Statistics & Probability Letters

Article	Citations
On relationships between the Pearson and the distance correlation coefficients	146
Ulam–Hyers stability of Caputo type fractional stochastic neutral differential equations	29
A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers	21
Construction of optimal fractional Order-of-Addition designs via block designs	20
On the tight constant in the multivariate Dvoretzky–Kiefer–Wolfowitz inequality	20
On Tsallis extropy with an application to pattern recognition	20
Hierarchical clustering with optimal transport	18
Jensen-information generating function and its connections to some well-known information measures	17
Variance function of boolean additive convolution	13
Exact tests via multiple data splitting	13
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition	12
A note on the exact simulation of spherical Brownian motion	12
A test of exponentiality against DMTTF alternatives via L-statistics	11
A note on optional Snell envelopes and reflected backward SDEs	10
Correcting the corrected AIC	10
Objective Bayesian analysis for the Lomax distribution	10
On the laws of large numbers for pseudo-independent random variables under sublinear expectation	10
On some properties of the mean inactivity time function	10
A nonparametric test for comparison of mean past lives	9
Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients	9
R-optimal design of the second-order Scheffé mixture model	9
Local linear estimate of the functional expectile regression	8
A note on the reduction principle for the nodal length of planar random waves	8
A note on the identifiability of latent variable models for mixed longitudinal data	8
Posterior properties of the Weibull distribution for censored data	8

Hypothesis testing with active information	8
On the stability of the martingale optimal transport problem: A set-valued map approach	8
Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation	8
On the distribution of theT	7
On order statistics and Kendall’s tau	7
Heyde’s theorem under the sub-linear expectations	7
Cross-validation-based model averaging in linear models with response missing at random	7
Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics	7
Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients	7
On the Generalized Benford law	7
Sharp and simple bounds for the raw moments of the binomial and Poisson distributions	7
A note on the stability of multivariate non-linear time series with an application to time series of counts	7
The Frisch–Waugh–Lovell theorem for standard errors	6
Local stability in a transient Markov chain	6
Characterizations through generalized and dual generalized order statistics, with an application to statistical prediction problem	6
Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps	6
Generalized entropic risk measures and related BSDEs	6
An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case	6
An improved asymptotic test for the Jaccard similarity index for binary data	6
Simple functions of independent beta random variables that follow beta distributions	6
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims	6
Limit laws for the number of triangles in the generalized random graphs with random node weights	5
How small are the increments of G-Brownian motion	5
Interplay of financial and insurance risks in dependent discrete-time risk models	5
Strongly consistent model selection for general causal time series	5
Bound on FWER for correlated normal	5
Exponential contraction of switching jump diffusions with a hidden Markov chain	5
Consistency of binary segmentation for multiple change-point estimation with functional data	5
On telegraph processes, their first passage times and running extrema	5
Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation	5
An opposite Gaussian product inequality	5
A goodness-of-fit test based on neural network sieve estimators	5
On stochastic comparisons of finite α-mixture models	5
On the probability that a binomial variable is at most its expectation	5
Multi split conformal prediction	5
Maximum likelihood estimation of high-dimensional Student-t copulas	5
Monotonicity properties of the gamma family of distributions	5
The number of zeros in Elephant random walks with delays	5
Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA	5
On the entrance at infinity of Feller processes with no negative jumps	5
Bounds on tail probabilities for quadratic forms in dependent sub-gaussian random variables	5
Kernel estimation of extropy function under length-biased sampling	4
A modified BDS test	4
On generating fully discrete samples of the stochastic heat equation on an interval	4
Characterization results for symmetric continuous distributions based on the properties of	4
High-probability bounds for the reconstruction error of PCA	4
Prabhakar Lévy processes	4
A note on optimal designs for estimating the slope of a polynomial regression	4
Searching for minimal optimal neural networks	4
Maxima and near-maxima of a Gaussian random assignment field	4

Asymptotic number of clusters for species sampling sequences with non-diffuse base measure	4
A probabilistic approach to the Φ-variation of classical fractal funct	4
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure	4
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities	4
A note on distortion effects on the strength of bivariate copula tail dependence	4
Quasi-random ranked set sampling	4
A note on the conditional probabilities of the telegraph process	4
Controlling the false discovery rate via competition: Is the +1 needed?	4
Fitting sparse linear models under the sufficient and necessary condition for model identification	4
Non-parametric estimation of cumulative (residual) extropy	4
