Statistics & Probability Letters

Article	Citations
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test	15
Some new asymptotic results for series estimation under clustered dependence	14
Azuma-Hoeffding bounds for a class of urn models	14
On absolute moment-based upper bounds for L-moments	14
Convergence of series of conditional expectations	12
Large deviations for mean field model in Erdős–Rényi graph	12
On the optional and orthogonal decompositions of supermartingales and applications	11
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics	11
Scalable efficient reproducible multi-task learning via data splitting	10
Editorial Board	10
On harmonic oscillator hazard functions	10
On a family of Lévy processes without support in	9
On mixture relationships between central and non-central chi-squared difference distributions	9
Adaptive rank-based tests for high dimensional mean problems	9
Dispersive and hazard rate orderings of parallel systems with exponential dependent components	8
Universally consistent K-sample tests via dependence measures	8
A note on the conditional probabilities of the telegraph process	8
On the T-test	7
Local polynomial estimation of nonparametric general estimating equations	7
Kac’s central limit theorem by Stein’s method	7
Exact post-selection inference for adjusted R squared selection	7
Editorial Board	7
Random Dirichlet series with α-stable coefficients	7
Asymptotic properties of goodness of fit tests based on higher order overlapping spacings	7
Unified specification tests in partially linear quantile regression models	7

Conjugate priors and bias reduction for logistic regression models	7
Mean square error and variance estimation of the sample ratio under Lahiri ’s design	6
Moments of the first descending epoch for a random walk with negative drift	6
Posterior robustness with milder conditions: Contamination models revisited	6
Editorial Board	6
Log-convexity of moments of averages of i.i.d. Gamma and Poisson random variables	6
Editorial Board	6
Adaptive and efficient estimation in the Gaussian sequence model	6
Sylvester’s problem for beta-type distributions	6
Adaptive signal recovery with Subbotin noise	6
Editorial Board	6
Editorial Board	5
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models	5
Editorial Board	5
Solvability of a class of mean-field BSDEs with quadratic growth	5
Inverse tempered stable subordinators and related processes with Mellin transform	5
A caveat on metrizing convergence in distribution on Hilbert spaces	5
Sampling random spanning arborescences in graphs with low conductance	5
Minimax rate for optimal transport regression between distributions	5
Normal approximations for sequences with the property of strong	5
A Berry–Esseen bound for vector-valued martingales	5
A free probabilistic framework for analyzing the transformer-based language models	5
Parameter estimation for non-stationary α	5
Product disintegrations: A law of large numbers via conditional independence	5
Correction to “Bayes factors functions based on test statistics and non-local moment prior densities” [Statist. Probab. Lett. 219 (2025) 110330]	5
Editorial Board	5
Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators	5
Random games under normal mean–variance mixture distributed independent linear joint chance constraints	5
A generalisation of Ville’s inequality to monotonic lower bounds and thresholds	5
A Generalized Likelihood Ratio test for constancy in varying coefficient models with endogenous regressors	5
Dependence of variance on covariate design in nonparametric link regression	5
Bayes factors functions based on test statistics and non-local moment prior densities	4
Option pricing under jump diffusion model	4
On local likelihood asymptotics for Gaussian mixed-effects model with system noise	4
On the tightness of the Laplace approximation for statistical inference	4
Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections	4
W2	4
The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation	4
Editorial Board	4
Minimax optimality of kernel ridge regression when kernel eigenvalues decay polynomially or exponentially	4
On exponential stability of non-autonomous stochastic differential equations with Markovian switching	4
Algorithm for the product of Jack polynomials and its application to the sphericity test	4
Random rotor walks and i.i.d. sandpiles on Sierpiński graphs	4
Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator	4
Optimal square-root pooling from expert opinions	4
When is the discrete Weibull distribution infinitely divisible?	4
A one-way MANOVA test for high-dimensional data using clustering subspaces	4
On the preservation of ageing properties under random maxima	4
On the length of the shortest path in a sparse Barak–Erdős graph	4
Optimal guessing under nonextensive framework and associated moment bounds	4

Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects	4
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes	4
The cover time of a (multiple) Markov chain with rational transition probabilities is rational	4
Editorial Board	4
Non-central moderate deviations for compound fractional Poisson processes	4
A kernel-type regression estimator for NMAR response variables with applications to classification	4
The law of thin processes: A law of large numbers for point processes	4
On Samuel’s p-value model and the Simes test under dependence	4
Conditions for equality in Anderson’s theorem	4
Functional-coefficient quantile cointegrating regression with stationary covariates	4
Nonparametric inference for NBUE distributions based on the TTT transform	4
