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 2022-08-01 to 2026-08-01.)
ArticleCitations
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test16
Some new asymptotic results for series estimation under clustered dependence15
Azuma-Hoeffding bounds for a class of urn models14
On absolute moment-based upper bounds for L-moments14
Convergence of series of conditional expectations13
Large deviations for mean field model in Erdős–Rényi graph12
On the optional and orthogonal decompositions of supermartingales and applications11
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics11
Editorial Board10
Scalable efficient reproducible multi-task learning via data splitting10
Adaptive rank-based tests for high dimensional mean problems10
Dispersive and hazard rate orderings of parallel systems with exponential dependent components9
Kac’s central limit theorem by Stein’s method9
On a family of Lévy processes without support in 9
Random Dirichlet series with α-stable coefficients8
Universally consistent K-sample tests via dependence measures8
On harmonic oscillator hazard functions8
Conjugate priors and bias reduction for logistic regression models8
On mixture relationships between central and non-central chi-squared difference distributions8
Asymptotic properties of goodness of fit tests based on higher order overlapping spacings7
Editorial Board7
Exact post-selection inference for adjusted R squared selection7
Unified specification tests in partially linear quantile regression models7
Existence and non-existence of the CLT for a family of SDEs driven by stable processes6
Sylvester’s problem for beta-type distributions6
Editorial Board6
Adaptive and efficient estimation in the Gaussian sequence model6
Editorial Board6
Mean square error and variance estimation of the sample ratio under Lahiri ’s design6
Log-convexity of moments of averages of i.i.d. Gamma and Poisson random variables6
On the T-test6
Editorial Board6
Adaptive signal recovery with Subbotin noise6
Local polynomial estimation of nonparametric general estimating equations6
On local likelihood asymptotics for Gaussian mixed-effects model with system noise5
Product disintegrations: A law of large numbers via conditional independence5
A free probabilistic framework for analyzing the transformer-based language models5
Editorial Board5
Random games under normal mean–variance mixture distributed independent linear joint chance constraints5
A caveat on metrizing convergence in distribution on Hilbert spaces5
Moments of the first descending epoch for a random walk with negative drift5
Correction to “Bayes factors functions based on test statistics and non-local moment prior densities” [Statist. Probab. Lett. 219 (2025) 110330]5
Editorial Board5
Optimal square-root pooling from expert opinions5
Sampling random spanning arborescences in graphs with low conductance5
Solvability of a class of mean-field BSDEs with quadratic growth5
Minimax rate for optimal transport regression between distributions5
Editorial Board5
Posterior robustness with milder conditions: Contamination models revisited5
Normal approximations for sequences with the property of strong 5
A generalisation of Ville’s inequality to monotonic lower bounds and thresholds5
Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators5
Parameter estimation for non-stationary α5
A Generalized Likelihood Ratio test for constancy in varying coefficient models with endogenous regressors5
Editorial Board5
Dependence of variance on covariate design in nonparametric link regression5
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models5
Editorial Board5
On the tightness of the Laplace approximation for statistical inference5
Nonparametric inference for NBUE distributions based on the TTT transform4
On exponential stability of non-autonomous stochastic differential equations with Markovian switching4
W24
On the length of the shortest path in a sparse Barak–Erdős graph4
A one-way MANOVA test for high-dimensional data using clustering subspaces4
Editorial Board4
Algorithm for the product of Jack polynomials and its application to the sphericity test4
The cover time of a (multiple) Markov chain with rational transition probabilities is rational4
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes4
Remarks on stationary GARCH processes under heavy tail distributions4
On Samuel’s p-value model and the Simes test under dependence4
On the preservation of ageing properties under random maxima4
Conditions for equality in Anderson’s theorem4
Bayes factors functions based on test statistics and non-local moment prior densities4
Random rotor walks and i.i.d. sandpiles on Sierpiński graphs4
Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections4
A kernel-type regression estimator for NMAR response variables with applications to classification4
Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator4
Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects4
Minimax optimality of kernel ridge regression when kernel eigenvalues decay polynomially or exponentially4
Optimal guessing under nonextensive framework and associated moment bounds4
The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation4
The law of thin processes: A law of large numbers for point processes4