Exact anytime-valid confidence intervals for contingency tables and beyond	4
On the asymptotic null distribution of the symmetrized Chatterjee’s correlation coefficient	4
Wasserstein upper bounds of the total variation for smooth densities	4
Bias-correction of some estimators in the INAR(1) process	4
Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions	4
On dispersive and star orderings of random variables and order statistics	4
On the centrosymmetry of treatment effect estimators for stepped wedge and related cluster randomized trial designs	4
Bounds for convergence rate in laws of large numbers for mixed Poisson random sums	4
On the link between monetary and star-shaped risk measures	4
Recursive computation of the Hawkes cumulants	4
Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition	4
Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations	4
The Riemann–Liouville field and its GMC as H→	4
Geometric characterization of D-optimal designs for random coefficient	4
Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable	4
Estimation of all parameters in the reflected Ornstein–Uhlenbeck process from discrete observations	4
Construction of some s-level regular designs with general minimum lowe	4
Limit theorems for dependent random variables with infinite means	4
A principled distance-based prior for the shape of the Weibull model	4
A second moment bound for critical points of planar Gaussian fields in shrinking height windows	4
On the T-test	4
Model-free feature screening for ultra-high dimensional competing risks data	3
Epidemic change-point detection in general causal time series	3
Moments of the stationary distribution of subcritical multitype Galton–Watson processes with immigration	3
Limit theorems for a discrete-time marked Hawkes process	3
A criterion of quasi-infinite divisibility for discrete laws	3
Conditional law and occupation times of two-sided sticky Brownian motion	3
On the Wasserstein distance for a martingale central limit theorem	3
Testing for subsphericity when n and 3
Testing equivalence to binary generalized linear models with application to logistic regression	3
An equivalent mathematical program for games with random constraints	3
Higher-order central moments of matrix Fisher distribution on SO(3)	3
On the maximum of random assignment process	3
FWER goes to zero for correlated normal	3
On intersections of independent space–time anisotropic Gaussian fields	3
On stochastic dependence in residual lifetime and inactivity time with some applications	3
On normal spacings	3
Large sample properties of the regression depth induced median	3
The Marcinkiewics–Zygmund strong law of large numbers for dependent random variables	3
Monotonic limit theorem for BSDEs with regulated trajectories	3
Large deviation inequalities of LS estimator in nonlinear regression models	3
Talagrand’s quadratic transportation cost inequalities for reflected SPDEs driven by space–time white noise	3
On some new moments of Gamma type	3
Robust concentration inequalities in maximal exponential models	3
Tests for regression coefficients in high dimensional partially linear models	3
Ordinal classification of 3D brain structures by functional data analysis	3
One more on the convergence rates in precise asymptotics	3
Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors	3
Exact asymptotic limit for kernel estimation of regression level sets	3
Derivatives of local times for some Gaussian fields II	3
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck–Goovaerts risk measure	3
Finite frames, frame potentials and determinantal point processes on the sphere	3
A general treatment of alternative expectation formulae	3
Test-statistic correlation and data-row correlation	3
The elephant random walk with gradually increasing memory	3
Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times	3
On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable	3
Posterior impropriety of some sparse Bayesian learning models	3
A note on conditional variance and characterization of probability distributions	3
Bounds on the rate of convergence for Markovian queuing models with catastrophes	3
On the rate of convergence for the autocorrelation operator in functional autoregression	3
Non-parametric estimation of Gini index with right censored observations	3
A modified version of stochastic dominance involving dependence	3
Limit theorems for the uppermost mth spacing based on weak geometric r	3
Reproducible feature selection in high-dimensional accelerated failure time models	3
Convergence to Fréchet distribution via Mallows distance	3
On non-central squared copulas	3
A quantile inequality for location-scale distributions	3
Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices	3
A note on the von Weizsäcker theorem	3

An almost sure central limit theorem for the stochastic heat equation	3
R-optimal designs for individual prediction in random coefficient r	3
Ridge reconstruction of partially observed functional data is asymptotically optimal	3
Ensemble Kalman inversion for general likelihoods	3
Covariance matrix estimation under data-based loss	3
A note on new Bernstein-type inequalities for the log-likelihood function of Bernoulli variables	3
Learning sparse deep neural networks with a spike-and-slab prior	2
Comparison theorem for neutral stochastic functional differential equations driven by G	2
Taboo rate and hitting time distribution of continuous-time reversible Markov chains	2
Quantile trace regression via nuclear norm regularization	2
Sharp lower and upper bounds for the covariance of bounded random variables	2
Statistical causality and separable processes	2
Optimal designs for comparing population curves in hierarchical models	2
On a denseness result for quasi-infinitely divisible distributions	2
A density for the local time of the Brox diffusion	2