Total variation bounds in the Lindeberg central limit theorem	3
Transfer learning based on the single-index model	3
Martingale posteriors for generative classifiers	3
Non-marginal feature screening for varying coefficient competing risks model	3
Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise	3
On a central limit theorem in renewal theory	3
Optimal fractions of three-level factorials under a baseline parameterization	3
Parameter estimation of Burgers equations driven by white-colored noise	3
Editorial Board	3
Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework	3
A note on series representation for the q-scale function of a class of	3
On the product of correlated normal random variables and the noncentral chi-square difference distribution	3
The heavy-tail behavior of the difference of two dependent random variables	3
A new class of copulas having dependence range larger than FGM-type copulas	3
A note on blinded continuous monitoring for continuous outcomes	3
Calculating the Gerber–Shiu function for Sparre Andersen process via collocation method	3
A note on Geo	3
Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise	3
Improving the age composition of dynamic populations of manufactured items	3
Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach	3
Saddlepoint approximation for the kernel density estimator	3
A note on the geodesic normal distribution on the sphere	3
Editorial Board	3
A new random field on lattices	3
Complete qth moment convergence of moving average processes for	3
A short memory condition for infinitely divisible random fields	3
L2	3
Causal effect estimation with censored outcome and covariate selection	3
Construction of asymmetric resolvable orthogonal arrays	3
Editorial Board	3
Two-type continuous-state branching processes in varying environments	3
Group balancing generalized propensity score matching with continuous treatments	3
Synchronization of coupled system driven by additive fractional Brownian motion	3
Exponential stabilization via discrete-time feedback control for stochastic systems driven by 3
On the universal consistency of histograms anonymised by a randomised response technique	3
Complete convergence with regularly varying moments and norming constants	3
A note on statistical distances for discrete log-concave measures	3
Mean-field forward–backward stochastic differential equations driven by G	3
Editorial Board	3
The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains	3
Consistent tests for semiparametric conditional independence	3
Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises	3
Large deviations for high minima of Gaussian processes with nonnegatively correlated increments	3
The logGAR	3
An equilibrium model of reinsurance pricing	3
Central limit theorems for divergent higher-order Hermite integrals of Brownian motion	3
Almost sure convergence of randomized urn models with application to elephant random walk	2
Short cycles of random permutations with cycle weights: Point processes approach	2
Moderate deviations for the number of descents in a random permutation	2
The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion	2
Weak limits of standardized sums of independent geometrically distributed random variables	2
Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields	2
On weak convergence of Gaussian conditional distributions	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
The range of asymmetric branching random walk	2
Transportation cost-information inequality for non-linear time-fractional stochastic heat equation driven by space–time white noise	2
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]	2
Nearly minimax empirical Bayesian prediction of independent Poisson observables	2
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process	2
The mean square displacement of random walk on the Manhattan lattice	2
Berry–Esseen bound and Cramér-type moderate deviations of the maximum likelihood estimator in Rayleigh diffusion process	2
Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy Process	2
A normal test for independence via generalized mutual information	2
Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection	2
On Stein factors for Laplace approximation and their application to random sums	2
Some comments on “The density flatness phenomenon” by Alhakim and Molchanov and the Dickman distribution	2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes	2
Editorial Board	2

Editorial Board	2
Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns	2
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes	2
Mean-field fractional BSDEs with locally monotone coefficients	2
Nonparametric bootstrap for propensity score matching estimators	2
An imitation model based on the majority	2
On the use of robust estimators of multivariate location for heterogeneous data	2
Study of discrete-time Hawkes process and its compensator	2
Nonparametric regression with modified ReLU networks	2
Construction of mixed-level designs with minimum discrete discrepancy	2
Mathematical research with GPT-5: A Malliavin–Stein experiment	2
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions	2
Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables	2
The existence of a class of asymmetric orthogonal arrays with seven factors	2
Two-barriers-reflected BSDE with rank-based data	2
The law of the iterated logarithm for functionals of the Wiener process	2
FWER for normal distribution in nearly independent setup	2
On the Chvátal–Janson conjecture	2
