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Statistics & Probability Letters

1982 - 2021

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

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Volume 161, issue C, 2020

Hypothesis testing for the identity of high-dimensional covariance matrices Downloads
Manling Qian, Li Tao, Erqian Li and Maozai Tian
On non-central squared copulas Downloads
Bouchra R. Nasri
First and second moments of the size distribution of bond percolation clusters on rings, paths and stars Downloads
Petar Jevtić, Nicolas Lanchier and Axel La Salle
Computing probabilities of integer-valued random variables by recurrence relations Downloads
S. Baena-Mirabete and P. Puig
Variational inference for multiplicative intensity models Downloads
John W. Lau, Edward Cripps and Wendy Hui
Exact asymptotic limit for kernel estimation of regression level sets Downloads
Hai Dang Dau, Thomas Laloë and Rémi Servien
A nonparametric test for comparison of mean past lives Downloads
Dhrubasish Bhattacharyya, Ruhul Ali Khan and Murari Mitra
CP decomposition and weighted clique problem Downloads
Tonglin Zhang
On moments of Brownian functionals and their interpretation in terms of random walks Downloads
Joseph Najnudel, Ching-Tang Wu and Ju-Yi Yen
Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion Downloads
Markus Bibinger
The Marcinkiewics–Zygmund strong law of large numbers for dependent random variables Downloads
Fakhreddine Boukhari
Construction of optimal fractional Order-of-Addition designs via block designs Downloads
Jianbin Chen, Rahul Mukerjee and Dennis K.J. Lin
Independence properties of the truncated multivariate elliptical distributions Downloads
Michael Levine, Donald Richards and Jianxi Su
On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains Downloads
A.I. Zeifman, Y.A. Satin and K.M. Kiseleva
Estimating the complexity index of functional data: Some asymptotics Downloads
E.G. Bongiorno, A. Goia and P. Vieu
The conditional law of the Bacry–Muzy and Riemann–Liouville log correlated Gaussian fields and their GMC, via Gaussian Hilbert and fractional Sobolev spaces Downloads
Martin Forde and Benjamin Smith
Limit laws for the number of triangles in the generalized random graphs with random node weights Downloads
Qun Liu and Zhishan Dong
Talagrand’s quadratic transportation cost inequalities for reflected SPDEs driven by space–time white noise Downloads
Ruinan Li and Yumeng Li
High-probability bounds for the reconstruction error of PCA Downloads
Cassandra Milbradt and Martin Wahl
Hypothesis testing with active information Downloads
Díaz–Pachón, Daniel Andrés, Juan Pablo Sáenz and J. Sunil Rao
A consistency theorem for randomized singular value decomposition Downloads
Ting-Li Chen, Su-Yun Huang and Weichung Wang

Volume 160, issue C, 2020

A second moment bound for critical points of planar Gaussian fields in shrinking height windows Downloads
Stephen Muirhead
A stochastic Fubini theorem for α-stable process Downloads
Huiyan Zhao and Siyan Xu
pth moment (p∈(0,1)) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations Downloads
Guangqiang Lan, Fang Xia and Mei Zhao
On the Generalized Benford law Downloads
Lucio Barabesi and Luca Pratelli
Asymptotic domination of sample maxima Downloads
Enkelejd Hashorva and Didier Rulliere
GEE analysis in joint mean-covariance model for longitudinal data Downloads
Fei Lu, Liugen Xue and Xiong Cai
On order statistics from Laplace-type distributions Downloads
Emad-Eldin A.A. Aly
Strong consistency and asymptotic normality for quantities related to the Benjamini–Hochberg false discovery rate procedure Downloads
Grant Izmirlian
Lower bounds on partial sums of expected hitting times Downloads
Hyungkuk Yoon, Bara Kim and Jeongsim Kim
Some concept of Markov property of discrete order statistics arising from independent and non-identically distributed variables Downloads
Krzysztof Jasiński

