Statistics & Probability Letters

1982 - 2025

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

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Volume 101, issue C, 2015

Birnbaum–Saunders distribution based on Laplace kernel and some properties and inferential issues pp. 1-10

Xiaojun Zhu and N. Balakrishnan

Further results on estimation of covariance matrix pp. 11-20

Kai Xu and Daojiang He

On the construction of nested Archimedean copulas for d-monotone generators pp. 21-32

Mohsen Rezapour

Orthogonal decomposition of symmetry model using the ordinal quasi-symmetry model based on f-divergence for square contingency tables pp. 33-37

Yusuke Saigusa, Kouji Tahata and Sadao Tomizawa

Convergence of heteroscedastic extremes pp. 38-39

Laurens de Haan

The truncated geometric election algorithm: Duration of the election pp. 40-48

Guy Louchard and Mark Daniel Ward

On the problem of optimal instant observations of the linear birth and death process pp. 49-53

Alexander A. Butov

Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series pp. 54-63

J. Krampe, J.-P. Kreiss and E. Paparoditis

A formula of small time expansion for Young SDE driven by fractional Brownian motion pp. 64-72

Toshihiro Yamada

Joint aggregation of random-coefficient AR(1) processes with common innovations pp. 73-82

Vytautė Pilipauskaitė and Donatas Surgailis

Large deviations for the stochastic present value of aggregate claims in the renewal risk model pp. 83-91

Tao Jiang, Sheng Cui and Ruixing Ming

Volume 100, issue C, 2015

Strong convergence of robust equivariant nonparametric functional regression estimators pp. 1-11

Graciela Boente and Alejandra Vahnovan

A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments pp. 12-18

Wei Liu, Chaoqun Ma, Yingqiu Li and Suming Wang

Stein’s method for conditional compound Poisson approximation pp. 19-26

H.L. Gan and A. Xia

Explicit formulae for product moments of multivariate Gaussian random variables pp. 27-34

Iickho Song and Seungwon Lee

Robust procedures for experimental design in group testing considering misclassification pp. 35-41

Wenjun Xiong and Juan Ding

Limit theorems for the estimation of L1 integrals using the Brownian motion pp. 42-47

Krishna B. Athreya, Raoul Normand, Vivekananda Roy and Sheng-Jhih Wu

Studying mixability with supermodular aggregating functions pp. 48-55

Valeria Bignozzi and Giovanni Puccetti

Deviations of convex and coherent entropic risk measures pp. 56-66

Jun Yan

Two-sided discounted potential measures for spectrally negative Lévy processes pp. 67-76

Yingqiu Li, Xiaowen Zhou and Na Zhu

Expansions for bivariate copulas pp. 77-84

Saralees Nadarajah

Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries pp. 85-92

Michael P. Atkinson and Dashi I. Singham

L1-Poincaré inequality for discrete time Markov chains pp. 93-97

Lihua Zhang and Yingzhe Wang

Sequential change point detection in linear quantile regression models pp. 98-103

Mi Zhou, Huixia Judy Wang and Yanlin Tang

Sobolev inequalities for harmonic measures on spheres pp. 104-114

Jing Du, Liangzhen Lei and Yutao Ma

A note on quadratic transportation and divergence inequality pp. 115-123

Ying Ding

Estimators in step regression models pp. 124-129

Ursula U. Müller, Anton Schick and Wolfgang Wefelmeyer

On the consistency of a spatial-type interval-valued median for random intervals pp. 130-136

Beatriz Sinova and Stefan Van Aelst

A note on the sharp Lp-convergence rate of upcrossings to the Brownian local time pp. 137-141

Alberto Ohashi and Alexandre B. Simas

On the extended two-parameter generalized skew-normal distribution pp. 142-148

Emmanuel O. Ogundimu and Jane L. Hutton

On kernel estimators of density for reversible Markov chains pp. 149-157

Martial Longla, Magda Peligrad and Hailin Sang

On the distribution of a max-stable process conditional on max-linear functionals pp. 158-163

