Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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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

Volume 207, issue C, 2024

On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks

Jackson P. Lautier, Vladimir Pozdnyakov and Jun Yan

Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations

Tetsuya Takabatake

Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution

Lenka Glavaš and Pavle Mladenović

Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns

Mingjun Li, Zhangting Chen, Dongya Cheng and Junyi Zhou

Efficiency of the averaged rank-based estimator for first order Sobol index inference

Thierry Klein and Paul Rochet

Testing independence of functional variables by an Hilbert–Schmidt independence criterion estimator

Terence Kevin Manfoumbi Djonguet, Alban Mbina Mbina and Guy Martial Nkiet

Regularized covariance matrix estimation in high dimensional approximate factor models

Jing Zhang and Shaojun Guo

Large deviations for sums associated with supercritical branching process in a random environment

Yinxuan Zhao and Mei Zhang

Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion

Jixia Wang, Lu Sun and Yu Miao

Generalized fractional negative binomial process

Ritik Soni and Ashok Kumar Pathak

Ergodicity for two class stochastic partial differential equations with anisotropic viscosity

Chengfeng Sun, Zhaoyang Qiu and Yanbin Tang

On the small time large deviation principles of 1D stochastic Landau–Lifshitz–Bloch equation

Xiuwei Yin and Guangjun Shen

Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics

Rahul Roy and Subir Kumar Bhandari

An upper bound and a characterization for Gini’s mean difference based on correlated random variables

Roberto Vila, Narayanaswamy Balakrishnan and Helton Saulo

A note on GeoX/G/1 queueing system

Sujit Kumar Samanta and Aysha Parveen

On the convolution equivalence of tempered stable distributions on the real line

Lorenzo Torricelli

A study on the negative binomial distribution motivated by Chvátal’s theorem

Zheng-Yan Guo, Ze-Yu Tao and Ze-Chun Hu

Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums

Bruce Levin and Erik Learned-Miller

Moderate deviation principle for guesswork

Shaochen Wang and Yangchun Zhang