Statistics & Probability Letters

1982 - 2025

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

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Volume 194, issue C, 2023

Marginal log-linear models and mediation analysis

Antonio Forcina

Copas’ method is sensitive to different mechanisms of publication bias

Osama Almalik, Zhuozhao Zhan and Edwin R. van den Heuvel

Some goodness of fit tests based on centre outward spacings

Rahul Singh

Some comments on “The density flatness phenomenon” by Alhakim and Molchanov and the Dickman distribution

Ishay Weissman

Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises

Chuying Huang and Xu Wang

Formulas for the divergence operator in isonormal Gaussian space

S. Levental and P. Vellaisamy

On the Chvátal–Janson conjecture

Lucio Barabesi, Luca Pratelli and Pietro Rigo

Bayesian estimation of constrained mean-covariance of normal distributions

Anupam Kundu and Mohsen Pourahmadi

Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects

Yu Liu and Xiaoyang Zhuang

Averaging p-values under exchangeability

Woohyun Choi and Ilmun Kim

Infinitely divisible matrix gamma distribution: Asymptotic behaviour and parameters estimation

Afif Masmoudi and Hajer Rejeb

Minimax rate for optimal transport regression between distributions

Laya Ghodrati and Victor M. Panaretos

On the asymptotic null distribution of the symmetrized Chatterjee’s correlation coefficient

Qingyang Zhang

An analytical shrinkage estimator for linear regression

Nathan Lassance

Volume 193, issue C, 2023

Exact simulation for the first hitting time of Brownian motion and Brownian bridge

Taeho Lee

Strictly log-concave probability distributions in discrete response models

Eleni Aristodemou

Dispersion parameter extension of precise generalized linear mixed model asymptotics

Aishwarya Bhaskaran and Matt P. Wand

Theoretical properties of Bayesian Student-t linear regression

Philippe Gagnon and Yoshiko Hayashi

Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in R

Hiroshi Takahashi and Yozo Tamura

The distribution of the number of isolated nodes in the 1-Dimensional soft random geometric graph

Michael Wilsher, Carl P. Dettmann and Ayalvadi J. Ganesh

Laplacian and Brownian motion on positive definite matrices, revisited

Hiroyuki Matsumoto and Jun Otani

Right-most position of a last progeny modified time inhomogeneous branching random walk

Antar Bandyopadhyay and Partha Pratim Ghosh

Asymptotic properties of one-layer artificial neural networks with sparse connectivity

Christian Hirsch, Matthias Neumann and Volker Schmidt

On the GFF with one free boundary condition

Yong Han, Yuefei Wang and Zipeng Wang

FWER goes to zero for correlated normal

Monitirtha Dey and Subir Kumar Bhandari

Integer-valued transfer function models for counts that show zero inflation

Cathy W. S. Chen, Feng-Chi Liu and Aljo Clair Pingal

Conditional precedence orders for stochastic comparison of random variables

Sugata Ghosh and Asok K. Nanda

A transitivity property of Ocone martingales

Jichen Zhang and Zengjing Chen

Dirichlet eigenvalues and exit time moments for symmetric Markov processes

Lu-Jing Huang and Tao Wang

The range of asymmetric branching random walk

Jui-Lin Chi and Jyy-I Hong

The mean square displacement of random walk on the Manhattan lattice

Nicholas R. Beaton and Mark Holmes

Large deviation principle for Reflected Stochastic Differential Equations driven by G-Brownian motion in non-convex domains

Abdoulaye Soumana Hima and Ibrahim Dakaou

Maximal inequalities and the strong law of large numbers for strong demimartingales

Decheng Feng and Xiaomei Zhang

Domain of existence of the Laplace transform of negative multinomial distributions and simulations

Philippe Bernardoff

Complete monotonicity of time-changed Lévy processes at first passage

Matija Vidmar

On transition density functions of skew Brownian motions with two-valued drift

Shuwen Lou

On normal spacings

N. Balakrishnan, V.B. Nevzorov and A. Stepanov

On the consistency of incomplete U-statistics under infinite second-order moments

Alexander Dürre and Davy Paindaveine

Semiparametric inference of treatment effects on restricted mean survival time in two sample problems from length-biased samples

Xiaoran Yang, Junjie Du and Fangfang Bai

Dependence of variance on covariate design in nonparametric link regression

Akifumi Okuno and Keisuke Yano

The fractional smoothness of integral functionals driven by Brownian motion

Xiaoyan Xu and Xianye Yu

Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients

Fengfeng Cui and Weidong Zhao

Notes on Peng’s independence in sublinear expectation theory

Xiaofan Guo, Shan Li and Xinpeng Li

Analysis of distance matrices

Reza Modarres

Non-linear Dynkin games over split stopping times

Mohamed Marzougue

An almost sure invariance principle for some classes of non-stationary mixing sequences

Yeor Hafouta

Some useful results related to various measures of extropy and their interrelationship

R. Dhanya Nair and E.I. Abdul Sathar

Robust simultaneous estimation of location parameters

Beidi Qiang and Edsel A. Peña

A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models

Erika Banzato, Monica Chiogna, Vera Djordjilović and Davide Risso

Testing departures from the increasing hazard rate property

Tommaso Lando

An improvement on the large deviations for longest runs in Markov chains

Zhenxia Liu and Mainza Mbokoma

Generalized Markov chain tree theorem and Kemeny’s constant for a class of non-Markovian matrices

Michael C.H. Choi and Zhipeng Huang

Asymptotic degree distribution in a homogeneous evolving network model

Qunqiang Feng, Xing Li and Zhishui Hu