Statistics & Probability Letters

Article	Citations
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test	39
On absolute moment-based upper bounds for L-moments	31
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices	19
Azuma-Hoeffding bounds for a class of urn models	15
Conjugate priors and bias reduction for logistic regression models	13
A note on the conditional probabilities of the telegraph process	12
Large deviations for mean field model in Erdős–Rényi graph	12
Convergence of series of conditional expectations	12
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics	11
On the optional and orthogonal decompositions of supermartingales and applications	11
On the density for sums of independent Mittag-Leffler variates with common order	11
Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]	11
Universally consistent K-sample tests via dependence measures	10
Editorial Board	10
Scalable efficient reproducible multi-task learning via data splitting	10
On Itô’s formula for semimartingales with jumps and non-C	9
On harmonic oscillator hazard functions	9
On a family of Lévy processes without support in	8
Optimal designs for comparing population curves in hierarchical models	8
When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence	8
Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree	8
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise	8
Some new asymptotic results for series estimation under clustered dependence	8
Adaptive rank-based tests for high dimensional mean problems	8
Kac’s central limit theorem by Stein’s method	8

Exact post-selection inference for adjusted R squared selection	7
Unified specification tests in partially linear quantile regression models	7
Sylvester’s problem for beta-type distributions	7
Asymptotic properties of goodness of fit tests based on higher order overlapping spacings	7
Random Dirichlet series with α-stable coefficients	7
Adaptive signal recovery with Subbotin noise	6
Variational formula of capacity for asymmetric Markov chains	6
Local polynomial estimation of nonparametric general estimating equations	6
On the T-test	6
Editorial Board	6
Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula	6
Editorial Board	6
Editorial Board	6
Mean square error and variance estimation of the sample ratio under Lahiri ’s design	6
The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching	6
Intermediate dimension of images of sequences under fractional Brownian motion	6
A note on the stability of multivariate non-linear time series with an application to time series of counts	6
Editorial Board	5
Posterior robustness with milder conditions: Contamination models revisited	5
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models	5
Minimax rate for optimal transport regression between distributions	5
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition	5
Random games under normal mean–variance mixture distributed independent linear joint chance constraints	5
Moments of the first descending epoch for a random walk with negative drift	5
A Berry–Esseen bound for vector-valued martingales	5
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities	5
Editorial Board	5
Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators	5
Editorial Board	5
Dependence of variance on covariate design in nonparametric link regression	5
Inverse tempered stable subordinators and related processes with Mellin transform	5
Solvability of a class of mean-field BSDEs with quadratic growth	5
Adaptive and efficient estimation in the Gaussian sequence model	5
A free probabilistic framework for analyzing the transformer-based language models	4
Product disintegrations: A law of large numbers via conditional independence	4
Editorial Board	4
Functional-coefficient quantile cointegrating regression with stationary covariates	4
Bayes factors functions based on test statistics and non-local moment prior densities	4
Random rotor walks and i.i.d. sandpiles on Sierpiński graphs	4
Algorithm for the product of Jack polynomials and its application to the sphericity test	4
When is the discrete Weibull distribution infinitely divisible?	4
A kernel-type regression estimator for NMAR response variables with applications to classification	4
Sampling random spanning arborescences in graphs with low conductance	4
Normal approximations for sequences with the property of strong N-dem	4
On the probability of forming polygons from a broken stick	4
Non-central moderate deviations for compound fractional Poisson processes	4
Editorial Board	4
Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections	4
Optimal square-root pooling from expert opinions	4
Nonparametric inference for NBUE distributions based on the TTT transform	4

Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes	4
On local likelihood asymptotics for Gaussian mixed-effects model with system noise	4
Correction to “Bayes factors functions based on test statistics and non-local moment prior densities” [Statist. Probab. Lett. 219 (2025) 110330]	4
Sharp and simple bounds for the raw moments of the binomial and Poisson distributions	4
Least squares estimation for the linear self-repelling diffusion driven by α	4
On the tightness of the Laplace approximation for statistical inference	4
Editorial Board	4
On Samuel’s p-value model and the Simes test under dependence	4
The cover time of a (multiple) Markov chain with rational transition probabilities is rational	4