Marco Oesting

Conditional MLE for the proportional hazards model with left-truncated and interval-censored data pp. 164-171

Pao-sheng Shen

Elicitable distortion risk measures: A concise proof pp. 172-175

Ruodu Wang and Johanna F. Ziegel

Bayesian sequential tests of the initial size of a linear pure death process pp. 176-181

I.B.J. Goudie

Regression mean residual life of a system with three dependent components with normal lifetimes pp. 182-191

Mohsen Madadi, Parisa Khalilpoor and Ahad Jamalizadeh

Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models pp. 192-202

Abdelouahab Bibi and Ahmed Ghezal

Volume 99, issue C, 2015

Causality and separability pp. 1-5

Eric Renault and Umberto Triacca

Error bounds of MCMC for functions with unbounded stationary variance pp. 6-12

Daniel Rudolf and Nikolaus Schweizer

Exact upper tail probabilities of random series pp. 13-19

Xiangfeng Yang

The weighted rank correlation coefficient rW2 in the case of ties pp. 20-26

Joaquim Pinto Da Costa, Luís A.C. Roque and Carlos Soares

On large deviations of extremes under power normalization pp. 27-35

Bo Feng and Shouquan Chen

A hybrid test for the isotonic change-point problem pp. 36-43

Gang Shen and D’Silva, Karl

Generalized continuous time random walks and Hermite processes pp. 44-53

Zhenlong Chen, Lin Xu and Dongjin Zhu

Some convergence theorems for RM algorithm pp. 54-60

Zhen Wang, Jianyong Mu and Yu Miao

On some spectral properties of large block Laplacian random matrices pp. 61-69

Xue Ding

Solutions for functional fully coupled forward–backward stochastic differential equations pp. 70-76

Shaolin Ji and Shuzhen Yang

The joint distribution of the maximum and minimum of an AR(1) process pp. 77-84

Christopher S. Withers and Saralees Nadarajah

Sequential detection of gradual changes in the location of a general stochastic process pp. 85-93

Hella Timmermann

Representation of self-similar Gaussian processes pp. 94-100

Adil Yazigi

Dilatively semistable stochastic processes pp. 101-108

Peter Kern and Lina Wedrich

A theoretical note on optimal sufficient dimension reduction with singularity pp. 109-113

Jae Keun Yoo

Optimal designs for parameters of shifted Ornstein–Uhlenbeck sheets measured on monotonic sets pp. 114-124

S. Baran and M. Stehlík

Log-concavity of a mixture of beta distributions pp. 125-130

Xiaosheng Mu

On the supremum of the tails of normalized sums of independent Rademacher random variables pp. 131-134

Iosif Pinelis

Optimal jackknife for unit root models pp. 135-142

Ye Chen and Jun Yu

Marshall lemma in discrete convex estimation pp. 143-148

Fadoua Balabdaoui and Cécile Durot

Central limit theorems under special relativity pp. 149-155

Ian W. McKeague

Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially observed trajectories pp. 156-166

Hervé Cardot, Anne De Moliner and Camelia Goga

A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model pp. 167-176

Eunju Hwang and Dong Wan Shin

A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes pp. 177-184

Riccardo Gatto

Asymptotic independence of three statistics of maximal segmental scores pp. 185-191

Aleksandar Mijatović and Martijn Pistorius

A note on the large random inner-product kernel matrices pp. 192-201

Xingyuan Zeng

On general minimum lower order confounding criterion for s-level regular designs pp. 202-209

Zhiming Li, Shengli Zhao and Runchu Zhang

Optimal stepped wedge designs pp. 210-214

Jock Lawrie, John B. Carlin and Andrew B. Forbes

Distribution free testing of goodness of fit in a one dimensional parameter space pp. 215-222

Leigh A. Roberts

Limit theorems for discrete Hawkes processes pp. 223-229

Youngsoo Seol

Vector-valued skewness for model-based clustering pp. 230-237

Nicola Loperfido

Model selection of M-estimation models using least squares approximation pp. 238-243

Guangyu Mao