Statistics & Probability Letters

1982 - 2025

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

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Volume 87, issue C, 2014

Uniqueness condition for an auto-logistic model pp. 1-6

Valeria Rulloni

A note on a result by W. Hoeffding pp. 7-11

I.S. Borisov

Assumptions regarding right censoring in the presence of left truncation pp. 12-17

Jing Qian and Rebecca A. Betensky

Cumulants of multinomial and negative multinomial distributions pp. 18-26

Christopher S. Withers and Saralees Nadarajah

Generating random correlation matrices by the simple rejection method: Why it does not work pp. 27-30

Walter Böhm and Kurt Hornik

Adaptive linear step-up multiple testing procedure with the bias-reduced estimator pp. 31-39

Donggyu Kim and Chunming Zhang

On a leader election algorithm: Truncated geometric case study pp. 40-47

Ravi Kalpathy and Mark Daniel Ward

Itô’s formula for Walsh’s Brownian motion and applications pp. 48-53

Hatem Hajri and Wajdi Touhami

Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations pp. 54-60

Guanying Wang, Xingchun Wang and Yongjin Wang

Bootstrapping the nonparametric ARCH regression model pp. 61-69

Kenichi Shimizu

Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss–Markov process pp. 70-75

Marina Kleptsyna, Alain Le Breton and Bernard Ycart

The dual multivariate Charlier and Edgeworth expansions pp. 76-85

Christopher S. Withers and Saralees Nadarajah

Monotone false discovery rate pp. 86-93

Joong-Ho Won, Johan Lim, Donghyeon Yu, Byung Soo Kim and Kyunga Kim

Identification of survival functions through hazard functions in the Clayton-family pp. 94-97

Arusharka Sen and Winfried Stute

A time-dependent busy period queue length formula for the M/Ek/1 queue pp. 98-104

Jung Woo Baek, Seung Ki Moon and Ho Woo Lee

On convergence of randomly indexed sequences; a counterexample based on the St. Petersburg game pp. 105-107

Allan Gut

Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions pp. 108-114

Yuri Goegebeur, Armelle Guillou and Andréhette Verster

Hoeffding’s inequalities for geometrically ergodic Markov chains on general state space pp. 115-120

Błażej Miasojedow

A note on integrated periodic GARCH processes pp. 121-124

Abdelouahab Bibi and Ines Lescheb

Inference on the Lévy measure in case of noisy observations pp. 125-133

Mathias Vetter

Feasible criterion for designs based on fixed effect ANOVA model pp. 134-142

Xiaodi Wang, Yingshan Zhang and Yincai Tang

On the E-optimality of blocked main effects plans when n≡3 (mod 4) pp. 143-148

Mike Jacroux and Bonni Kealy-Dichone

Smoothing of stepwise multiple testing procedures pp. 149-157

Alexander Y. Gordon

A COM–Poisson type generalization of the binomial distribution and its properties and applications pp. 158-166

Patrick Borges, Josemar Rodrigues, Narayanaswamy Balakrishnan and Jorge Bazán

Tail asymptotics of random sum and maximum of log-normal risks pp. 167-174

Enkelejd Hashorva and Dominik Kortschak

Dividend problems in the dual model with diffusion and exponentially distributed observation time pp. 175-183

Xiao Liu and Zhenlong Chen

A remark on quasi-ergodicity of ultracontractive Markov processes pp. 184-190

Jinwen Chen and Siqi Jian

Volume 86, issue C, 2014

Small deviation probabilities of weighted sums under minimal moment assumptions pp. 1-6

L.V. Rozovsky

Empirical process of residuals for regression models with long memory errors pp. 7-16

Paweł Lorek and Rafał Kulik

Concentration inequalities via zero bias couplings pp. 17-23

Larry Goldstein and Ümit Işlak

Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent pp. 24-29

Yuliya Mishura

Large and moderate deviations of realized covolatility pp. 30-37

Hacène Djellout and Yacouba Samoura

On Bartlett correctability of empirical likelihood in generalized power divergence family pp. 38-43