Local correlation dimension of multidimensional stochastic process	4
Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator	4
Consistent tests for semiparametric conditional independence	3
Editorial Board	3
On the universal consistency of histograms anonymised by a randomised response technique	3
Conditions for equality in Anderson’s theorem	3
A one-way MANOVA test for high-dimensional data using clustering subspaces	3
Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises	3
On exponential stability of non-autonomous stochastic differential equations with Markovian switching	3
The logGAR	3
Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework	3
W2	3
On Tsallis extropy with an application to pattern recognition	3
Improving the age composition of dynamic populations of manufactured items	3
Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise	3
Large deviations for high minima of Gaussian processes with nonnegatively correlated increments	3
Causal effect estimation with censored outcome and covariate selection	3
Editorial Board	3
Generalizations of some concentration inequalities	3
A note on identifiability conditions in confirmatory factor analysis	3
The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation	3
Editorial Board	3
Effective sample size for a mixture prior	3
Optimal guessing under nonextensive framework and associated moment bounds	3
Complete qth moment convergence of moving average processes for	3
A new random field on lattices	3
Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk	3
Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach	3
Optimal fractions of three-level factorials under a baseline parameterization	3
The heavy-tail behavior of the difference of two dependent random variables	3
Controlling the false discovery rate for latent factors via unit-rank deflation	3
Mean-field forward–backward stochastic differential equations driven by G	3
On the preservation of ageing properties under random maxima	3
Editorial Board	3
Editorial Board	3
Option pricing under jump diffusion model	3
When is the Conway–Maxwell–Poisson distribution infinitely divisible?	3
On the length of the shortest path in a sparse Barak–Erdős graph	3
An equilibrium model of reinsurance pricing	3
Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects	3
L2	3
Complete convergence with regularly varying moments and norming constants	3
The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains	3
Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise	3
On a central limit theorem in renewal theory	3
Non-marginal feature screening for varying coefficient competing risks model	3
Robust sparse precision matrix estimation for high-dimensional compositional data	3
A new class of copulas having dependence range larger than FGM-type copulas	3
A note on Geo	3
A note on series representation for the q-scale function of a class of	3
Construction of asymmetric resolvable orthogonal arrays	3
On a prior based on the Wasserstein information matrix	2
Convergence rates in the limit theorems for random sums of m-orthogona	2
Exact anytime-valid confidence intervals for contingency tables and beyond	2
The law of the iterated logarithm for functionals of the Wiener process	2
A short memory condition for infinitely divisible random fields	2
Is the effective sample size always less than n? A spatial regressi	2
Moderate deviations for the number of descents in a random permutation	2
An almost sure invariance principle for some classes of non-stationary mixing sequences	2
A decoupling principle for Markov-modulated chains	2
Construction of mixed-level designs with minimum discrete discrepancy	2
Deriving the central limit theorem from the de Moivre–Laplace theorem	2
Simplified k-sample nonparametric hypothesis tests for quantile resid	2
Asymptotics for the ruin probability of a bidimensional renewal risk model with dependent main claims and delayed claims	2
On strong consistency of kernel k-means: A Rademacher complexity approach	2
On Stein factors for Laplace approximation and their application to random sums	2
Short cycles of random permutations with cycle weights: Point processes approach	2
Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection	2
Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables	2
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion	2
A general logarithmic asymptotic behavior for partial sums of i.i.d. random variables	2

Simultaneous confidence bands for survival functions from twice censorship	2
Cramér moderate deviations for a supercritical Galton–Watson process	2
A jackknife empirical likelihood ratio test for strong mean inactivity time order	2
An imitation model based on the majority	2
Weak limits of standardized sums of independent geometrically distributed random variables	2
The mean square displacement of random walk on the Manhattan lattice	2
Nonparametric bootstrap for propensity score matching estimators	2
A jackknife empirical likelihood ratio test for log-symmetric distributions	2
Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields	2
Stability analysis of semilinear stochastic differential equations	2
Hyperbolic cosine ratio and hyperbolic sine ratio random fields	2
Probability solution for time-fractional Fokker–Planck–Kolmogorov equations with time–space-dependent Lévy measure	2
Mean-field fractional BSDEs with locally monotone coefficients	2