When is the discrete Weibull distribution infinitely divisible?4
Functional-coefficient quantile cointegrating regression with stationary covariates4
Option pricing under jump diffusion model4
Complete qth moment convergence of moving average processes for 3
A short memory condition for infinitely divisible random fields3
Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise3
Transfer learning based on the single-index model3
L23
Group balancing generalized propensity score matching with continuous treatments3
Large deviations for high minima of Gaussian processes with nonnegatively correlated increments3
Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework3
An equilibrium model of reinsurance pricing3
A note on the geodesic normal distribution on the sphere3
Synchronization of coupled system driven by additive fractional Brownian motion3
Exponential stabilization via discrete-time feedback control for stochastic systems driven by 3
The heavy-tail behavior of the difference of two dependent random variables3
Causal effect estimation with censored outcome and covariate selection3
Central limit theorems for divergent higher-order Hermite integrals of Brownian motion3
Weak limits of standardized sums of independent geometrically distributed random variables3
Saddlepoint approximation for the kernel density estimator3
A note on series representation for the q-scale function of a class of3
Spatial model: Unit root estimation3
Construction of asymmetric resolvable orthogonal arrays3
Editorial Board3
Moderate deviations for the number of descents in a random permutation3
On a central limit theorem in renewal theory3
Calculating the Gerber–Shiu function for Sparre Andersen process via collocation method3
Improving the age composition of dynamic populations of manufactured items3
Mean-field forward–backward stochastic differential equations driven by G3
A note on blinded continuous monitoring for continuous outcomes3
Martingale posteriors for generative classifiers3
Non-marginal feature screening for varying coefficient competing risks model3
The logGAR3
Editorial Board3
A new class of copulas having dependence range larger than FGM-type copulas3
Simplified k-sample nonparametric hypothesis tests for quantile resid3
Consistent tests for semiparametric conditional independence3
A note on statistical distances for discrete log-concave measures3
Editorial Board3
Parameter estimation of Burgers equations driven by white-colored noise3
A note on Geo3
Optimal fractions of three-level factorials under a baseline parameterization3
Editorial Board3
Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises3
Two-type continuous-state branching processes in varying environments3
On the product of correlated normal random variables and the noncentral chi-square difference distribution3
Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach3
Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise3
Complete convergence with regularly varying moments and norming constants3
Sharp large deviation estimates for Gaussian extrema3
Total variation bounds in the Lindeberg central limit theorem3
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]3
Two-barriers-reflected BSDE with rank-based data3
Moment estimates in the first Borel–Cantelli Lemma with applications to mean deviation frequencies2
Poisson approximation and D(2
Asymptotic degeneracy of the Benjamini–Hochberg estimator for non-null hypothesis proportions2
Mathematical research with GPT-5: A Malliavin–Stein experiment2
Local limit theorems for collective risk models2
Nearly minimax empirical Bayesian prediction of independent Poisson observables2
Indeterminate Hamburger moment problem: Entropy convergence2
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions2
Uniform bounds for ruin probability in multidimensional risk model2
Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients2
Robust parameter estimation of regression models under weakened moment assumptions2
The existence of a class of asymmetric orthogonal arrays with seven factors2
Variable-selection consistency of linear quantile regression by validation set approach2
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks2
An inequality for the total variation distance between high-dimensional centered Gaussian laws2
Is the effective sample size always less than n? A spatial regressi2
Local linear estimate of the functional expectile regression2
On Stein factors for Laplace approximation and their application to random sums2
Approximately mixing time series2
Berry–Esseen bound and Cramér-type moderate deviations of the maximum likelihood estimator in Rayleigh diffusion process2
A normal test for independence via generalized mutual information2
On weak convergence of Gaussian conditional distributions2
On the GFF with one free boundary condition2
A note on three new bounds of Tsallis entropy2
Strictly log-concave probability distributions in discrete response models2
The mean square displacement of random walk on the Manhattan lattice2
Component projection balanced designs for order of addition experiments2
Universal distribution of the empirical coverage in split conformal prediction2
Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion wit2
Fractional diffusion Bessel processes with Hurst index 2
