Statistics & Probability Letters

1982 - 2025

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

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Volume 106, issue C, 2015

A note on the Karhunen–Loève expansions for infinite-dimensional Bayesian inverse problems pp. 1-4

Jinglai Li

Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor pp. 5-12

Mohsen Pourahmadi and Xiao Wang

A note on order statistics in the mixed Erlang case pp. 13-18

David Landriault, Khouzeima Moutanabbir and Gordon E. Willmot

First-order r−d class estimator in binary logistic regression model pp. 19-29

M. Revan Özkale and Engin Arıcan

A note on warm standby system pp. 30-38

Nil Kamal Hazra and Asok K. Nanda

Parametric bootstrap simultaneous confidence intervals for differences of means from several two-parameter exponential distributions pp. 39-45

Juan Li, Weixing Song and Jianhong Shi

Generalized entropy measure in record values and its applications pp. 46-51

Vikas Kumar

Random circumscribing polygons and approximations of π pp. 52-57

Wen-Qing Xu

Construction of main-effect plans orthogonal through the block factor pp. 58-64

Xue-Ping Chen, Jin-Guan Lin, Jian-Feng Yang and Hong-Xia Wang

Moments of q-Normal and conditional q-Normal distributions pp. 65-72

Paweł J. Szabłowski

Mean-field backward stochastic differential equations with subdifferential operator and its applications pp. 73-81

Wen Lu, Yong Ren and Lanying Hu

A note on testing complete independence for high dimensional data pp. 82-85

Guangyu Mao

A stochastic comparison result about hazard rate ordering of two parallel systems comprising of geometric components pp. 86-90

Jiantian Wang

The inverse probability weighted estimators for distribution functions of the bivariate recurrent events pp. 91-99

Pao-sheng Shen

Nonparametric identification for respondent-driven sampling pp. 100-102

Peter M. Aronow and Forrest W. Crawford

On the identifiability of finite mixture of Skew-Normal and Skew-t distributions pp. 103-108

C.E.G. Otiniano, P.N. Rathie and L.C.S.M. Ozelim

On distribution of the leadership time in counting votes and predicting winners pp. 109-112

Czesław Stępniak

Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data pp. 113-120

Chengcheng Hao, Yuli Liang and Anuradha Roy

Rates of mean square convergence of density and failure rate estimators under twice censoring pp. 121-128

Mohamed Boukeloua

A moment maximal inequality for dependent random variables pp. 129-133

Zbigniew S. Szewczak

Optimal reinsurance with both proportional and fixed costs pp. 134-141

Peng Li, Ming Zhou and Chuancun Yin

A note on G-normal distributions pp. 142-146

Yongsheng Song

On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion pp. 149-156

Stergios Fotopoulos, Venkata Jandhyala and Jun Wang

Stability of expected L-statistics against weak dependence of observations pp. 157-164

A. Okolewski and M. Kaluszka

Logarithmic Sobolev inequalities for fractional diffusion pp. 165-172

XiLiang Fan

An elementary proof of the covariance inequality for Choquet integral pp. 173-175

Hamzeh Agahi

A note on functional derivatives on continuous paths pp. 176-183

Shaolin Ji and Shuzhen Yang

Using sliced inverse mean difference for sufficient dimension reduction pp. 184-190

Andreas Artemiou and Lipu Tian

Berry–Esseen type theorems and the uniform law of the iterated logarithm for LPQD processes pp. 191-198

Hee-Jin Moon and Yong-Kab Choi

Second-order asymptotics for convolution of distributions with light tails pp. 199-208

Zuoxiang Peng and Xin Liao

Packing dimensions of the images of Gaussian random fields pp. 209-217

Yali Du, Junjie Miao, Dongsheng Wu and Yimin Xiao

Occupation times of refracted double exponential jump diffusion processes pp. 218-227

Jiang Zhou and Lan Wu

The Fourier dimension of Brownian limsup fractals pp. 228-238

Paul Potgieter

Some superconcentration inequalities for extrema of stationary Gaussian processes pp. 239-246

Kevin Tanguy

Estimation of a jump point in random design regression pp. 247-255

Michael Kohler and Adam Krzyżak

On the capacity of an associative memory model based on neural cliques pp. 256-261

