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Statistics & Probability Letters

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Content

2020, Volume 158, Issue C

v:158:y:2020:i:c:s016771521930313x Asymptotic expansions of powered skew-normal extremes
by Xiong, Qian & Peng, Zuoxiang
v:158:y:2020:i:c:s0167715219303165 A fast mode estimator in multidimensional space
by Ruzankin, Pavel S. & Logachov, Artem V.
v:158:y:2020:i:c:s0167715219303001 A note on the weighting-type estimations of the zero-inflated Poisson regression model with missing data in covariates
by Lukusa, Martin T. & Phoa, Frederick Kin Hing
v:158:y:2020:i:c:s0167715219303104 Derivative formula for the Feynman–Kac semigroup of SDEs driven by rotationally invariant α-stable process
by Sun, Xiaobin & Xie, Longjie & Xie, Yingchao
v:158:y:2020:i:c:s0167715219303190 SUE(s2)-optimal supersaturated designs
by Singh, Rakhi & Das, Ashish & Horsley, Daniel
v:158:y:2020:i:c:s0167715219303013 Representation theorems for WVaR with respect to a capacity
by Yuan, Hongmin & Jiang, Long & Tian, Dejian
v:158:y:2020:i:c:s0167715219302998 Partially replicated block designs for two-level factorial experiments
by Liao, Chen-Tuo
v:158:y:2020:i:c:s0167715219303086 Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field
by Lyu, Yangyang
v:158:y:2020:i:c:s0167715219303189 On critical points of Gaussian random fields under diffeomorphic transformations
by Cheng, Dan & Schwartzman, Armin
v:158:y:2020:i:c:s0167715219303177 On the rate of convergence in the central limit theorem for arrays of random vectors
by Dung, Le Van & Son, Ta Cong
v:158:y:2020:i:c:s0167715219303141 A note on invariance of the Cauchy and related distributions
by Chin, Wooyoung & Jung, Paul & Markowsky, Greg
v:158:y:2020:i:c:s0167715219303050 Nonparametric estimation of the trend in reflected fractional SDE
by Marie, Nicolas
v:158:y:2020:i:c:s0167715219301518 Gaussian approximations for maxima of random vectors under (2+ι)-th moments
by Sun, Qiang
v:158:y:2020:i:c:s0167715219303074 A Kesten-type bound for sums of randomly weighted subexponential random variables
by Chen, Yiqing
v:158:y:2020:i:c:s0167715219302627 Decomposing correlated random walks on common and counter movements
by Chen, Tianyao & Cheng, Xue & Yang, Jingping
v:158:y:2020:i:c:s0167715219303220 On minimum volume properties of some confidence regions for multiple multivariate normal means
by Bedbur, S. & Lennartz, J.M. & Kamps, U.
v:158:y:2020:i:c:s0167715219303207 Gaussian fluctuations for edge counts in high-dimensional random geometric graphs
by Grygierek, Jens & Thäle, Christoph
v:158:y:2020:i:c:s0167715219303153 Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models
by Jiang, Hong & Qian, Jianwei & Sun, Yuqin
v:158:y:2020:i:c:s0167715219303098 A note on the behaviour of a kernel-smoothed kernel density estimator
by Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël
v:158:y:2020:i:c:s0167715219303128 Pattern occurrences in random planar maps
by Drmota, Michael & Stufler, Benedikt
v:158:y:2020:i:c:s0167715219303219 Nonreconstruction of high-dimensional stochastic block model with bounded degree
by Zhang, Yue & Yuan, Mingao
v:158:y:2020:i:c:s0167715219302652 A new functional representation of broad sense agreement
by Wei, Bo & Dai, Tian & Peng, Limin & Guo, Ying & Manatunga, Amita
v:158:y:2020:i:c:s0167715219303062 M-Vine decomposition and VAR(1) models
by Begin, Étienne & Dutilleul, Pierre & Beaulieu, Carole & Bouezmarni, Taoufik
v:158:y:2020:i:c:s0167715219302822 Optimal designs for estimating individual coefficients in polynomial regression with no intercept
by Dette, Holger & Melas, Viatcheslav B. & Shpilev, Petr
v:158:y:2020:i:c:s0167715219303049 On a class of spatial renewal processes: Renewal processes synchronization probabilities
by Karamzadeh, M. & Soltani, A.R. & Mardani-Fard, H.A.
v:158:y:2020:i:c:s0167715219303025 On a loss-based prior for the number of components in mixture models
by Grazian, Clara & Villa, Cristiano & Liseo, Brunero
v:158:y:2020:i:c:s0167715219302913 Averaging of density kernel estimators
by Chernova, O. & Lavancier, F. & Rochet, P.
v:158:y:2020:i:c:s0167715219303037 Extremes for transient random walks in random sceneries under weak independence conditions
by Chenavier, Nicolas & Darwiche, Ahmad
v:158:y:2020:i:c:s0167715219303116 On the expected maximum of a birth-and-death process
by Videla, Leonardo A.

