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 91, issue C, 2014

Can the bounds in the multivariate Chebyshev inequality be attained? pp. 1-5

Jorge Navarro

On the non existence of unbiased estimators of risk for spherically symmetric distributions pp. 6-13

Dominique Fourdrinier and William Strawderman

Langevin diffusions and the Metropolis-adjusted Langevin algorithm pp. 14-19

T. Xifara, C. Sherlock, S. Livingstone, S. Byrne and M. Girolami

On idiosyncratic stochasticity of financial leverage effects pp. 20-26

Carles Bretó

A theorem on CUB models for rank data pp. 27-31

Maria Iannario and Domenico Piccolo

On wavelet projection kernels and the integrated squared error in density estimation pp. 32-40

Evarist Giné and W.R. Madych

On finite long run costs and rewards in infinite Markov chains pp. 41-46

Hendrik Baumann and Werner Sandmann

On the probability of two randomly generated S-permutation matrices to be disjoint pp. 47-51

Krasimir Yordzhev

A non-commutative version of Lépingle–Yor martingale inequality pp. 52-54

Yanqi Qiu

Geometric ergodicity of the Gibbs sampler for the Poisson change-point model pp. 55-61

Matthew Fitzpatrick

Chaos expansion and asymptotic behavior of the Pareto distribution pp. 62-68

Ciprian A. Tudor

Shorter nonparametric prediction intervals for an order statistic from a future sample pp. 69-75

Jesse Frey

Complete moment convergence for i.i.d. random variables pp. 76-82

Dehua Qiu and Pingyan Chen

Stochastic equations for two-type continuous-state branching processes with immigration and competition pp. 83-89

Rugang Ma

Robust variable selection for nonlinear models with diverging number of parameters pp. 90-97

Zhike Lv, Huiming Zhu and Keming Yu

On positivity of the variance of a tracer moving in a divergence-free Gaussian random field pp. 98-106

Tymoteusz Chojecki and Tomasz Komorowski

On the support of the simple branching random walk pp. 107-109

Torrey Johnson

On reparametrization and the Gibbs sampler pp. 110-116

Jorge Carlos Román, James P. Hobert and Brett Presnell

Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models pp. 117-123

Hui Wang and Jiazhu Pan

Parameter estimation in two-type continuous-state branching processes with immigration pp. 124-134

Wei Xu

Large deviation for a least squares estimator in a nonlinear regression model pp. 135-144

Wenzhi Yang and Shuhe Hu

The large-maturity smile for the Stein–Stein model pp. 145-152

Martin Forde

An improved robust association test for GWAS with multiple diseases pp. 153-161

Zhongxue Chen, Hanwen Huang and Hon Keung Tony Ng

Closure property and maximum of randomly weighted sums with heavy-tailed increments pp. 162-170

Yang Yang, Remigijus Leipus and Jonas Šiaulys

Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables pp. 171-180

Jun Yan

Distribution of eigenvalues of large Euclidean matrices generated from lp ellipsoid pp. 181-191

Xingyuan Zeng

Volume 90, issue C, 2014

On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models pp. 1-10

Xingwei Ren

Convergence bound in total variation for an image restoration model pp. 11-16

Oliver Jovanovski

Inference for the treatment effects in two sample problems with right-censored and length-biased data pp. 17-24

Cunjie Lin and Yong Zhou

Asymptotic theory for LAD estimation of moderate deviations from a unit root pp. 25-32

Zhiyong Zhou and Zhengyan Lin

Convergence to the maximum process of a fractional Brownian motion with shot noise pp. 33-41

Yizao Wang

A dexterous randomized response model for estimating a rare sensitive attribute using Poisson distribution pp. 42-45

Housila P. Singh and Tanveer A. Tarray

A stable manifold MCMC method for high dimensions pp. 46-52

Alexandros Beskos

A new class of distribution-free tests for testing ordered location parameters based on sub-samples pp. 53-59

Anil Gaur

On piecewise linear processes pp. 60-67

Nikita Ratanov

Correlation structure of time-changed Pearson diffusions pp. 68-77

Jebessa B. Mijena and Erkan Nane

Estimating the parameters of an α-stable distribution using the existence of moments of order statistics pp. 78-84