Volume 159, issue C, 2020

Objective Bayesian analysis for the Lomax distribution Downloads
Paulo H. Ferreira, Eduardo Ramos, Pedro L. Ramos, Jhon F.B. Gonzales, Vera L.D. Tomazella, Ricardo Ehlers, Eveliny B. Silva and Francisco Louzada
Maximum likelihood estimation of high-dimensional Student-t copulas Downloads
Mark Trede
Trimmed LASSO regression estimator for binary response data Downloads
Hongwei Sun, Yuehua Cui, Qian Gao and Tong Wang
Large sample properties of the Midzuno sampling scheme with probabilities proportional to size Downloads
Guillaume Chauvet
Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients Downloads
Xianye Yu and Mingbo Zhang
On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity Downloads
Yuliya Mishura, Kostiantyn Ralchenko and Mounir Zili
Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein’s method Downloads
Essomanda Konzou, Efoévi Koudou and Kossi E. Gneyou
R-optimal designs for individual prediction in random coefficient regression models Downloads
Lei He and Daojiang He
Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics Downloads
Tommaso Lando and Lucio Bertoli-Barsotti
A note on locally optimal designs for generalized linear models with restricted support Downloads
Osama Idais
A strong law of large numbers related to multiple testing normal means Downloads
Xiongzhi Chen and R.W. Doerge
Geometric characterization of D-optimal designs for random coefficient regression models Downloads
Xin Liu, Rong-Xian Yue and Kashinath Chatterjee
Extremes of standard multifractional Brownian motion Downloads
Long Bai

Volume 158, issue C, 2020

Gaussian approximations for maxima of random vectors under (2+ι)-th moments Downloads
Qiang Sun
Decomposing correlated random walks on common and counter movements Downloads
Tianyao Chen, Xue Cheng and Jingping Yang
A new functional representation of broad sense agreement Downloads
Bo Wei, Tian Dai, Limin Peng, Ying Guo and Amita Manatunga
Optimal designs for estimating individual coefficients in polynomial regression with no intercept Downloads
Holger Dette, Viatcheslav B. Melas and Petr Shpilev
Averaging of density kernel estimators Downloads
O. Chernova, F. Lavancier and P. Rochet
Partially replicated block designs for two-level factorial experiments Downloads
Chen-Tuo Liao
A note on the weighting-type estimations of the zero-inflated Poisson regression model with missing data in covariates Downloads
Martin T. Lukusa and Frederick Kin Hing Phoa
Representation theorems for WVaR with respect to a capacity Downloads
Hongmin Yuan, Long Jiang and Dejian Tian
On a loss-based prior for the number of components in mixture models Downloads
Clara Grazian, Cristiano Villa and Brunero Liseo
Extremes for transient random walks in random sceneries under weak independence conditions Downloads
Nicolas Chenavier and Ahmad Darwiche
On a class of spatial renewal processes: Renewal processes synchronization probabilities Downloads
M. Karamzadeh, A.R. Soltani and H.A. Mardani-Fard
Nonparametric estimation of the trend in reflected fractional SDE Downloads
Nicolas Marie
M-Vine decomposition and VAR(1) models Downloads
Étienne Begin, Pierre Dutilleul, Carole Beaulieu and Taoufik Bouezmarni
A Kesten-type bound for sums of randomly weighted subexponential random variables Downloads
Yiqing Chen
Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field Downloads
Yangyang Lyu
A note on the behaviour of a kernel-smoothed kernel density estimator Downloads
Paul Janssen, Jan Swanepoel and Noël Veraverbeke
Derivative formula for the Feynman–Kac semigroup of SDEs driven by rotationally invariant α-stable process Downloads
Xiaobin Sun, Longjie Xie and Yingchao Xie
On the expected maximum of a birth-and-death process Downloads
Leonardo A. Videla
Pattern occurrences in random planar maps Downloads
Michael Drmota and Benedikt Stufler
Asymptotic expansions of powered skew-normal extremes Downloads
Qian Xiong and Zuoxiang Peng
A note on invariance of the Cauchy and related distributions Downloads
Wooyoung Chin, Paul Jung and Greg Markowsky
Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models Downloads
Hong Jiang, Jianwei Qian and Yuqin Sun
A fast mode estimator in multidimensional space Downloads
Pavel S. Ruzankin and Artem V. Logachov
On the rate of convergence in the central limit theorem for arrays of random vectors Downloads
Le Van Dung and Ta Cong Son
On critical points of Gaussian random fields under diffeomorphic transformations Downloads
Dan Cheng and Armin Schwartzman
SUE(s2)-optimal supersaturated designs Downloads
Rakhi Singh, Ashish Das and Daniel Horsley
Gaussian fluctuations for edge counts in high-dimensional random geometric graphs Downloads
Jens Grygierek and Christoph Thäle
Nonreconstruction of high-dimensional stochastic block model with bounded degree Downloads
Yue Zhang and Mingao Yuan
On minimum volume properties of some confidence regions for multiple multivariate normal means Downloads
S. Bedbur, J.M. Lennartz and U. Kamps
Page updated 2021-08-01