2020, Volume 157, Issue C

v:157:y:2020:i:c:s016771521930272x A robust estimation for the extended t-process regression model
by Wang, Zhanfeng & Li, Kai & Shi, Jian Qing
v:157:y:2020:i:c:s016771521930255x Recursive estimators of integrated squared density derivatives
by Mokkadem, Abdelkader & Pelletier, Mariane
v:157:y:2020:i:c:s0167715219302676 Survival function estimation of current status data with dependent censoring
by Hsieh, Jin-Jian & Chen, Yung-Yu
v:157:y:2020:i:c:s0167715219302767 A note on the consistency of the maximum likelihood estimator under multivariate linear cluster-weighted models
by Galimberti, Giuliano & Soffritti, Gabriele
v:157:y:2020:i:c:s0167715219302780 Moderate deviations for nonhomogeneous Markov chains
by Xu, Mingzhou & Cheng, Kun & Ding, Yunzheng
v:157:y:2020:i:c:s0167715219302834 On error bounds for high-dimensional asymptotic distribution of L2-type test statistic for equality of means
by Hyodo, Masashi & Nishiyama, Takahiro & Pavlenko, Tatjana
v:157:y:2020:i:c:s0167715219302615 Periodogram ordinate: Spatial model with near unit roots and dependent errors
by Adu, N. & Richardson, G. & Tseng, M.C.
v:157:y:2020:i:c:s0167715219302779 Asymptotic properties of concave L1-norm group penalties
by Sherwood, Ben & Molstad, Aaron J. & Singha, Sumanta
v:157:y:2020:i:c:s0167715219302743 Bifractional Brownian motion for H>1 and 2HK≤1
by Talarczyk, Anna
v:157:y:2020:i:c:s0167715219302731 On uniform continuity of posterior distributions
by Dolera, Emanuele & Mainini, Edoardo
v:157:y:2020:i:c:s0167715219302688 Power type law of the iterated logarithm for Gaussian variables
by Pakshirajan, R.P.
v:157:y:2020:i:c:s0167715219302664 Zastavnyi operators and positive definite radial functions
by Faouzi, Tarik & Porcu, Emilio & Bevilacqua, Moreno & Kondrashuk, Igor
v:157:y:2020:i:c:s0167715219302792 On perturbations of non-diagonalizable stochastic matrices of order 3
by Pauwelyn, P.J. & Guerry, M.A.
v:157:y:2020:i:c:s0167715219302810 A few surprising integrals
by Forsström, Malin Palö & Steif, Jeffrey E.
v:157:y:2020:i:c:s0167715219302718 On the distribution of the hitting time for the N–urn Ehrenfest model
by Xin, Cheng & Zhao, Minzhi & Yao, Qiang & Cui, Erjia
v:157:y:2020:i:c:s0167715219302809 On the differences between L2Boosting and the Lasso
by Vogt, Michael

