Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 192, issue C, 2023

Note on asymptotic behavior of spatial sign autocovariance matrices

Marko Voutilainen, Pauliina Ilmonen, Lauri Viitasaari and Niko Lietzén

A lack-of-fit test for quantile regression process models

Xingdong Feng, Qiaochu Liu and Caixing Wang

A spatial skew-Gaussian process with a specified covariance function

Majid Jafari Khaledi, Hamid Zareifard and Hossein Boojari

Local linear estimate of the functional expectile regression

Ouahiba Litimein, Ali Laksaci, Boubaker Mechab and Salim Bouzebda

Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes

Jiazhen Cui and Qiaojing Liu

Domain of attraction of quasi-stationary distribution for absorbing Markov processes

Hanjun Zhang and Yongxiang Mo

Cramér moderate deviations for a supercritical Galton–Watson process

Paul Doukhan, Xiequan Fan and Zhi-Qiang Gao

Volume 191, issue C, 2022

On homogeneous James–Stein type estimators

Djamila Boukehil, Dominique Fourdrinier, Fatiha Mezoued and William E. Strawderman

Almost sure convergence of randomized urn models with application to elephant random walk

Ujan Gangopadhyay and Krishanu Maulik

Inference on common intraday periodicity at high frequencies

Fan Wu, Guan-jun Wang and Xin-bing Kong

A note on simulating hyperplane-truncated multivariate normal distributions

Hassan Maatouk, Xavier Bay and Didier Rullière

Solvability of a class of mean-field BSDEs with quadratic growth

Tao Hao, Jiaqiang Wen and Jie Xiong

An opposite Gaussian product inequality

Oliver Russell and Wei Sun

Testing equivalence to binary generalized linear models with application to logistic regression

Vladimir Ostrovski

A characterization of the Marchenko–Pastur probability measure

Raouf Fakhfakh

Optimal strong convergence rate for a class of McKean–Vlasov SDEs with fast oscillating perturbation

Butong Li, Yongna Meng, Xiaobin Sun and Ting Yang

Improved probability inequalities for Mardia’s coefficient of kurtosis

Katarzyna Budny

Improved concentration bounds for sums of independent sub-exponential random variables

Iosif Pinelis

Duals of multiplicative relationships involving beta and gamma random variables

M.C. Jones

Robust parameter estimation of regression models under weakened moment assumptions

Kangqiang Li, Songqiao Tang and Lixin Zhang

Volume 190, issue C, 2022

Asymptotic distribution of the maximum interpoint distance for high-dimensional data

Ping Tang, Rongrong Lu and Junshan Xie

Recursive integral equations for random weights averages: Exponential functions and Cauchy distribution

A.R. Soltani

Existence and uniqueness of solution for coupled fractional mean-field forward–backward stochastic differential equations

Myong-Guk Sin, Kyong-Il Ri and Kyong-Hui Kim

A jackknife empirical likelihood ratio test for strong mean inactivity time order

Litty Mathew, Anisha P. and Sudheesh K. Kattumannil

Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition

Hamdy M. Ahmed

Berry–Esseen bound for a supercritical branching processes with immigration in a random environment

Xulan Huang, Yingqiu Li and Kainan Xiang

Approximating the magnetization in the Curie–Weiss model

Yingdong Lu

Uniform bounds for ruin probability in multidimensional risk model

Nikolai Kriukov

Nonparametric regression with modified ReLU networks

Aleksandr Beknazaryan and Hailin Sang

On the length of the shortest path in a sparse Barak–Erdős graph

Bastien Mallein and Pavel Tesemnikov

Moment estimates in the first Borel–Cantelli Lemma with applications to mean deviation frequencies

Luisa F. Estrada and Michael A. Högele

Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering

Ryan P. Browne

On a prior based on the Wasserstein information matrix

W. Li and F.J. Rubio

Non-marginal feature screening for varying coefficient competing risks model

Bing Tian, Zili Liu and Hong Wang

Volume 189, issue C, 2022

Moments of the first descending epoch for a random walk with negative drift

Sergey Foss and Timofei Prasolov

The disorder problem for diffusion processes with the ϵ-linear and expected total miss criteria

B. Buonaguidi

On multiple acceleration of reversible Markov chain

Chen-Wei Hua and Ting-Li Chen

On the T-test

S.Y. Novak

Limit theorems for dependent random variables with infinite means

Ismahen Bernou and Fakhreddine Boukhari

On the second order fluctuations for minimal difference partitions

Guozheng Dai and Zhonggen Su

Convexity and sublinearity of g-expectations

Ronglin Ji, Xuejun Shi, Shijie Wang and Jinming Zhou

Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection

Weiwei Meng and Chengxun Xi

The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion

Xiangyu Gao, Jianqiao Wang, Yanxia Wang and Hongfu Yang

On the rate of convergence for the autocorrelation operator in functional autoregression

Alessia Caponera and Victor M. Panaretos

Non-asymptotic sub-Gaussian error bounds for hypothesis testing

Yanpeng Li and Boping Tian

The averaging method for doubly perturbed distribution dependent SDEs

Xiaocui Ma, Haitao Yue and Fubao Xi

Identification of the outcome distribution and sensitivity analysis under weak confounder–instrument interaction

Lu Mao

Stochastic comparison for elliptically contoured random fields

Tianshi Lu, Juan Du and Chunsheng Ma

Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics

Huiyan Liu and Zhongquan Tan

Stationary distributions and ergodicity of reflection-type Markov chains

Yujie Liu, Minwen Niu, Dacheng Yao and Hanqin Zhang

The elephant random walk with gradually increasing memory

Allan Gut and Ulrich Stadtmüller

On Brascamp–Lieb and Poincaré type inequalities for generalized tempered stable distribution

Kalyan Barman and Neelesh S. Upadhye

On exponential stability of non-autonomous stochastic differential equations with Markovian switching

Ky Q. Tran and Bich T.N. Le

Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances

Adrian Riekert

Uniform concentration bounds for frequencies of rare events

Stéphane Lhaut, Anne Sabourin and Johan Segers

Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes

Salim Lardjane