Mohammad Mohammadi and Adel Mohammadpour

The randomly stopped geometric Brownian motion pp. 85-92

Eugenio P. Balanzario, Rosalva Mendoza Ramírez and Jorge Sánchez Ortiz

Karhunen–Loève expansion for additive Slepian processes pp. 93-99

Jin V. Liu, Zongfu Huang and Hongjun Mao

Asymptotic approximation for the probability density function of an arbitrary sequence of random variables pp. 100-107

Cyrille Joutard

Combining a regression model with a multivariate Markov chain in a forecasting problem pp. 108-113

Bruno Damásio and João Nicolau

Coherent and convex risk measures for portfolios with applications pp. 114-120

Linxiao Wei and Yijun Hu

On testing the coefficient of variation in an inverse Gaussian population pp. 121-128

Yogendra P. Chaubey, Debaraj Sen and Krishna K. Saha

Non-parametric estimation of the generalized past entropy function with censored dependent data pp. 129-135

R. Maya, E.I. Abdul-Sathar and G. Rajesh

Asymptotic normality for discretely observed Markov jump processes with an absorbing state pp. 136-139

Alexander Kremer and Rafael Weißbach

Worst-case optimal investment with a random number of crashes pp. 140-148

Christoph Belak, Sören Christensen and Olaf Menkens

On the use of the Borel–Cantelli lemma in Markov chains pp. 149-154

Alexei Stepanov

Volume 88, issue C, 2014

On the effect of perturbation of conditional probabilities in total variation pp. 1-8

Alessandro Abate, Frank Redig and Ilya Tkachev

Bayesian model comparison: Log scores and DIC pp. 9-14

Milovan Krnjajić and David Draper

Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time pp. 15-26

Xiaohu Li and Jintang Wu

Estimation of the Cholesky decomposition in a conditional independent normal model with missing data pp. 27-39

Daojiang He and Kai Xu

Type II bivariate Pólya–Aeppli distribution pp. 40-49

Leda D. Minkova and N. Balakrishnan

Efficient almost-exact Lévy area sampling pp. 50-55

Simon J.A. Malham and Anke Wiese

On the limiting probabilities of the M/Er/1 queueing system pp. 56-61

José M. Martínez V., Reinaldo A. Vallejos C. and Marta Barría M.

A generalization of Chebyshev’s inequality for Hilbert-space-valued random elements pp. 62-65

Katarzyna Budny

On perturbation bounds for continuous-time Markov chains pp. 66-72

A.I. Zeifman and V.Yu. Korolev

On stochastic comparisons of residual life time at random time pp. 73-79

Isha Dewan and Baha-Eldin Khaledi

Capturing patterns via parsimonious t mixture models pp. 80-87

Tsung-I Lin, Paul D. McNicholas and Hsiu J. Ho

A determinantal inequality for correlation matrices pp. 88-90

Ingram Olkin

Trajectory composition of Poisson time changes and Markov counting systems pp. 91-98

Carles Bretó

Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale pp. 99-106

A. Zaigraev and A. Podraza-Karakulska

A limit theorem for local time and application to random sets pp. 107-117

Diffalah Laissaoui and Abdelatif Benchérif-Madani

Bounds on convergence for the empirical vector of the Curie–Weiss–Potts model with a non-zero external field vector pp. 118-126

Bastian Martschink

R-optimal designs in random coefficient regression models pp. 127-132

Xin Liu, Rong-Xian Yue and Kashinath Chatterjee

Some new normal comparison inequalities related to Gordon’s inequality pp. 133-140

Dawei Lu and Xiaoguang Wang

On the probability of conjunctions of stationary Gaussian processes pp. 141-148

Krzysztof Dȩbicki, Enkelejd Hashorva, Lanpeng Ji and Kamil Tabiś

Large deviations for subordinated Brownian motion and applications pp. 149-156

Janusz Gajda and Marcin Magdziarz

MTD models for aggregate data from higher order Markov chains pp. 157-164

Inderdeep Kaur

The M-estimator for functional linear regression model pp. 165-173

Lele Huang, Huiwen Wang and Andi Zheng

A probabilistic approach for gradient estimates on time-inhomogeneous manifolds pp. 174-183

Li-Juan Cheng

Asymptotic power of likelihood ratio tests for high dimensional data pp. 184-189

Cheng Wang

Gamma shared frailty model based on reversed hazard rate for bivariate survival data pp. 190-196

David D. Hanagal and Arvind Pandey