2020, Volume 156, Issue C

v:156:y:2020:i:c:s016771521930241x Empirical likelihood test for diagonal symmetry
by Sang, Yongli & Dang, Xin
v:156:y:2020:i:c:s016771521930238x Distributions in the constant-differentials Pólya process
by Mahmoud, Hosam M. & Zhang, Panpan
v:156:y:2020:i:c:s016771521930269x A hypothesis-testing perspective on the G-normal distribution theory
by Peng, Shige & Zhou, Quan
v:156:y:2020:i:c:s0167715219302706 Some regularity results on stochastic convolutions in point delay differential equations perturbed by noise
by Liu, Kai
v:156:y:2020:i:c:s0167715219302408 Prediction law of mixed Gaussian Volterra processes
by Sottinen, Tommi & Viitasaari, Lauri
v:156:y:2020:i:c:s0167715219302639 Parameter estimation for non-stationary reflected Ornstein–Uhlenbeck processes driven by α-stable noises
by Zhang, Xuekang & Yi, Haoran & Shu, Huisheng
v:156:y:2020:i:c:s0167715219302445 Estimation for functional partial linear models with missing responses
by Zhou, Jianjun & Peng, Qingyan
v:156:y:2020:i:c:s0167715219302251 Finding the modes of some multivariate discrete probability distributions: Application of the resource allocation problem
by Shen, Chengwu & Ninh, Anh
v:156:y:2020:i:c:s0167715219302391 Extremal paths in inhomogenous random graphs
by Ganesan, Ghurumuruhan
v:156:y:2020:i:c:s0167715219302457 Solvability of anticipated backward stochastic Volterra integral equations
by Wen, Jiaqiang & Shi, Yufeng
v:156:y:2020:i:c:s0167715219302342 A note on discrete multivariate Markov random field models
by Ip, Ryan H.L. & Wu, K.Y.K.
v:156:y:2020:i:c:s0167715219302640 Schoenberg coefficients and curvature at the origin of continuous isotropic positive definite kernels on spheres
by Arafat, Ahmed & Gregori, Pablo & Porcu, Emilio
v:156:y:2020:i:c:s0167715219302597 Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices
by Ding, Xue
v:156:y:2020:i:c:s0167715219302275 Functional CLT for nonstationary strongly mixing processes
by Merlevède, Florence & Peligrad, Magda
v:156:y:2020:i:c:s0167715219302317 A note on monotonicity in repeated attempt selection models
by Park, Seunghwan & Daniels, Michael J.
v:156:y:2020:i:c:s0167715219302123 Stein’s method for the single server queue in heavy traffic
by Gaunt, Robert E. & Walton, Neil
v:156:y:2020:i:c:s0167715219302585 Testing for superiority between two variance functions
by Boente, Graciela & Pardo–Fernández, Juan Carlos
v:156:y:2020:i:c:s0167715219302603 Correction to “Malliavin differentiability of indicator functions on canonical Lévy spaces” [Statist. Probab. Lett. 137 (2018) 183–190]
by Suzuki, Ryoichi
v:156:y:2020:i:c:s0167715219302536 Regular variation and free regular infinitely divisible laws
by Chakrabarty, Arijit & Chakraborty, Sukrit & Hazra, Rajat Subhra
v:156:y:2020:i:c:s0167715219302755 Karhunen–Loève expansion of a set indexed fractional Brownian motion
by Yosef, Arthur & Baranes, Amos
v:156:y:2020:i:c:s0167715219302330 Cumulants of multiinformation density in the case of a multivariate normal distribution
by Marrelec, Guillaume & Giron, Alain
v:156:y:2020:i:c:s0167715219302469 Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods
by Merkle, Milan & F. Saporito, Yuri & S. Targino, Rodrigo
v:156:y:2020:i:c:s0167715219302421 Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space
by Makigusa, Natsumi & Naito, Kanta
v:156:y:2020:i:c:s0167715219302299 Series representations of isotropic vector random fields on balls
by Lu, Tianshi & Leonenko, Nikolai & Ma, Chunsheng
v:156:y:2020:i:c:s0167715219302433 Convex transform order of the maximum of independent Weibull random variables
by Wu, Jintang & Wang, Mengshou & Li, Xiaohu
v:156:y:2020:i:c:s0167715219302366 Liouville distorted Brownian motion
by Shin, Jiyong
v:156:y:2020:i:c:s0167715219302378 An extension of the Last-Success-Problem
by Ribas, J.M. Grau