Lorenzo Camponovo and Taisuke Otsu

Numerical distribution functions for seasonal stability tests pp. 44-49

Ignacio Díaz-Emparanza and M. Paz Moral

Quasi-maximum likelihood estimation for multiple volatility shifts pp. 50-60

Moosup Kim, Taewook Lee, Jungsik Noh and Changryong Baek

On the central limit theorem for modulus trimmed sums pp. 61-67

Alina Bazarova, István Berkes and Lajos Horvath

New John–Nirenberg inequalities for martingales pp. 68-73

Rui Yi, Lian Wu and Yong Jiao

Weak convergence of Markov-modulated diffusion processes with rapid switching pp. 74-79

Gang Huang, Michel Mandjes and Peter Spreij

On Cox–Kemperman moment inequalities for independent centered random variables pp. 80-84

P.S. Ruzankin

Empirical likelihood test for high dimensional linear models pp. 85-90

Liang Peng, Yongcheng Qi and Ruodu Wang

Tight lower bound on the probability of a binomial exceeding its expectation pp. 91-98

Spencer Greenberg and Mehryar Mohri

Volume 85, issue C, 2014

SIR epidemic models with general infectious period distribution pp. 1-5

Damian Clancy

Simultaneous confidence band for single-index random effects models with longitudinal data pp. 6-14

Suigen Yang, Liugen Xue and Gaorong Li

Finiteness of hitting times under taboo pp. 15-19

Ekaterina Vladimirovna Bulinskaya

Changing statistical significance with the amount of information: The adaptive α significance level pp. 20-24

María-Eglée Pérez and Luis Raúl Pericchi

Unilateral counterparty risk valuation of CDS using a regime-switching intensity model pp. 25-35

Yinghui Dong, Kam C. Yuen and Chongfeng Wu

On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes pp. 36-44

Bernard Bercu, Frédéric Proïa and Nicolas Savy

A note on the gambling team method pp. 45-50

Krzysztof Zajkowski

Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition pp. 51-62

M. Tahmasebi

Some approximations of the logistic distribution with application to the covariance matrix of logistic regression pp. 63-68

Ronnie Pingel

Sign tests using ranked set sampling with unequal set sizes pp. 69-77

Liangyong Zhang, Xiaofang Dong and Xingzhong Xu

Poisson’s equation for discrete-time single-birth processes pp. 78-83

Shuxia Jiang, Yuanyuan Liu and Shuai Yao

Small Box–Behnken designs with orthogonal blocks pp. 84-90

Tung-Dinh Pham and Nam-Ky Nguyen

On the independence Jeffreys prior for skew-symmetric models pp. 91-97

Francisco Javier Rubio and Brunero Liseo

On the Markovian projection in the Brunick–Shreve mimicking result pp. 98-105

Martin Forde

On the reversed hazard rate of sequential order statistics pp. 106-113

Marco Burkschat and Nuria Torrado

Rényi’s residual entropy: A quantile approach pp. 114-121

Asok K. Nanda, P.G. Sankaran and S.M. Sunoj

Optimal stopping in infinite horizon: An eigenfunction expansion approach pp. 122-128

Lingfei Li and Vadim Linetsky

Exact approaches for testing non-inferiority or superiority of two incidence rates pp. 129-134

Guogen Shan

Asymptotic properties of maximum likelihood estimator for two-step logit models pp. 135-143

Changming Yin, Zhanfeng Wang and Hong Zhang

Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons pp. 144-152

Neeraj Misra and Mohd. Arshad

On a class of bivariate exponential distributions pp. 153-160

N. Balakrishna and K. Shiji

Quenched central limit theorems for sums of stationary processes pp. 161-167

Dalibor Volný and Michael Woodroofe