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Statistics & Probability Letters

1982 - 2021

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

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Volume 154, issue C, 2019

No arbitrage and lead–lag relationships pp. - Downloads
Takaki Hayashi and Yuta Koike
Inverting Khintchine’s relationship and generating length biased data pp. - Downloads
M.C. Jones
Estimating equations of additive mean residual life model with censored length-biased data pp. - Downloads
Hongping Wu, Xiaomin Cao and Caifeng Du
On the almost sure convergence for the joint version of maxima and minima of stationary sequences pp. - Downloads
Zacarias Panga and Luísa Pereira
Reflected Brownian motion with a drift that depends on its local time pp. - Downloads
Vi Le
Hitting times, commute times, and cover times for random walks on random hypergraphs pp. - Downloads
Amine Helali and Matthias Löwe
Semiparametric estimation for cure survival model with left-truncated and right-censored data and covariate measurement error pp. - Downloads
Li-Pang Chen
On nonparametric inference for spatial regression models under domain expanding and infill asymptotics pp. - Downloads
Daisuke Kurisu
The invariant measures and the limiting behaviors of the facilitated TASEP pp. - Downloads
Linjie Zhao and Dayue Chen
Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response pp. - Downloads
Mohamed Chaouch and Naâmane Laïb
On a smallest confidence region for a location–scale parameter in progressively type-II censored lifetime experiments pp. - Downloads
S. Bedbur, U. Kamps and J.M. Lennartz
Representation theorem of set valued regular martingale: Application to the convergence of set valued martingale pp. - Downloads
Fatima Ezzaki and Khalid Tahri
Non-parametric estimation of Kullback–Leibler discrimination information based on censored data pp. - Downloads
Abdul Sathar E.I. and Viswakala K.V.
ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps pp. - Downloads
Chiara Benazzoli, Luciano Campi and Luca Di Persio
The convergence rate of the Gibbs sampler for generalized 1-D Ising model pp. - Downloads
Amine Helali
Generalized fractional BSDE with jumps andLipschitz coefficients pp. - Downloads
Qun Shi
A Bernstein type inequality for sums of selections from three dimensional arrays pp. - Downloads
Debapratim Banerjee and Matteo Sordello
Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching pp. - Downloads
Ayan Bhattacharya and Zbigniew Palmowski
Tail asymptotic behavior of the supremum of a class of chi-square processes pp. - Downloads
Lanpeng Ji, Peng Liu and Stephan Robert
Consistency of generalized dynamic principal components in dynamic factor models pp. - Downloads
Ezequiel Smucler
Characterization of a general class of tail probability distributions pp. - Downloads
Meitner Cadena, Marie Kratz and Edward Omey
A Spitzer-type law of large numbers for widely orthant dependent random variables pp. - Downloads
Pingyan Chen and Soo Hak Sung

