Statistics & Probability Letters
1982 - 2025
Current editor(s): Somnath Datta and Hira L. Koul
From Elsevier
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Volume 212, issue C, 2024
- Consistent two-stage estimation in heterogeneous network autoregressive model

- Jiayang Zhao, Jie Liu and Yuting Su
- Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises

- Nikolaos Kolliopoulos, David Sanchez and Amy Xiao
- Nonparametric kernel estimation of conditional copula density

- Toihir Soulaimana Djaloud and Cheikh Tidiane Seck
- Indeterminate Hamburger moment problem: Entropy convergence

- Pier Luigi Novi Inverardi, Aldo Tagliani and Mariyan Milev
- Nonparametric inference for NBUE distributions based on the TTT transform

- Tommaso Lando
Volume 211, issue C, 2024
- A novel dual-criterion framework for change point detection

- Qiang Zhang
- Exact post-selection inference for adjusted R squared selection

- Sarah Pirenne and Gerda Claeskens
- Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables

- Zhangting Chen and Dongya Cheng
- Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data

- Shuli Geng and Lixin Zhang
- On the gamma difference distribution

- Peter J. Forrester
- Option pricing under jump diffusion model

- Qian Li and Li Wang
- Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums

- Neil A. Spencer and Jeffrey W. Miller
- Occupation times for age-structured branching processes

- Ziling Cheng
- Component projection balanced designs for order of addition experiments

- Bing Guo, Xueping Chen and Xiaodi Wang
- An inequality for the total variation distance between high-dimensional centered Gaussian laws

- Lucio Barabesi and Luca Pratelli
- A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations

- Anders Kock and David Preinerstorfer
- Degree evolution in a general growing network

- Umberto De Ambroggio and Hiu Ching Yip
- The distribution of argmaximum or a winner problem

- Youri Davydov and Vladimir Rotar
Volume 210, issue C, 2024
- On the local limit theorems for linear sequences of lower psi-mixing Markov chains

- Magda Peligrad, Hailin Sang and Na Zhang
- SIR epidemic model with non-Lipschitz stochastic perturbations

- Shuang Li and Jie Xiong
- On the rate of normal approximation for Poisson continuum percolation

- Tiffany Y.Y. Lo and Aihua Xia
- On the preservation of ageing properties under random maxima

- Panayiotis Bobotas and Markos V. Koutras
- A multi-marginal c-convex duality theorem for martingale optimal transport

- Julian Sester
- A normal test for independence via generalized mutual information

- Jialin Zhang and Zhiyi Zhang
- Testing uniformity on the circle using spacings when data are rounded

- S. Rao Jammalamadaka, Kaushik Ghosh and Sridhar Akiri
- A note on series representation for the q-scale function of a class of spectrally negative Lévy processes

- Ehyter M. Martín-González, Antonio Murillo-Salas and Henry Pantí
- Smooth Matérn Gaussian random fields: Euler characteristic, expected number and height distribution of critical points

- Dan Cheng
- Some notes on ergodic theorem for U-statistics of order m for stationary and not necessarily ergodic sequences

- Davide Giraudo
- Asymptotic optimality of the square-root transformation on the gamma distribution using the Kullback–Leibler information number criterion

- Kimihiro Noguchi and Mayla C. Ward
- Hölder continuity of stochastic heat equation with rough Gaussian noise

- Yuecai Han and Guanyu Wu
- Explicit representation of invariant measures for 2-death processes

- Yuhui Zhang and Yi Zhao
- Coalescence times for critical Galton–Watson processes with immigration

- Rong-Li Liu, Yan-Xia Ren and Yingrui Wang
- Posterior robustness with milder conditions: Contamination models revisited

- Yasuyuki Hamura, Kaoru Irie and Shonosuke Sugasawa
- Wasserstein upper bounds of Lp-norms for multivariate densities in Besov spaces

- Minwoo Chae
Volume 209, issue C, 2024
- A universal right tail upper bound for supercritical Galton–Watson processes with bounded offspring

- John Fernley and Emmanuel Jacob
- Optimal detection of sparse gamma scale admixture with twice the null mean

- Qikun Chen and Michael Stewart
- Nonparametric density estimation over its unknown support for right censored data

- Sam Efromovich
- The gradient test statistic for outlier detection in generalized estimating equations

- Felipe Osorio, Ángelo Gárate and Cibele M. Russo
- Sparse basis covariance matrix estimation for high dimensional compositional data via hard thresholding

- Huimin Li and Jinru Wang
- Random rotor walks and i.i.d. sandpiles on Sierpiński graphs

- Robin Kaiser and Ecaterina Sava-Huss
- On the local compactness of spaces of positive measures

- Alina Kargol
- Limiting spectral distribution of Toeplitz and Hankel matrices with dependent entries

- Shambhu Nath Maurya
- Cramér’s moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root

