Statistics & Probability Letters

Papers
(The TQCC of Statistics & Probability Letters is 2. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-01-01 to 2026-01-01.)
ArticleCitations
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test33
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices16
Azuma-Hoeffding bounds for a class of urn models13
Large deviations for mean field model in Erdős–Rényi graph13
Convergence of series of conditional expectations13
On the optional and orthogonal decompositions of supermartingales and applications12
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics12
Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]12
A note on the conditional probabilities of the telegraph process12
Dispersive and hazard rate orderings of parallel systems with exponential dependent components11
Editorial Board11
Scalable efficient reproducible multi-task learning via data splitting10
When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence10
On Itô’s formula for semimartingales with jumps and non-C9
On a family of Lévy processes without support in 9
Some new asymptotic results for series estimation under clustered dependence9
On harmonic oscillator hazard functions9
Universally consistent K-sample tests via dependence measures8
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise8
Conjugate priors and bias reduction for logistic regression models8
Kac’s central limit theorem by Stein’s method8
On absolute moment-based upper bounds for L-moments8
Adaptive rank-based tests for high dimensional mean problems8
Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree8
Asymptotic properties of goodness of fit tests based on higher order overlapping spacings7
Mean square error and variance estimation of the sample ratio under Lahiri ’s design7
Exact post-selection inference for adjusted R squared selection7
Random Dirichlet series with α-stable coefficients7
Unified specification tests in partially linear quantile regression models7
Sylvester’s problem for beta-type distributions7
Editorial Board7
Adaptive and efficient estimation in the Gaussian sequence model6
The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching6
Intermediate dimension of images of sequences under fractional Brownian motion6
On the T-test6
Editorial Board6
Adaptive signal recovery with Subbotin noise6
Local polynomial estimation of nonparametric general estimating equations6
Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators6
Moments of the first descending epoch for a random walk with negative drift6
Editorial Board6
Editorial Board6
Minimax rate for optimal transport regression between distributions5
Editorial Board5
Non-central moderate deviations for compound fractional Poisson processes5
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities5
Editorial Board5
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models5
Editorial Board5
On the tightness of the Laplace approximation for statistical inference5
Editorial Board5
Least squares estimation for the linear self-repelling diffusion driven by α5
A Berry–Esseen bound for vector-valued martingales5
Posterior robustness with milder conditions: Contamination models revisited5
Dependence of variance on covariate design in nonparametric link regression5
On the probability of forming polygons from a broken stick5
Product disintegrations: A law of large numbers via conditional independence5
Normal approximations for sequences with the property of strong 5
Sampling random spanning arborescences in graphs with low conductance5
Minimax optimality of kernel ridge regression when kernel eigenvalues decay polynomially or exponentially4
Effective sample size for a mixture prior4
Random rotor walks and i.i.d. sandpiles on Sierpiński graphs4
Editorial Board4
A kernel-type regression estimator for NMAR response variables with applications to classification4
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes4
Solvability of a class of mean-field BSDEs with quadratic growth4
A free probabilistic framework for analyzing the transformer-based language models4
Nonparametric inference for NBUE distributions based on the TTT transform4
Editorial Board4
A one-way MANOVA test for high-dimensional data using clustering subspaces4
Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections4
Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects4
Local correlation dimension of multidimensional stochastic process4
On local likelihood asymptotics for Gaussian mixed-effects model with system noise4
Functional-coefficient quantile cointegrating regression with stationary covariates4
Random games under normal mean–variance mixture distributed independent linear joint chance constraints4
When is the discrete Weibull distribution infinitely divisible?4
Bayes factors functions based on test statistics and non-local moment prior densities4
An equilibrium model of reinsurance pricing4
Algorithm for the product of Jack polynomials and its application to the sphericity test4
On exponential stability of non-autonomous stochastic differential equations with Markovian switching4
On Samuel’s p-value model and the Simes test under dependence4
Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator4
Optimal square-root pooling from expert opinions4
Sharp and simple bounds for the raw moments of the binomial and Poisson distributions4
Correction to “Bayes factors functions based on test statistics and non-local moment prior densities” [Statist. Probab. Lett. 219 (2025) 110330]4
Inverse tempered stable subordinators and related processes with Mellin transform4
The cover time of a (multiple) Markov chain with rational transition probabilities is rational4
Option pricing under jump diffusion model4
The heavy-tail behavior of the difference of two dependent random variables3
A note on the geodesic normal distribution on the sphere3
Non-marginal feature screening for varying coefficient competing risks model3
The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains3
On the preservation of ageing properties under random maxima3
On the universal consistency of histograms anonymised by a randomised response technique3
Improving the age composition of dynamic populations of manufactured items3
A note on Geo3
An inequality for the total variation distance between high-dimensional centered Gaussian laws3
Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises3
Construction of asymmetric resolvable orthogonal arrays3
Complete qth moment convergence of moving average processes for 3
A note on series representation for the q-scale function of a class of3
Calculating the Gerber–Shiu function for Sparre Andersen process via collocation method3
A new class of copulas having dependence range larger than FGM-type copulas3
Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise3
Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise3
On a central limit theorem in renewal theory3
W23
A new random field on lattices3
Generalizations of some concentration inequalities3
The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation3
Editorial Board3
Editorial Board3
Optimal fractions of three-level factorials under a baseline parameterization3
On Tsallis extropy with an application to pattern recognition3
Editorial Board3
Robust sparse precision matrix estimation for high-dimensional compositional data3