A robust two-stage procedure for the Poisson process under the linear exponential loss function	2
A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions	2
Unique ergodicity for function systems on the circle	2
Random covering sets in metric space with exponentially mixing property	2
Estimating the complexity index of functional data: Some asymptotics	2
Consistency of ℓ1	2
Theoretical properties of Bayesian Student-t linear regression	2
An explicit solution to the Skorokhod embedding problem for double exponential increments	2
Hidden Markov Models for multivariate functional data	2
On definitive screening designs using Paley’s conference matrices	2
Trimmed LASSO regression estimator for binary response data	2
On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins	2
Endogenous treatment effect estimation using high-dimensional instruments and double selection	2
Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances	2
Non-marginal feature screening for varying coefficient competing risks model	2
Determination of the optimal number of strata for propensity score subclassification	2
A Gaussian approximation theorem for Lévy processes	2
Construction of space-filling orthogonal Latin hypercube designs	2
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes	2
An upper bound for a cyclic sum of probabilities	2
On the conditional density estimation for continuous time processes with values in functional spaces	2
Some useful results related to various measures of extropy and their interrelationship	2
The conditional Haezendonck–Goovaerts risk measure	2
pth moment (	2
Testing departures from the increasing hazard rate property	2
First and second moments of the size distribution of bond percolation clusters on rings, paths and stars	2
Equivalence of equicontinuity concepts for Markov operators derived from a Schur-like property for spaces of measures	2
A uniform result for the dimension of fractional Brownian motion level sets	2
Intermediate dimension of images of sequences under fractional Brownian motion	2
Monotonicity properties of the Poisson approximation to the binomial distribution	2
The maximum likelihood estimator under the exponential distribution with right-censored linear regression data	2
Strong consistency and asymptotic normality for quantities related to the Benjamini–Hochberg false discovery rate procedure	2
When is the Conway–Maxwell–Poisson distribution infinitely divisible?	2
GEE analysis in joint mean-covariance model for longitudinal data	2
Monotonicity preservation properties of kernel regression estimators	2
On martingale transformations of multidimensional Brownian Motion	2
On formulations of skew factor models: Skew factors and/or skew errors	2
CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index	2
On the probability of forming polygons from a broken stick	2
On maximin distance and nearly orthogonal Latin hypercube designs	2
Dependence and mixing for perturbations of copula-based Markov chains	2
Optimal designs for panel data linear regressions	2
Generalizations of Efron’s theorem	2
A note on locally optimal designs for generalized linear models with restricted support	2
On Edgeworth models for count time series	2
Hypothesis testing for the identity of high-dimensional covariance matrices	2
Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise	2
Optimal stopping problems for running minima with positive discounting rates	2
A note on simulating hyperplane-truncated multivariate normal distributions	2
Maximal inequalities and the strong law of large numbers for strong demimartingales	2
A study on the Poisson, geometric and Pascal distributions motivated by Chvátal’s conjecture	2
Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula	2
Middle censoring in the multinomial distribution with applications	2
Comparison of Lp	2
Prediction for computer experiments with both quantitative and qualitative factors	2
Quenched distributions for the maximum, minimum and local time of the Brox diffusion	2
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise	2
Parisian ruin probability for two-dimensional Brownian risk model	2
On strong consistency of kernel k-means: A Rademacher complexity approach	2
On the Chvátal–Janson conjecture	2
Large deviations for super-heavy tailed random walks	2
On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity	2
Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk	2
Sphere packing design for experiments with mixtures	2
Non-central moderate deviations for compound fractional Poisson processes	2
A note on exact laws of large numbers for the range of a sample from Pareto-type distributions	2
Correlation matrices with average constraints	2
The conditional spacings and their stochastic properties	2
On the Marcinkiewicz–Zygmund strong laws for arbitrary dependent sequences	2
Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes	2
Backward stochastic differential equations driven by fractional noise with non-Lipschitz coefficients	2
Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its Variance-Gamma special case	2
Existence and uniqueness of solution for coupled fractional mean-field forward–backward stochastic differential equations	2
Deterministic implicit two-step Milstein methods for stochastic differential equations	2
Gaussian processes centered at their online average, and applications	2
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences	2
Incorporating side information into Robust Matrix Factorization with Bayesian Quantile Regression	2
A test for the increasing log-odds rate family	2
A test for strict stationarity in a random coefficient autoregressive model of order 1	2
Berry–Esseen bound for a supercritical branching processes with immigration in a random environment	2