- Yu Miao and Qing Yin
- Conditions for equality in Anderson’s theorem

- Filip Bočinec and Stanislav Nagy
- A spectral based goodness-of-fit test for stochastic block models

- Qianyong Wu and Jiang Hu
- On the empirical approximation to quantiles from Lugannani–Rice saddlepoint formula

- Jorge M Arevalillo
- When lattice bases are Markov bases

- Martin L. Hazelton and Masoud Karimi
Volume 208, issue C, 2024
- Optimal square-root pooling from expert opinions

- Alfred Kume, Cristiano Villa and Stephen G. Walker
- On deterministic approximation for nearly critical branching processes with dependent immigration

- I. Rahimov and S.O. Sharipov
- On recovering the relative distribution, Part 1: The moment-recovered approach

- Robert M. Mnatsakanov and Denys Pommeret
- Random games under normal mean–variance mixture distributed independent linear joint chance constraints

- Hoang Nam Nguyen, Abdel Lisser and Vikas Vikram Singh
- Choice of the hypothesis matrix for using the Wald-type-statistic

- Paavo Sattler and Georg Zimmermann
- A negative binomial approximation to the distribution of the sum of maxima of indicator random variables

- Amit N. Kumar and Poleen Kumar
- Maximal inequalites and applications for reverse demimartingales based on concave Young functions

- Decheng Feng and Gaihua Yang
- A general logarithmic asymptotic behavior for partial sums of i.i.d. random variables

- Yu Miao and Deli Li
- A note on the induction of comonotonic additive risk measures from acceptance sets

- Samuel S. Santos, Marlon R. Moresco, Marcelo B. Righi and Eduardo Horta
- Estimating several survival functions under uniform stochastic ordering

- Sebastian Arnold, Hammou El Barmi, Hari Mukerjee and Johanna Ziegel
- On δ-shock model with a change point in intershock time distribution

- Stathis Chadjiconstantinidis and Serkan Eryilmaz
- Random Dirichlet series with α-stable coefficients

- Huiyan Zhao and Yupei Huang
- Target selection in shrinkage estimation of covariance matrix: A structural similarity approach

- Xuanci Wang and Bin Zhang
- Necessary and sufficient conditions for continuity of hypercontractive processes and fields

- Patrik Nummi and Lauri Viitasaari
- Intersections of Zipf random sets: Maximal weighted relevance

- M.A. Lifshts and I.M. Lialinov
- Beta approximation for the two alleles Moran model by Stein’s method

- Jason Fulman
- Asymptotic properties of mth spacings based on records

- Ismihan Bayramoglu and Alexei Stepanov
- Stochastic ordering for hitting times of fractional Brownian motions

- Ulises Pérez-Cendejas and Gerardo Pérez-Suárez
- Prediction of Gaussian Volterra processes with compound Poisson jumps

- Hamidreza Maleki Almani, Foad Shokrollahi and Tommi Sottinen
- Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]

- Jeffrey Zhang, Wei Li, Wang Miao and Eric Tchetgen Tchetgen
- Product disintegrations: A law of large numbers via conditional independence

- Luísa Borsato, Eduardo Horta and Rafael Rigão Souza
- A class of multidimensional nonlinear diffusions with the Feller property

- David Criens and Lars Niemann
- Contaminated Kent mixture model for clustering non-spherical directional data with heavy tails or scatter

- Aqi Dong and Volodymyr Melnykov
- Convergence rate for the longest T-contaminated runs of heads

- István Fazekas, Borbála Fazekas and Michael Ochieng Suja
- A generalization bound of deep neural networks for dependent data

- Quan Huu Do, Binh T. Nguyen and Lam Si Tung Ho
- On uppermost discrete spacing

- Valery B. Nevzorov and Alexei Stepanov
- Nonparametric bootstrap for propensity score matching estimators

- Hugo Bodory, Lorenzo Camponovo, Martin Huber and Michael Lechner
- Nonparametric clustering of discrete probability distributions with generalized Shannon’s entropy and heatmap

- Jialin Zhang and Jingyi Shi
- Scalable efficient reproducible multi-task learning via data splitting

- Xin Wen, Yang Li and Zemin Zheng
- On local likelihood asymptotics for Gaussian mixed-effects model with system noise

- Takumi Imamura, Hiroki Masuda and Hayato Tajima
- Nearly minimax empirical Bayesian prediction of independent Poisson observables

- Xiao Li
- Some martingale properties of the simple random walk and its maximum process

- Takahiko Fujita, Shotaro Yagishita and Naohiro Yoshida
- On a family of Lévy processes without support in S′

- R. Vilela Mendes
- On a discrete symmetric optimal associated kernel for estimating count data distributions

- Tristan Senga Kiessé and Gilles Durrieu
- Mixed-level screening designs based on skew-symmetric conference matrices

- Bo Hu, Dennis K.J. Lin and Fasheng Sun
- A scaling limit of controlled branching processes

- Jiawei Liu