behaviour of constrained sums of two variables and the principle of a single big jump pp. 157-163

Jaakko Lehtomaa

Characterizations of the exponential distribution by the concept of residual life at random time pp. 164-169

M. Kayid and S. Izadkhah

On integration by parts formula and characterization of fractional Ornstein–Uhlenbeck process pp. 170-177

Xiaoxia Sun and Feng Guo

Balancing scores for simultaneous comparisons of multiple treatments pp. 178-182

Yannis G. Yatracos

The Gerber–Shiu discounted penalty function in the classical risk model with impulsive dividend policy pp. 183-190

Xiangdong Liu, Jie Xiong and Shuaiqi Zhang

Central limit theorem under uncertain linear transformations pp. 191-198

Dmitry B. Rokhlin

When are two Markov chains similar? pp. 199-203

Brian Fralix

A new multiple imputation method for bounded missing values pp. 204-209

Tae Yeon Kwon and Yousung Park

Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails pp. 210-214

Konrad Kolesko and Rafał Latała

Wald-type statistics using {2}-inverses for hypothesis testing in general factorial designs pp. 215-220

Łukasz Smaga

CARMA processes as solutions of integral equations pp. 221-227

Peter J. Brockwell and Alexander Lindner

Empirical likelihood confidence band for the difference of survival functions under proportional hazards model pp. 228-235

Mai Zhou and Shihong Zhu

On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces pp. 236-245

N.T.T. Hien and L.V. Thanh

Analytical approximation for distorted expectations pp. 246-252

Xianming Sun, Siqing Gan and Michèle Vanmaele

Suprema of canonical Weibull processes pp. 253-263

Robert Bogucki

On the almost sure invariance principle for dependent Bernoulli random variables pp. 264-271

Yang Zhang and Li-Xin Zhang

Theoretical investigation of an exploratory approach for log-density in scale-space pp. 272-279

Jib Huh and Cheolwoo Park

Quantizations of probability measures and preservation of the convex order pp. 280-285

David M. Baker

Rate acceleration for estimators of integral curves from diffusion tensor imaging (DTI) data pp. 286-295

Lyudmila Sakhanenko

An improved and efficient estimation method for varying-coefficient model with missing covariates pp. 296-303

Jing Sun and Qihang Sun

Empirical likelihood inference for the odds ratio of two survival functions under right censoring pp. 304-312

Meng Zhao, Yichuan Zhao and Ian W. McKeague

Model selection in high-dimensional quantile regression with seamless L0 penalty pp. 313-323

Gabriela Ciuperca

Detection of influential measurement for ordinary differential equation with application to HIV dynamics pp. 324-332

Jie Zhou

On the supremum of the spectrally negative stable process with drift pp. 333-340

Guillaume Coqueret

Transient analysis of a stationary Lévy-driven queue pp. 341-347

Jevgenijs Ivanovs and Michel Mandjes

Construction of alternative hypotheses for randomization tests with ordinal outcomes pp. 348-355

Jiannan Lu, Peng Ding and Tirthankar Dasgupta

Asymptotic results for the number of Wagner’s solutions to a generalised birthday problem pp. 356-361

Alexey Lindo and Serik Sagitov

On the use of blocked 2-level main effects plans having blocks of different sizes pp. 362-368

Mike Jacroux and Bonni Kealy-Dichone

Moments, errors, asymptotic normality and large deviation principle in nonparametric functional regression pp. 369-377

Gery Geenens

On the asymptotic normality of the extreme value index for right-truncated data pp. 378-384

Souad Benchaira, Djamel Meraghni and Abdelhakim Necir