Mean-field forward–backward stochastic differential equations driven by G3
On the product of correlated normal random variables and the noncentral chi-square difference distribution3
Large deviations for high minima of Gaussian processes with nonnegatively correlated increments3
Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk3
Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach3
Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework3
When is the Conway–Maxwell–Poisson distribution infinitely divisible?3
The logGAR3
Optimal guessing under nonextensive framework and associated moment bounds3
Conditions for equality in Anderson’s theorem3
On the length of the shortest path in a sparse Barak–Erdős graph3
A short memory condition for infinitely divisible random fields3
Complete convergence with regularly varying moments and norming constants3
Editorial Board3
Central limit theorems for divergent higher-order Hermite integrals of Brownian motion3
Consistent tests for semiparametric conditional independence3
Causal effect estimation with censored outcome and covariate selection3
L23
Parameter estimation of Burgers equations driven by white-colored noise3
A jackknife empirical likelihood ratio test for log-symmetric distributions2
Local linear estimate of the functional expectile regression2
Construction of space-filling orthogonal Latin hypercube designs2
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process2
Short cycles of random permutations with cycle weights: Point processes approach2
Mean-field fractional BSDEs with locally monotone coefficients2
Robust parameter estimation of regression models under weakened moment assumptions2
Study of discrete-time Hawkes process and its compensator2
A normal test for independence via generalized mutual information2
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]2
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach2
The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion2
Weak limits of standardized sums of independent geometrically distributed random variables2
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion2
Approximately mixing time series2
Probability solution for time-fractional Fokker–Planck–Kolmogorov equations with time–space-dependent Lévy measure2
A mixture model for skewed mixed-type data2
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions2
Transportation cost-information inequality for non-linear time-fractional stochastic heat equation driven by space–time white noise2
On the Chvátal–Janson conjecture2
Construction of mixed-level designs with minimum discrete discrepancy2
On the GFF with one free boundary condition2
On the extinction of continuous state branching processes with competition2
Asymptotic properties of one-layer artificial neural networks with sparse connectivity2
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums2
Some new bounds for the mean value function of the residual lifetime process2
Is the effective sample size always less than n? A spatial regressi2
Survival probability for super-Brownian motion with absorption2
Approximate distribution of eigenvalues of a generalized Wishart matrix under an extended Gaussian model2
An almost sure invariance principle for some classes of non-stationary mixing sequences2
Nonparametric bootstrap for propensity score matching estimators2
Limiting distribution for infinite-server batch service queues2
A jackknife empirical likelihood ratio test for strong mean inactivity time order2
FWER for normal distribution in nearly independent setup2
A new likelihood inequality for models with latent variables2
Stability analysis of semilinear stochastic differential equations2
Saddlepoint approximation for the kernel density estimator2
Universal distribution of the empirical coverage in split conformal prediction2
A note on statistical distances for discrete log-concave measures2
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes2
Two-barriers-reflected BSDE with rank-based data2
Strictly log-concave probability distributions in discrete response models2
Editorial Board2
Exact anytime-valid confidence intervals for contingency tables and beyond2
Note on the delta method for finite population inference with applications to causal inference2
Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion wit2
On Stein factors for Laplace approximation and their application to random sums2
On weak convergence of Gaussian conditional distributions2
Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables2
Approximating the magnetization in the Curie–Weiss model2
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion2
Asymptotics for the ruin probability of a bidimensional renewal risk model with dependent main claims and delayed claims2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes2
Local limit theorems for collective risk models2
The range of asymmetric branching random walk2
The fractional smoothness of integral functionals driven by Brownian motion2
Fractional diffusion Bessel processes with Hurst index H2
On a prior based on the Wasserstein information matrix2
Nonparametric regression with modified ReLU networks2
On transition density functions of skew Brownian motions with two-valued drift2
Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields2
The mean square displacement of random walk on the Manhattan lattice2
The law of the iterated logarithm for functionals of the Wiener process2
Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection2
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks2
Simultaneous confidence bands for survival functions from twice censorship2
Some useful results related to various measures of extropy and their interrelationship2
Variable-selection consistency of linear quantile regression by validation set approach2
Anytime-valid FDR control with the stopped e-BH procedure2
Moderate deviations for the number of descents in a random permutation2
Convergence rates in the limit theorems for random sums of m-orthogona2
Simplified k-sample nonparametric hypothesis tests for quantile resid2
Fractional signature: A generalisation of the signature inspired by fractional calculus2
Deriving the central limit theorem from the de Moivre–Laplace theorem2
A general logarithmic asymptotic behavior for partial sums of i.i.d. random variables2
Cramér moderate deviations for a supercritical Galton–Watson process2
A decoupling principle for Markov-modulated chains2
Asymptotic behavior for supercritical branching processes2
Epidemic change-point detection in general causal time series2
Poisson approximation and D(2
3 × 3 optimal ranked set sampling design with k cycles and best lin2
On the use of robust estimators of multivariate location for heterogeneous data2
New characterizations of bivariate discrete Schur-constant models2
On strong consistency of kernel k-means: A Rademacher complexity approach2
Uniform bounds for ruin probability in multidimensional risk model2
Formulas for the divergence operator in isonormal Gaussian space2
Hypothetical versus real life predictions for clusters based finite population total using count and binary survey data2
Indeterminate Hamburger moment problem: Entropy convergence2
An imitation model based on the majority2
Hoeffding and Bernstein inequalities for U-statistics without replacement2
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