Note on the delta method for finite population inference with applications to causal inference	2
Some useful results related to various measures of extropy and their interrelationship	2
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process	2
A note on statistical distances for discrete log-concave measures	2
A normal test for independence via generalized mutual information	2
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]	2
3 × 3 optimal ranked set sampling design with k cycles and best lin	2
Construction of space-filling orthogonal Latin hypercube designs	2
FWER for normal distribution in nearly independent setup	2
The range of asymmetric branching random walk	2
Epidemic change-point detection in general causal time series	2
On weak convergence of Gaussian conditional distributions	2
Forced harmonic oscillators, waves on a forced string and changes of measure	2
Fractional diffusion Bessel processes with Hurst index H	2
Editorial Board	2
Exact convergence rate in the central limit theorem for a branching process in a random environment	2
Formulas for the divergence operator in isonormal Gaussian space	2
New characterizations of bivariate discrete Schur-constant models	2
Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion wit	2
On transition density functions of skew Brownian motions with two-valued drift	2
Local limit theorems for collective risk models	2
Endogenous treatment effect for any response conditional on control propensity score	2
Anytime-valid FDR control with the stopped e-BH procedure	2
Robust parameter estimation of regression models under weakened moment assumptions	2
On the use of robust estimators of multivariate location for heterogeneous data	2
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes	2
A note on the performance of bootstrap kernel density estimation with small re-sample sizes	2
Efficient sampling in disease surveillance through subpopulations: Sampling canaries in the coal mine	2
Approximately mixing time series	2
Deterministic implicit two-step Milstein methods for stochastic differential equations	2
A mixture model for skewed mixed-type data	2
Limiting distribution for infinite-server batch service queues	2
An inequality for the total variation distance between high-dimensional centered Gaussian laws	2
A new likelihood inequality for models with latent variables	2
Saddlepoint approximation for the kernel density estimator	2
Universal distribution of the empirical coverage in split conformal prediction	2
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions	2
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach	2
Two-barriers-reflected BSDE with rank-based data	2
Poisson approximation and D(	2
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums	2
Variable-selection consistency of linear quantile regression by validation set approach	2
Local linear estimate of the functional expectile regression	2
The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion	2
On the GFF with one free boundary condition	2
On the Chvátal–Janson conjecture	2
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks	2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes	2
Asymptotic properties of one-layer artificial neural networks with sparse connectivity	2
Asymptotic behavior for supercritical branching processes	2
Study of discrete-time Hawkes process and its compensator	2
Uniform bounds for ruin probability in multidimensional risk model	2
Approximating the magnetization in the Curie–Weiss model	2
Indeterminate Hamburger moment problem: Entropy convergence	2
Some new bounds for the mean value function of the residual lifetime process	2
On the extinction of continuous state branching processes with competition	2
Strictly log-concave probability distributions in discrete response models	2
Exponential mixing property for absorbing Markov processes	2
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion	2
Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators	1
FWER goes to zero for correlated normal	1
Maximal inequalities and the strong law of large numbers for strong demimartingales	1
A theorem on the asymptotics of skew-normal type integrals	1
A. de Moivre theorem revisited	1
Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics	1
Well-posedness and regularity for solutions of Caputo stochastic fractional delay differential equations	1
A Bayesian tour of binomial inference	1
Uniform convergence results for the local linear regression estimation of the conditional distribution	1
A note on conditional expectation for Markov kernels	1
Editorial Board	1
On numbers of observations in random regions determined by records for tail-less populations	1
Nonparametric estimation of marginal distributions for unordered pairs	1
Instrument-residual estimator for multi-valued instruments under full monotonicity	1
Waiting time representation of discrete distributions	1
Optimal detection of sparse gamma scale admixture with twice the null mean	1
On integrals of birth–death processes at random time	1
Quenched distributions for the maximum, minimum and local time of the Brox diffusion	1
A new approach for ultrahigh-dimensional covariance matrix estimation	1
Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition	1
Cauchy, normal and correlations versus heavy tails	1
On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable	1
On the link between monetary and star-shaped risk measures	1