Volume 153, issue C, 2019

Compactness criteria for quasi-infinitely divisible distributions on the integers pp. 1-6 Downloads
A.A. Khartov
Large deviations for conditional guesswork pp. 7-14 Downloads
Jiange Li
One-sample prediction regions for future record intervals pp. 15-20 Downloads
S.F. Bagheri, A. Asgharzadeh, E. Basiri and A.J. Fernández
Approximating Shepp’s constants for the Slepian process pp. 21-31 Downloads
Jack Noonan and Anatoly Zhigljavsky
A note on the length-biased Weibull-Gamma frailty survival model pp. 32-36 Downloads
A. Giussani and M. Bonetti
Second order tail approximation for the maxima of randomly weighted sums with applications to ruin theory and numerical examples pp. 37-47 Downloads
Jianxi Lin
Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients pp. 48-55 Downloads
Runyu Zhu and Dejian Tian
On the role of dependence in residual lifetimes pp. 56-64 Downloads
Maria Longobardi and Franco Pellerey
A representation of noncommutative BMO spaces pp. 65-70 Downloads
Ali Talebi, M.S. Moslehian and Ghadir Sadeghi
On the almost decrease of a subexponential density pp. 71-79 Downloads
Tao Jiang, Yuebao Wang, Zhaolei Cui and Yuxin Chen
Exact distribution of the non-central Wilks’s statistic of the second kind pp. 80-89 Downloads
Duong Thanh Phong, Pham-Gia Thu and Dinh Ngoc Thanh
Non-subjective priors for wrapped Cauchy distributions pp. 90-97 Downloads
Malay Ghosh, Xiaolong Zhong, Ashis SenGupta and Ruoyang Zhang
Robust inference for the proportional hazards model with two-phase cohort sampling data pp. 98-103 Downloads
Chanjuan Lin, Ming Zheng, Wen Yu and Mingzhe Wu
The Minkowski length of a spherical random vector pp. 104-107 Downloads
Tomer Shushi
The breakdown point of the median of means tournament pp. 108-112 Downloads
Daniela Rodriguez and Marina Valdora
Non-asymptotic rate for high-dimensional covariance estimation with non-independent missing observations pp. 113-123 Downloads
Seongoh Park and Johan Lim
Some estimates related to the Doob’s martingale inequalities pp. 124-129 Downloads
Milica Jovalekić
Existence and regularity of law density of a pair (diffusion, first component running maximum) pp. 130-138 Downloads
Laure Coutin and Monique Pontier
On nonparametric randomized sketches for kernels with further smoothness pp. 139-142 Downloads
Xianzhu Xiong, Rui Li and Heng Lian
A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage pp. 143-150 Downloads
Yuan-Tsung Chang, Takeru Matsuda and William E. Strawderman
Fixed relative precision estimators of growth rate for compound Poisson and Lévy processes pp. 151-156 Downloads
Wojciech Niemiro
Well-posedness for the Stochastic Novikov equation pp. 157-163 Downloads
Wujun Lv, Ping He and Qinghua Wang
Convergence rates of kernel density estimates in particle filtering pp. 164-170 Downloads
David Coufal
Sooner waiting time problems in a sequence of multi-state trials with random rewards pp. 171-179 Downloads
Bara Kim and Jeongsim Kim
A note on vague convergence of measures pp. 180-186 Downloads
Bojan Basrak and Hrvoje Planinić
Remarks on random countable stable zonotopes pp. 187-191 Downloads
Youri Davydov and Vygantas Paulauskas
Existence of unbiased estimation for the minimum, maximum, and median in finite population sampling pp. 192-195 Downloads
A.S. Hedayat, Hansheng Cheng and Jennifer Pajda-De La O

Volume 152, issue C, 2019

On a flexible construction of a negative binomial model pp. 1-8 Downloads
Fabrizio Leisen, Ramsés H. Mena, Freddy Palma and Luca Rossini
On sharp nonparametric estimation of differentiable functions pp. 9-14 Downloads
Sam Efromovich
Abundance estimation based on optimal estimating function with missing covariates in capture–recapture studies pp. 15-20 Downloads
Yang Liu, Xiuzhen Zhang, Mengke Li, Guanfu Liu and Lin Zhu
Nonexistence of an unbiased estimating function for the Cox model pp. 21-27 Downloads
Xuan Yao and Eric Slud
Sharpness for inhomogeneous percolation on quasi-transitive graphs pp. 28-34 Downloads
Thomas Beekenkamp and Tim Hulshof
Martingale decomposition and approximations for nonlinearly dependent processes pp. 35-42 Downloads
Ji Hyung Lee
A conditioned continuous-state branching process with applications pp. 43-49 Downloads
Rongjuan Fang and Zenghu Li
Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution pp. 50-58 Downloads
Yizeng Li and Yongcheng Qi
A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process pp. 59-68 Downloads
Eunju Hwang
Exact strong laws of large numbers for ratios of the smallest order statistics pp. 69-73 Downloads
Przemysław Matuła, Paweł Kurasiński and André Adler
Poisson Lindley process and its main properties pp. 74-81 Downloads
Ji Hwan Cha
Characterization of distributions of Q-independent random variables on locally compact Abelian groups pp. 82-88 Downloads
Margaryta Myronyuk
On general Bayesian inference using loss functions pp. 89-91 Downloads
Pier Giovanni Bissiri and Stephen G. Walker
Identifying the number of factors using a white noise test pp. 92-99 Downloads
Shuangbo Li and Li-Xin Zhang
Spectral distribution of large generalized random kernel matrices pp. 100-110 Downloads
Xingyuan Zeng
Non-asymptotic bounds for percentiles of independent non-identical random variables pp. 111-120 Downloads
Dong Xia
On a lower bound for the Chung–Diaconis–Graham random process pp. 121-125 Downloads
Martin Hildebrand
Reflected backward stochastic partial differential equations with jumps in a convex domain pp. 126-136 Downloads
Xue Yang
The naive Bayes classifier for functional data pp. 137-146 Downloads
Yi-Chen Zhang and Lyudmila Sakhanenko
Norms of sub-exponential random vectors pp. 147-152 Downloads
Krzysztof Zajkowski
A note on the coefficients of elliptical random variables pp. 153-155 Downloads
Tomer Shushi
The density flatness phenomenon pp. 156-161 Downloads
Abbas Alhakim and S. Molchanov
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