Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 203, issue C, 2023

Uniqueness of first passage time distributions via Fredholm integral equations

Sören Christensen, Simon Fischer and Oskar Hallmann

Properties of marginal sequential Monte Carlo methods

Francesca R. Crucinio and Adam Johansen

On the issue of convergence of certain divergence measures related to finding most nearly compatible probability distribution under the discrete set-up

Indranil Ghosh

Convergence rate for the number of crossings in a random labelled tree

Santiago Arenas-Velilla and Octavio Arizmendi

Huber estimation for the network autoregressive model

Xuan Xiao, Xingbai Xu and Wei Zhong

On k-out-of-n systems with homogeneous components and one independent cold standby redundancy

Chen Li and Xiaohu Li

Characterizations of stochastic ordering for non-negative random variables

Jia Yao, Bendong Lou and Xiaoqing Pan

On the use of robust estimators of multivariate location for heterogeneous data

Raúl Pérez-Fernández

Doob’s consistency of a non-Bayesian updating process

Hajime Kawakami

Volume 202, issue C, 2023

Conjugate priors and bias reduction for logistic regression models

Tommaso Rigon and Emanuele Aliverti

Optimal fractions of three-level factorials under a baseline parameterization

Zhaohui Yan and Shengli Zhao

Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions

Antonio Di Noia, Marzia Marcheselli, Caterina Pisani and Luca Pratelli

Matrix-variate data analysis by two-way factor model with replicated observations

Yan Li, Zhigen Gao, Wei Huang and Jianhua Guo

An algorithm for a pseudo RMLE under simple tree multivariate order restriction

Huruy Asfha and Xiaomi Hu

The calculation of alias pattern in three-level regular designs

Baixi Chen, Zhiming Li, Zhi Li and Can Peng

Volume 201, issue C, 2023

Lp-functionals for change point detection in random coefficient autoregressive models

Lajos Horvath and Lorenzo Trapani

Local limit theorems for collective risk models

Hattacha Kongjiw, Petcharat Rattanawong and Kritsana Neammanee

Improving the age composition of dynamic populations of manufactured items

Maxim Finkelstein and Ji Hwan Cha

On the maximum penalized full likelihood approach for Cox model with extreme value for heavily censored survival data

Huazhen Yu and Lixin Zhang

A Galton–Watson process with a threshold at 1 and an immigration at 0

Dawei Lu and Huangding Lv

Improving Hoeffding’s inequality using higher moments information

Bar Light

On the moments of the variance-gamma distribution

Robert E. Gaunt

Nonsymmetric examples for Gaussian correlation inequalities

Chien-Hao Huang

Uniform convergence results for the local linear regression estimation of the conditional distribution

Haitian Xie

Stochastic heat equation with Ornstein–Uhlenbeck operator

Xiang Li

Averaging principle for the wave equation driven by a stochastic measure

Vadym Radchenko

On infinitely divisible distributions related to the Riemann hypothesis

Takashi Nakamura and Masatoshi Suzuki

Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework

Janet Aisbett

Ultra log-concavity of discrete order statistics

Llorenç Badiella, Joan del Castillo and Pedro Puig

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