Statistics & Probability Letters

1982 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 96, issue C, 2015

Large deviations of mean-field stochastic differential equations with jumps pp. 1-9

Yujie Cai, Jianhui Huang and Vasileios Maroulas

On the timing to switch on the standby in k-out-of-n:G redundant systems pp. 10-20

Xiaohu Li, Rui Fang and Jie Mi

Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data pp. 21-27

Peng Lai, Jie Meng and Heng Lian

Length of the minimum sequence containing repeats of success runs pp. 28-37

Frosso S. Makri, Zaharias M. Psillakis and Anastasios N. Arapis

On the comparison theorem for multi-dimensional G-SDEs pp. 38-44

Peng Luo and Falei Wang

Composite estimating equation approach for additive risk model with length-biased and right-censored data pp. 45-53

Huijuan Ma, Feipeng Zhang and Yong Zhou

Constructions for a bivariate beta distribution pp. 54-60

Ingram Olkin and Thomas A. Trikalinos

Association of zero-inflated continuous variables pp. 61-67

Ronald S. Pimentel, Magdalena Niewiadomska-Bugaj and Jung-Chao Wang

A general set up for minimum disparity estimation pp. 68-74

Arun Kumar Kuchibhotla and Ayanendranath Basu

Backward doubly stochastic differential equations with stochastic Lipschitz condition pp. 75-84

Jean-Marc Owo

Some strong laws of large number for double array of random upper semicontinuous functions in convex combination spaces pp. 85-94

Nguyen Van Quang and Pham Tri Nguyen

Multifractional Poisson process, multistable subordinator and related limit theorems pp. 95-101

Ilya Molchanov and Kostiantyn Ralchenko

Linear increment in efficiency with the inclusion of surrogate endpoint pp. 102-108

Buddhananda Banerjee and Atanu Biswas

The quantile-based skew logistic distribution pp. 109-116

Paul J. van Staden and Robert A.R. King

On renewal increasing mean residual life distributions: An age replacement model with hypothesis testing application pp. 117-122

Mohammad B. Sepehrifar, Kavoos Khorshidian and Ahmad R. Jamshidian

On generalized dynamic survival and failure entropies of order (α,β) pp. 123-132

Suchandan Kayal

A new lower bound for wrap-around L2-discrepancy on two and three mixed level factorials pp. 133-140

Qionghui Zhang, Zhenghong Wang, Jianwei Hu and Hong Qin

A note on global suprema of band-limited spherical random functions pp. 141-148

Domenico Marinucci and Sreekar Vadlamani

Explicit characterization of moments of balanced triangular Pólya urns by an elementary approach pp. 149-153

Panpan Zhang, Chen Chen and Hosam Mahmoud

On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions pp. 154-161

F.J. Rubio

Note on the service time in an M/G/1 queue with bounded workload pp. 162-169

Percy H. Brill

Weak convergence of the weighted sequential empirical process of some long-range dependent data pp. 170-179

Jannis Buchsteiner

Exact tail asymptotics of the supremum attained by a Lévy process pp. 180-184

N.M. Asghari, K. Dȩbicki and M. Mandjes

Counterexamples to a Central Limit Theorem and a Weak Law of Large Numbers for capacities pp. 185-189

Pedro Terán

Convergence of the EM algorithm for continuous mixing distributions pp. 190-195

Yeojin Chung and Bruce G. Lindsay

On missing-at-random mechanism in two-way incomplete contingency tables pp. 196-203

Seongyong Kim, Yousung Park and Daeyoung Kim

Regression trees and forests for non-homogeneous Poisson processes pp. 204-211

Walid Mathlouthi, Marc Fredette and Denis Larocque

First hitting times for doubly skewed Ornstein–Uhlenbeck processes pp. 212-222

Shiyu Song, Suxin Wang and Yongjin Wang

Logarithmic Lambert W×F random variables for the family of chi-squared distributions and their applications pp. 223-231

Viktor Witkovský, Gejza Wimmer and Tomy Duby

Local linear quantile regression with truncated and dependent data pp. 232-240

Jiang-Feng Wang, Wei-Min Ma, Guo-Liang Fan and Li-Min Wen

On improved shrinkage estimators for concave loss pp. 241-246

Tatsuya Kubokawa, Éric Marchand and William E. Strawderman

Moderate deviation principles for Engel’s, Sylvester’s series and Cantor’s products pp. 247-254

