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Statistics & Probability Letters

1982 - 2021

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

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Volume 148, issue C, 2019

Stochastic monotonicity of MLEs of the mean for exponentially distributed lifetimes under hybrid censoring pp. 1-8 Downloads
Thomas van Bentum and Erhard Cramer
On mutual information estimation for mixed-pair random variables pp. 9-16 Downloads
Aleksandr Beknazaryan, Xin Dang and Hailin Sang
Independence test for large sparse contingency tables based on distance correlation pp. 17-22 Downloads
Qingyang Zhang
The smallest eigenvalues of random kernel matrices: Asymptotic results on the min kernel pp. 23-29 Downloads
Lu-Jing Huang, Yin-Ting Liao, Lo-Bin Chang and Chii-Ruey Hwang
A concentration inequality for inhomogeneous Neyman–Scott point processes pp. 30-34 Downloads
Jean-François Coeurjolly and Patricia Reynaud-Bouret
Power and level robustness of a test for composite hypotheses under independent non-homogeneous data pp. 35-42 Downloads
Abhik Ghosh and Ayanendranath Basu
Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes pp. 43-53 Downloads
Geon Ho Choe, Hyun Jin Jang and Young Hoon Na
On computing maximum likelihood estimates for the negative binomial distribution pp. 54-58 Downloads
Udika Bandara, Ryan Gill and Riten Mitra
Unbiasedness of LRT on the homogeneity of means in MANOVA under general order restrictions pp. 59-65 Downloads
Mustafa Hamdan and Xiaomi Hu
On the properties of a Takács distribution pp. 66-73 Downloads
Lucio Barabesi and Luca Pratelli
Density deconvolution from grouped data with additive errors pp. 74-81 Downloads
Cao Xuan Phuong and Le Thi Hong Thuy
Feynman–Kac penalizations of rotationally symmetric α-stable processes pp. 82-87 Downloads
Yunke Li and Masayoshi Takeda
A bound of the β-mixing coefficient for point processes in terms of their intensity functions pp. 88-93 Downloads
Arnaud Poinas
Uniform estimation of isobars pp. 94-100 Downloads
Marie-Françoise Barme-Delcroix and Margarida Brito
Centered Sobolev inequality and exponential convergence in Φ-entropy pp. 101-111 Downloads
Lingyan Cheng and Liming Wu
Locally optimal designs for mixed binary and continuous responses pp. 112-117 Downloads
Soohyun Kim and Ming-Hung Kao
Stochastic flows of SDEs with non-Lipschitz coefficients and singular time pp. 118-127 Downloads
Jie Xu, Jiaping Wen, Jianyong Mu and Jicheng Liu
Construction of Liouville Brownian motion via Dirichlet form theory pp. 128-132 Downloads
Jiyong Shin
Priority of the result in ‘Mean field limit for survival probability of the high-dimensional contact process’ pp. 133-133 Downloads
Xiaofeng Xue
Discrete records: Limit theorems for their spacings and generation methods pp. 134-142 Downloads
A. Pakhteev and A. Stepanov
Generalized Random Dot Product graph pp. 143-149 Downloads
Tin Lok James Ng and Thomas Brendan Murphy
Hölder’s identity pp. 150-154 Downloads
W.D. Brinda, Jason M. Klusowski and Dana Yang
Extreme-aggregation measures in the RDEU model pp. 155-163 Downloads
Ouxiang Chen and Taizhong Hu
Almost sure uniform convergence of a random Gaussian field conditioned on a large linear form to a non random profile pp. 164-168 Downloads
Philippe Mounaix

Volume 147, issue C, 2019

On Brownian exit times from perturbed multi-strips pp. 1-5 Downloads
M. Lifshits and A. Nazarov
Ergodicity conditions for a double mixed Poisson autoregression pp. 6-11 Downloads
Abdelhakim Aknouche and Nacer Demmouche
Dimension walks on Sd×R pp. 12-17 Downloads
N.H. Bingham and Tasmin L. Symons
A note on large deviation probabilities for empirical distribution of branching random walks pp. 18-28 Downloads
Wanlin Shi
On probability of high extremes of Gaussian fields with a smooth random trend pp. 29-35 Downloads
Goran Popivoda and Siniša Stamatović
Model selection using mass-nonlocal prior pp. 36-44 Downloads
Guiling Shi, Chae Young Lim and Tapabrata Maiti
Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation pp. 45-56 Downloads
Shanshan Liu, Xiaoyu Xing and Guoxin Liu
Harmonic moments, large and moderate deviation principles for Mandelbrot’s cascade in a random environment pp. 57-65 Downloads
Yingqiu Li, Quansheng Liu and Xuelian Peng
Testing multivariate scatter parameter in elliptical model based on forward search method pp. 66-72 Downloads
Chitradipa Chakraborty
Extremal properties of the univariate extended skew-normal distribution, Part A pp. 73-82 Downloads
B. Beranger, S.A. Padoan, Y. Xu and S.A. Sisson
Removal of the points that do not support an E-optimal experimental design pp. 83-89 Downloads
Radoslav Harman and Samuel Rosa
Cointegrated linear processes in Bayes Hilbert space pp. 90-95 Downloads
Won-Ki Seo and Brendan Beare
Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games pp. 96-104 Downloads
Qingda Wei
Extremal properties of the multivariate extended skew-normal distribution, Part B pp. 105-114 Downloads
B. Beranger, S.A. Padoan, Y. Xu and S.A. Sisson