Endogenous treatment effect for any response conditional on control propensity score	2
Some useful results related to various measures of extropy and their interrelationship	2
Poisson approximation and D(	2
Approximate distribution of eigenvalues of a generalized Wishart matrix under an extended Gaussian model	2
Efficient sampling in disease surveillance through subpopulations: Sampling canaries in the coal mine	2
Formulas for the divergence operator in isonormal Gaussian space	2
Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion wit	2
Universal distribution of the empirical coverage in split conformal prediction	2
Hölder continuity of stochastic heat equation with rough Gaussian noise	2
Robust parameter estimation of regression models under weakened moment assumptions	2
A general logarithmic asymptotic behavior for partial sums of i.i.d. random variables	2
Fractional diffusion Bessel processes with Hurst index	2
A note on the induction of comonotonic additive risk measures from acceptance sets	2
Strictly log-concave probability distributions in discrete response models	2
Note on the delta method for finite population inference with applications to causal inference	2
Local limit theorems for collective risk models	2
On the empirical approximation to quantiles from Lugannani–Rice saddlepoint formula	2
Is the effective sample size always less than n? A spatial regressi	2
Cramér moderate deviations for a supercritical Galton–Watson process	2
Anytime-valid FDR control with the stopped e-BH procedure	2
An inequality for the total variation distance between high-dimensional centered Gaussian laws	2
A jackknife empirical likelihood ratio test for log-symmetric distributions	2
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums	2
Fractional signature: A generalisation of the signature inspired by fractional calculus	2
Hoeffding and Bernstein inequalities for U-statistics without replacement	2
On the GFF with one free boundary condition	2
Skew Brownian motion with dry friction: Joint density approach	2
Approximating the magnetization in the Curie–Weiss model	2
A note on three new bounds of Tsallis entropy	2
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks	2
Indeterminate Hamburger moment problem: Entropy convergence	2
Stochastic stability for linear autoregressive model with Gaussian innovations	2
Simplified k-sample nonparametric hypothesis tests for quantile resid	2
Limiting distribution for infinite-server batch service queues	2
Local linear estimate of the functional expectile regression	2
Uniform bounds for ruin probability in multidimensional risk model	2
Maximum conditional likelihood estimation for the REST model with measurement error	2
On transition density functions of skew Brownian motions with two-valued drift	2
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion	2
Generating negative regression dependence via conditioning operations	2
The fractional smoothness of integral functionals driven by Brownian motion	2
Simultaneous confidence bands for survival functions from twice censorship	2
Probability solution for time-fractional Fokker–Planck–Kolmogorov equations with time–space-dependent Lévy measure	2
Variable-selection consistency of linear quantile regression by validation set approach	2
A sharp Lp<	2
A new likelihood inequality for models with latent variables	2
Asymptotic behavior for supercritical branching processes	2
Asymptotic properties of one-layer artificial neural networks with sparse connectivity	2
Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients	2
Approximately mixing time series	2
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach	2
A mixture model for skewed mixed-type data	2
Comparing weak and strong convergence of density functions	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
An almost sure invariance principle for some classes of non-stationary mixing sequences	2
3 × 3 optimal ranked set sampling design with k cycles and best linear invariant estimators of the parameters for normal distribution	2
Strong convergence of multi-scale stochastic differential equations with a full dependence	2
On a prior based on the Wasserstein information matrix	2
Hypothetical versus real life predictions for clusters based finite population total using count and binary survey data	2
A jackknife empirical likelihood ratio test for strong mean inactivity time order	2
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion	2
Survival probability for super-Brownian motion with absorption	2
Asymptotics for the ruin probability of a bidimensional renewal risk model with dependent main claims and delayed claims	2
Duals of multiplicative relationships involving beta and gamma random variables	1
Power enhancement of permutation-augmented partial-correlation tests via fixed-row permutations	1
Coskewness under dependence uncertainty	1
Statistical inference for Ornstein–Uhlenbeck processes based on low-frequency observations	1
Editorial Board	1
Regularity properties of the solution to a stochastic heat equation driven by a bifractional Brownian motion on 1
On a cover time problem on a dynamic graph with steps at random times	1
Exact simulation for the first hitting time of Brownian motion and Brownian bridge	1
A note on simulating hyperplane-truncated multivariate normal distributions	1
A principal mixed-order moments method for CKMS in dimension reduction	1
An opposite Gaussian product inequality	1
Asymptotic expansions in the local limit theorem for a branching Wiener process	1
Precise large deviation for sums of sub-exponential claims with the m-	1