Wei Hu

Rate of strong consistency for nonparametric estimators based on twice censored data pp. 255-261

Abderrahim Kitouni, Mohamed Boukeloua and Fatiha Messaci

Large deviations for the boundary local time of doubly reflected Brownian motion pp. 262-268

Martin Forde, Rohini Kumar and Hongzhong Zhang

On the asymptotic behavior of randomly weighted averages pp. 269-272

Rasool Roozegar and A.R. Soltani

Lee discrepancy on symmetric three-level combined designs pp. 273-280

A. Elsawah and Hong Qin

A variance ratio test of fit for Gamma distributions pp. 281-286

José A. Villaseñor and Elizabeth González-Estrada

A note on exponential inequalities for the distribution tails of canonical von Mises’ statistics of dependent observations pp. 287-291

I.S. Borisov and N.V. Volodko

The multivariate Gini ratio pp. 292-298

Bennett Eisenberg

On Trotter–Kato approximations of semilinear stochastic evolution equations in infinite dimensions pp. 299-306

T.E. Govindan

Limit distributions of generalized St. Petersburg games pp. 307-314

Toshio Nakata

On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients pp. 315-321

Alina Semrau-Giłka

A note on cumulative mean estimation pp. 322-327

Bilin Zeng, Zhou Yu and Xuerong Meggie Wen

A note on the direction maximizing skewness in multivariate skew-t vectors pp. 328-332

Jorge M. Arevalillo and Hilario Navarro

A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix pp. 333-340

Zhidong Bai and Chen Wang

Extreme-trimmed St. Petersburg games pp. 341-345

Allan Gut and Anders Martin-Löf

Nonparametric adaptive density estimation on random fields using wavelet method pp. 346-355

Linyuan Li

Comonotonicity, orthant convex order and sums of random variables pp. 356-364

Mhamed Mesfioui and Michel M. Denuit

Volume 95, issue C, 2014

When the bispectrum is real-valued pp. 1-5

E. Iglói and Gy. Terdik

A note on intermittency for the fractional heat equation pp. 6-14

Raluca M. Balan and Daniel Conus

Estimation and test procedures for composite quantile regression with covariates missing at random pp. 15-25

Zijun Ning and Linjun Tang

Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs pp. 26-32

T.E. Govindan

An asymptotically minimax kernel machine pp. 33-38

Debashis Ghosh

Records with confirmation pp. 39-47

V.B. Nevzorov and A. Stepanov

The distribution of the maximum of the multivariate AR(p) and multivariate MA(p) processes pp. 48-56

Christopher S. Withers and Saralees Nadarajah

The one-sided posterior predictive p-value for Fieller’s problem pp. 57-62

Guimei Zhao and Xingzhong Xu

Adaptive FWER control procedure for grouped hypotheses pp. 63-70

Haibing Zhao

Semi-Markov and reward fields pp. 71-76

A.R. Soltani and H. Ghasemi

Extension of Mood’s median test for survival data pp. 77-84

Zhongxue Chen

On the moments of order statistics coming from the Topp–Leone distribution pp. 85-91

S.M.T.K. MirMostafaee

Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors pp. 92-100

Yeun Ji Jung and James P. Hobert

Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables pp. 101-109

Maddipatla Sreehari and Gooty Divanji

A generalized boxplot for skewed and heavy-tailed distributions pp. 110-117

Christopher Bruffaerts, Vincenzo Verardi and Catherine Vermandele

A linear regression model with persistent level shifts: An alternative to infill asymptotics pp. 118-124

Jonathan Woody and Robert Lund

Default barrier intensity model for credit risk evaluation pp. 125-131

Majdi Elhiwi

Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion pp. 132-138

Stephen G. Donald, Yu-Chin Hsu and Robert Lieli

A weak-type inequality for the martingale square function pp. 139-143

Adam Osȩkowski

On location mixtures with Pólya frequency components pp. 144-149

Fadoua Balabdaoui and Cristina Butucea

A simple root-N-consistent semiparametric estimator for discrete duration models pp. 150-154

Sadat Reza and Paul Rilstone