Volume 146, issue C, 2019

Residual extropy of k-record values pp. 1-6 Downloads
Jitto Jose and E.I. Abdul Sathar
Intrinsic random functions on the sphere pp. 7-14 Downloads
Chunfeng Huang, Haimeng Zhang, Scott M. Robeson and Jacob Shields
On the Euler–Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients pp. 15-26 Downloads
Libo Li and Dai Taguchi
Decomposition of backward SLE in the capacity parametrization pp. 27-35 Downloads
Benjamin Mackey and Dapeng Zhan
Various optimality criteria for the prediction of individual response curves pp. 36-41 Downloads
Maryna Prus
Extremal process of the zero-average Gaussian free field for d≥3 pp. 42-49 Downloads
Sayan Das and Rajat Subhra Hazra
Exchangeable random partitions from max-infinitely-divisible distributions pp. 50-56 Downloads
Stilian Stoev and Yizao Wang
Distributions of the minimum and the maximum of a random number of random variables pp. 57-64 Downloads
Panayiotis Bobotas and Markos V. Koutras
Exponential inequality for chaos based on sampling without replacement pp. 65-69 Downloads
P. Hodara and P. Reynaud-Bouret
Generalized and robustified empirical depths for multivariate data pp. 70-79 Downloads
Xiaohui Liu, Jafer Rahman and Shihua Luo
Some properties of the one-dimensional subordinated stable model pp. 80-84 Downloads
Vladimir Panov
On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces pp. 85-89 Downloads
H. de la Cruz, J.C. Jimenez and R.J. Biscay
Variable-based missing mechanism for an incomplete contingency table with unit missingness pp. 90-96 Downloads
Saebom Jeon, Tae Yeon Kwon and Yousung Park
A nested expectation–maximization algorithm for latent class models with covariates pp. 97-103 Downloads
Daniele Durante, Antonio Canale and Tommaso Rigon
Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables pp. 104-111 Downloads
Chen Li and Xiaohu Li
An elementary derivation of the Chinese restaurant process from Sethuraman’s stick-breaking process pp. 112-117 Downloads
Jeffrey W. Miller
q-Stieltjes classes for some families of q-densities pp. 118-123 Downloads
Sofiya Ostrovska and Mehmet Turan
Sliced Latin hypercube designs with both branching and nested factors pp. 124-131 Downloads
Hao Chen, Jinyu Yang, Dennis K.J. Lin and Min-Qian Liu
Finite thinning-selfdecomposable point processes pp. 132-138 Downloads
Michel Davydov and Sergei Zuyev
On moments of integral exponential functionals of additive processes pp. 139-146 Downloads
Paavo Salminen and Lioudmila Vostrikova
Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion pp. 147-155 Downloads
Yang Yang, Wen Su and Zhimin Zhang
A simple model-free survival conditional feature screening pp. 156-160 Downloads
Xiaolin Chen, Yahui Zhang, Xiaojing Chen and Yi Liu
Couplings for processes with independent increments pp. 161-167 Downloads
David Criens
A central limit theorem for marginally coupled designs pp. 168-174 Downloads
Sumin Wang, Dongying Wang and Fasheng Sun
Double robustness without weighting pp. 175-180 Downloads
Myoung-jae Lee and Sanghyeok Lee
Confidence regions in step–stress experiments with multiple samples under repeated type-II censoring pp. 181-186 Downloads
S. Bedbur and U. Kamps
Equivalent distortion risk measures on moment spaces pp. 187-192 Downloads
Dries Cornilly and Steven Vanduffel
A generalization of Expected Shortfall based capital allocation pp. 193-199 Downloads
Li Xun, Yangzhi Zhou and Yong Zhou
A short note on the dependence structure of random vectors pp. 200-205 Downloads
José M. González-Barrios, Eduardo Gutiérrez-Peña and Raúl Rueda
Quantification of the impact of priors in Bayesian statistics via Stein’s Method pp. 206-212 Downloads
Fatemeh Ghaderinezhad and Christophe Ley
On the action of the Hilbert transform on ℓ1N-valued functions pp. 213-223 Downloads
Adam Osękowski
Averaging principle for the heat equation driven by a general stochastic measure pp. 224-230 Downloads
Vadym Radchenko
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