2019, Volume 155, Issue C

1-1 Transportation cost inequality for backward stochastic differential equations
by Bahlali, Khaled & Boufoussi, Brahim & Mouchtabih, Soufiane
1-1 Detecting periodicity from the trajectory of a random walk in random environment
by Rémillard, Bruno N. & Vaillancourt, Jean
1-1 Hitting spheres with Brownian motion revisited
by Gzyl, Henryk
1-1 On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein–Uhlenbeck processes
by Zhao, Shoujiang & Zhou, Qianqian
1-1 Refining the central limit theorem approximation via extreme value theory
by Müller, Ulrich K.
1-1 Convergence rate of Krasulina estimator
by Chen, Jiangning
1-1 Limit theorems for an inverse Markovian Hawkes process
by Seol, Youngsoo
1-1 Sharp weighted weak type (∞,∞) inequality for differentially subordinate martingales
by Brzozowski, Michał & Osękowski, Adam
1-1 Limit properties of continuous self-exciting processes
by Kim, Gunhee & Choe, Geon Ho
1-1 Uniform versus Zipf distribution in a mixing collection process
by Doumas, Aristides V. & Papanicolaou, Vassilis G.
1-1 Approximations of the cumulative distribution function for infinite weighted sum of random variables
by Shi, X. & Wong, A. & Zheng, S.
1-1 Scaling limit of the local time of the reflected (1,2)-random walk
by Yang, Hui
1-1 Lp-solutions for stochastic Navier–Stokes equations with jump noise
by Zhu, Jiahui & Brzeźniak, Zdzisław & Liu, Wei
1-1 Assessing bivariate tail non-exchangeable dependence
by Hua, Lei & Polansky, Alan & Pramanik, Paramahansa
1-1 A sharp estimate for probability distributions
by Steinerberger, Stefan
1-1 On a spectrally negative Lévy risk process with periodic dividends and capital injections
by Dong, Hua & Zhou, Xiaowen
1-1 On doubly robust estimation for logistic partially linear models
by Tan, Zhiqiang
1-1 Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion
by Yu, Xianye

2019, Volume 154, Issue C

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

2019, Volume 153, Issue C

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

2019, Volume 152, Issue C

1-8 On a flexible construction of a negative binomial model
by Leisen, Fabrizio & Mena, Ramsés H. & Palma, Freddy & Rossini, Luca
9-14 On sharp nonparametric estimation of differentiable functions
by Efromovich, Sam
15-20 Abundance estimation based on optimal estimating function with missing covariates in capture–recapture studies
by Liu, Yang & Zhang, Xiuzhen & Li, Mengke & Liu, Guanfu & Zhu, Lin
21-27 Nonexistence of an unbiased estimating function for the Cox model
by Yao, Xuan & Slud, Eric
28-34 Sharpness for inhomogeneous percolation on quasi-transitive graphs
by Beekenkamp, Thomas & Hulshof, Tim
35-42 Martingale decomposition and approximations for nonlinearly dependent processes
by Lee, Ji Hyung
43-49 A conditioned continuous-state branching process with applications
by Fang, Rongjuan & Li, Zenghu

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2020, Volume 162, Issue C

2020, Volume 161, Issue C

2020, Volume 160, Issue C

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2020, Volume 158, Issue C

2020, Volume 157, Issue C

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2019, Volume 155, Issue C

2019, Volume 154, Issue C

2019, Volume 153, Issue C

2019, Volume 152, Issue C

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