Statistics & Probability Letters

1982 - 2025

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

From Elsevier
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Volume 188, issue C, 2022

Asymptotic efficiency of some nonparametric tests for location on hyperspheres

Sophie Dabo-Niang, Baba Thiam and Thomas Verdebout

Closure of beta and Dirichlet distributions under discrete mixing

N. Balakrishnan and M.C. Jones

The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays

Laurent Davezies, D’Haultfœuille, Xavier and Yannick Guyonvarch

On the convergence rate of the “out-of-order” block Gibbs sampler

Zhumengmeng Jin and James P. Hobert

Note on the delta method for finite population inference with applications to causal inference

Nicole E. Pashley

The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation

Li-Xin Zhang

Saddlepoint approximations for the probability mass functions of some nonparametric test statistics

Cyrille Joutard

Volume 187, issue C, 2022

Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions

Shohei Nakajima and Yasutaka Shimizu

Some new bounds for the mean value function of the residual lifetime process

Mustafa Hilmi Pekalp

Exponential and related probability distributions on symmetric matrices

Abdelhamid Hassairi and Amel Roula

RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices

Yan Liu, Zhidong Bai, Hua Li, Jiang Hu, Zhihui Lv and Shurong Zheng

Bias-correction of some estimators in the INAR(1) process

Xiaoqiang Zeng and Yoshihide Kakizawa

Algorithm for the product of Jack polynomials and its application to the sphericity test

Koki Shimizu and Hiroki Hashiguchi

Intermittency in the small-time behavior of Lévy processes

Danijel Grahovac

On Samuel’s p-value model and the Simes test under dependence

Peihan Xiong and Taizhong Hu

Skew Brownian motion with dry friction: Joint density approach

Alexander Gairat and Vadim Shcherbakov

A refined randomized concentration inequality

Xiaoyu Lei and Qi-Man Shao

Ensemble Kalman inversion for general likelihoods

Samuel Duffield and Sumeetpal S. Singh

Hoeffding and Bernstein inequalities for U-statistics without replacement

Jianhang Ai, Ondřej Kuželka and Yuyi Wang

On the maximum of random assignment process

M.A. Lifshits and A.A. Tadevosian

Confidence intervals for discrete log-linear models when MLE does not exist

Nanwei Wang, Hélène Massam and Qiong Li

The cover time of a (multiple) Markov chain with rational transition probabilities is rational

John Sylvester

Volume 186, issue C, 2022

A Berry–Esseen bound for vector-valued martingales

Denis Kojevnikov and Kyungchul Song

From the Brownian motion to a multifractal process using the Lévy–Ciesielski construction

T. Kleyntssens and S. Nicolay

A characterization of normality via convex likelihood ratios

Royi Jacobovic and Offer Kella

Survival probability for super-Brownian motion with absorption

Zenghu Li and Yaping Zhu

The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains

Dawei Lu and Yinbing Zhou

Inverse tempered stable subordinators and related processes with Mellin transform

Neha Gupta and Arun Kumar

The conditional spacings and their stochastic properties

Zhengcheng Zhang, Luyi Yang and Yonghong Yang

Change-point detection for the link function in a single-index model

Qing Yang and Yi Zhang

How small are the increments of G-Brownian motion

Mingzhou Xu and Kun Cheng

Maximin L1-distance Range-fixed Level-augmented designs

Yanping Gao, Siyu Yi and Yongdao Zhou

Optimal singular value shrinkage for operator norm loss: Extending to non-square matrices

William Leeb

Bias results for nondifferential mismeasurement of a binary confounder

Arvid Sjölander, Jose M. Peña and Erin E. Gabriel

A new random field on lattices

Ana Paula Martins, Helena Ferreira and Marta Ferreira

Optimal estimation for lower bound of the packing number

Youming Liu and Xinyu Qi

Cauchy, normal and correlations versus heavy tails

Hui Xu, Joel E. Cohen, Richard A. Davis and Gennady Samorodnitsky

Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators

Kon-Gun Kim, Mun-Chol Kim and Hun O

Simultaneous confidence bands for survival functions from twice censorship

Sundarraman Subramanian

Volume 185, issue C, 2022

Normal approximation when a chaos grade is greater than two

Yoon Tae Kim and Hyun Suk Park

A variation of constant formula for Caputo fractional stochastic differential equations with jump–diffusion

Shuli Xu, Yuqiang Feng, Jun Jiang and Na Nie

On the extinction of continuous state branching processes with competition

V. Le

Regular conditional probabilities and strictly proper loss functions

Michael Nielsen

The restrictiveness of the hazard rate order and the moments of the maximal coordinate of a random vector uniformly distributed on the probability n-simplex

Sela Fried

Linking the Hoeffding–Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski

Cécile Mercadier, Olivier Roustant and Christian Genest

On the universal consistency of histograms anonymised by a randomised response technique

Martin Kroll

Non-central moderate deviations for compound fractional Poisson processes

Luisa Beghin and Claudio Macci

On the minimum of independent collecting processes via the Stirling numbers of the second kind

Aristides V. Doumas

A note on the conditional probabilities of the telegraph process

Fabrizio Cinque

Asymptotic analysis of generalized Greenwood statistics for very heavy tails

Hansjörg Albrecher and Brandon García Flores

On negative dependence inequalities and maximal scores in round-robin tournaments

Yaakov Malinovsky and John W. Moon

Non-parametric estimation of cumulative (residual) extropy

Sudheesh K. Kattumannil and Sreedevi E.P.

A criterion of quasi-infinite divisibility for discrete laws

A.A. Khartov

A short proof of Lévy’s continuity theorem without using tightness

Christian Döbler

Precise large deviation for sums of sub-exponential claims with the m-dependent semi-Markov type structure

Meng Yuan and Dawei Lu

Long-time behavior of SSEP with slow boundary

Linjie Zhao