Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 200, issue C, 2023

The Wishart distribution with two different degrees of freedom

Haruhiko Ogasawara

Choice of degree of Bernstein polynomial model

Tao Wang and Zhong Guan

Convergence of series of conditional expectations

M. Peligrad and C. Peligrad

Hoeffding’s inequality for non-irreducible Markov models

Nikola Sandrić and Stjepan Šebek

A study on the Poisson, geometric and Pascal distributions motivated by Chvátal’s conjecture

Fu-Bo Li, Kun Xu and Ze-Chun Hu

Comparing weak and strong convergence of density functions

Stephen G. Walker

Volume 199, issue C, 2023

A phase transition for the probability of being a maximum among random vectors with general iid coordinates

Royi Jacobovic and Or Zuk

Recurrence property for Galton–Watson processes in which individuals have variable lifetimes

Jiangrui Tan and Junping Li

On the optional and orthogonal decompositions of supermartingales and applications

Abdelkarem Berkaoui

Parameter estimation for integrated Ornstein–Uhlenbeck processes with small Lévy noises

Huisheng Shu, Ziwei Jiang and Xuekang Zhang

Pseudoprocesses related to higher-order equations of vibrations of rods

Manfred Marvin Marchione and Enzo Orsingher

Coskewness under dependence uncertainty

Carole Bernard, Jinghui Chen, Ludger Rüschendorf and Steven Vanduffel

Estimating heterogeneous treatment effects versus building individualized treatment rules: Connection and disconnection

Zhongyuan Chen and Jun Xie

Probability bounds for reflecting diffusion processes

Zhongmin Qian and Xingcheng Xu

Asymptotic expansions in the local limit theorem for a branching Wiener process

Guantie Deng, Xiequan Fan and Zhi-Qiang Gao

Ultimate boundedness of impulsive stochastic delay differential equations with delayed impulses

Zhiguang Liu and Quanxin Zhu

Kendall’s tau estimator for bivariate zero-inflated count data

Elisa Perrone, Edwin R. van den Heuvel and Zhuozhao Zhan

A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions

Yuecai Han and Zhe Yin

Volume 198, issue C, 2023

Exact anytime-valid confidence intervals for contingency tables and beyond

Rosanne J. Turner and Peter D. Grünwald

Proximal causal inference without uniqueness assumptions

Jeffrey Zhang, Wei Li, Wang Miao and Eric Tchetgen Tchetgen

Fluctuations of the diagonal entries of a large sample precision matrix

Nina Dörnemann and Holger Dette

On the tightness of the Laplace approximation for statistical inference

Blair Bilodeau, Yanbo Tang and Alex Stringer

A deviation inequality for increment of a G-Brownian motion under G-expectation and applications

Jie Xu

Volume 197, issue C, 2023

Rates of convergence in the free central limit theorem

Makoto Maejima and Noriyoshi Sakuma

Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime

Yanpeng Li and Boping Tian

Berry-Essén theorem for random determinants

Charles-Philippe Diez and Ciprian A. Tudor

Local polynomial estimation of nonparametric general estimating equations

Francesco Bravo

Multivariate exponential power Lévy processes and random fields

Chunsheng Ma

On expected waiting time until given words appear in random sequence

Takashi Maeda and Yuya Unten

Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times

Qingwu Gao, Lin, Jia’nan and Xijun Liu

The stochastic nonlinear Schrödinger equations driven by pure jump noise

Jian Wang, Jianliang Zhai and Jiahui Zhu

The eigenvector LSD of information plus noise matrices and its application to linear regression model

Yuling Li, Huanchao Zhou and Jiang Hu

Optimal guessing under nonextensive framework and associated moment bounds

Abhik Ghosh

Exact uniform modulus of continuity for q-isotropic Gaussian random fields

Adrián Hinojosa-Calleja

Which Urbanik class Lk, do the hyperbolic and the generalized logistic characteristic functions belong to?

Zbigniew J. Jurek

Compound Poisson processes: Potentials, Green measures and random times

Yuri Kondratiev and José L. da Silva

Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales

Ana Merkle

Limit Theorems for an extended inverse Hawkes process with general exciting functions

Dharmaraja Selvamuthu, Shamiksha Pandey and Paola Tardelli

Baum–Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations

Fengxiang Feng

Controlling the false discovery rate via competition: Is the +1 needed?

Andrew Rajchert and Uri Keich

Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions

Dominic Edelmann, Donald Richards and Thomas Royen

On a cover time problem on a dynamic graph with steps at random times

Yunus Emre Demirci, Ümi̇t Işlak and Mehmet Akif Yıldız

On the compression phenomenon of typical discrepancies

Kai Jia, Renjun Qiu, Zhengming Wang and Xiaojun Duan

Generalized weak laws of large numbers in Hilbert spaces

Mengmeng Chang and Yu Miao

Multivariate Poisson model adjusting for unidirectional covariate misrepresentation

Pengcheng Zhang and Xueyuan Wu

Volume 196, issue C, 2023

Endogenous treatment effect for any response conditional on control propensity score

Jin-young Choi, Goeun Lee and Myoung-jae Lee

Adaptive signal recovery with Subbotin noise

Joshua C. Miller and Natalia A. Stepanova

Tempered space fractional negative binomial process

Aditya Maheshwari

Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin

Antonella Iuliano and Claudio Macci

Uniformly most powerful unbiased tests for the dispersion parameter of the Conway–Maxwell–Poisson distribution

S. Bedbur and U. Kamps

On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise

Bin Zhang, Zhigang Yao and Junfeng Liu