Judith Heusel, Matthias Löwe and Franck Vermet

On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications pp. 262-271

Emanuele Taufer

Relative ageing of (n−k+1)-out-of-n systems pp. 272-280

Neeraj Misra and Jisha Francis

Characteristic function of the positive part of a random variable and related results, with applications pp. 281-286

Iosif Pinelis

Cumulative residual Kullback–Leibler information with the progressively Type-II censored data pp. 287-294

Sangun Park and Reza Pakyari

A proportional score test over the nuisance parameter space: Properties and applications pp. 295-300

Olivier Thas, Ao Yuan, Hon Keung Tony Ng and Gang Zheng

Volume 105, issue C, 2015

Variance estimation in ranked set sampling using a concomitant variable pp. 1-5

Ehsan Zamanzade and Michael Vock

A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density pp. 6-13

Ingo Bulla, Christophe Chesneau, Fabien Navarro and Tanya Mark

On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound pp. 14-19

Shang-Ying Shiu and Ting-Li Chen

Conditional tail expectation of randomly weighted sums with heavy-tailed distributions pp. 20-28

Yang Yang, Eglė Ignatavičiūtė and Jonas Šiaulys

A note on high-dimensional two-sample test pp. 29-36

Long Feng and Fasheng Sun

Bounds of the remainder in a combinatorial central limit theorem pp. 37-46

Andrei N. Frolov

Asymptotics for a class of dependent random variables pp. 47-56

Li-Xin Zhang and Yang Zhang

On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution pp. 57-64

HaiYing Wang and Nancy Flournoy

On a weighted bootstrap approximation of the Lp norms of kernel density estimators pp. 65-73

Bo Liu and Majid Mojirsheibani

Using proportional odds models for semiparametric ROC surface estimation pp. 74-79

Shuwen Wan and Biao Zhang

New independent component analysis tools for time series pp. 80-87

Markus Matilainen, Klaus Nordhausen and Hannu Oja

An interesting property of the arcsine distribution and its applications pp. 88-95

Jia-Jian Jiang, Ping He and Kai-Tai Fang

Two-step semiparametric estimation of the Type-3 Tobit model pp. 96-105

Xianbo Zhou and Zhewen Pan

Influence diagnostic in ridge semiparametric models pp. 106-113

Hadi Emami

A sharp maximal inequality for one-dimensional Dunkl martingales pp. 114-119

Adam Osȩkowski

Feynman–Kac for functional jump diffusions with an application to Credit Value Adjustment pp. 120-129

E. Kromer, L. Overbeck and J.A.L. Röder

Exact confidence intervals in the presence of interference pp. 130-135

Joseph Rigdon and Michael G. Hudgens

Combining inferences on the common mean of several inverse Gaussian distributions based on confidence distribution pp. 136-142

Xuhua Liu, Na Li and Yuqin Hu

Large deviations for a Poisson random indexed branching process pp. 143-148

Zhenlong Gao and Weigang Wang

Threshold effect test in censored quantile regression pp. 149-156

Yanlin Tang, Xinyuan Song and Zhongyi Zhu

Testing order constraints: Qualitative differences between Bayes factors and normalized maximum likelihood pp. 157-162

Daniel W. Heck, Eric-Jan Wagenmakers and Richard D. Morey

A note on the Davis–Gut law pp. 163-167

Xiangdong Liu and Hui Guo

Likelihood-based inference for singly and multiply imputed synthetic data under a normal model pp. 168-175

Martin Klein and Bimal Sinha

Sums of totally positive functions of order 2 and applications pp. 176-180

A. Laradji

Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion pp. 181-188

Yoon Tae Kim and Hyun Suk Park

Tests of fit for Inverse Gaussian distributions pp. 189-194

José A. Villaseñor and Elizabeth González-Estrada

Weighted sums of strongly mixing random variables with an application to nonparametric regression pp. 195-202

Le Van Thanh and G. Yin

On descents after maximal values in samples of discrete random variables pp. 203-208

Yu. Yakubovich

On asymptotic behavior of U-statistics for associated random variables pp. 209-220

Mansi Garg and Isha Dewan