Necessary and sufficient conditions for the Marcĕnko–Pastur law for sample correlation matrices2
The law of the iterated logarithm for functionals of the Wiener process2
On the use of robust estimators of multivariate location for heterogeneous data2
FWER for normal distribution in nearly independent setup2
Comparing weak and strong convergence of density functions2
On the Chvátal–Janson conjecture2
Efficient sampling in disease surveillance through subpopulations: Sampling canaries in the coal mine2
The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion2
A note on physical dependence and mixing conditions for triangular arrays2
Endogenous treatment effect for any response conditional on control propensity score2
A note on the induction of comonotonic additive risk measures from acceptance sets2
A mixture model for skewed mixed-type data2
Strong convergence of multi-scale stochastic differential equations with a full dependence2
On a prior based on the Wasserstein information matrix2
Skew Brownian motion with dry friction: Joint density approach2
Some new bounds for the mean value function of the residual lifetime process2
Strong consistency of the SIMEX estimator in linear regression with a conditionally Poisson covariate2
Generating negative regression dependence via conditioning operations2
Construction of mixed-level designs with minimum discrete discrepancy2
Note on the delta method for finite population inference with applications to causal inference2
Asymptotic properties of one-layer artificial neural networks with sparse connectivity2
An almost sure invariance principle for some classes of non-stationary mixing sequences2
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion2
Exact anytime-valid confidence intervals for contingency tables and beyond2
Anytime-valid FDR control with the stopped e-BH procedure2
Mean-field fractional BSDEs with locally monotone coefficients2
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes2
Editorial Board2
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums2
Some comments on “The density flatness phenomenon” by Alhakim and Molchanov and the Dickman distribution2
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process2
Hypothetical versus real life predictions for clusters based finite population total using count and binary survey data2
Multivariate Archimedean copulas with fractal support2
3 × 3 optimal ranked set sampling design with k cycles and best linear invariant estimators of the parameters for normal distribution2
Asymptotic behavior for supercritical branching processes2
Asymptotics for the ruin probability of a bidimensional renewal risk model with dependent main claims and delayed claims2
Palm versions of Hawkes processes2
Some useful results related to various measures of extropy and their interrelationship2
The fractional smoothness of integral functionals driven by Brownian motion2
Almost sure convergence of randomized urn models with application to elephant random walk2
On the convergence rate of the “out-of-order” block Gibbs sampler2
Formulas for the divergence operator in isonormal Gaussian space2
A jackknife empirical likelihood ratio test for strong mean inactivity time order2
On the empirical approximation to quantiles from Lugannani–Rice saddlepoint formula2
Approximate distribution of eigenvalues of a generalized Wishart matrix under an extended Gaussian model2
Hoeffding and Bernstein inequalities for U-statistics without replacement2
On transition density functions of skew Brownian motions with two-valued drift2
Nonparametric regression with modified ReLU networks2
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion2
A sharp Lp<2
A jackknife empirical likelihood ratio test for log-symmetric distributions2
Short cycles of random permutations with cycle weights: Point processes approach2
Cramér moderate deviations for a supercritical Galton–Watson process2
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach2
Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields2
Study of discrete-time Hawkes process and its compensator2
Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection2
Mean convergence theorems and weak law of large number for multidimensional arrays of pairwise negatively dependent random variables2
A new likelihood inequality for models with latent variables2
Transportation cost-information inequality for non-linear time-fractional stochastic heat equation driven by space–time white noise2
Editorial Board2
Nonparametric bootstrap for propensity score matching estimators2
Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables2
Convergence rates in the limit theorems for random sums of m-orthogona2
A general logarithmic asymptotic behavior for partial sums of i.i.d. random variables2
Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns2
An imitation model based on the majority2
Probability solution for time-fractional Fokker–Planck–Kolmogorov equations with time–space-dependent Lévy measure2
The range of asymmetric branching random walk2
Optimal sub-Gaussian variance proxy for truncated Gaussian and exponential random variables2
Fractional signature: A generalisation of the signature inspired by fractional calculus2
Approximating the magnetization in the Curie–Weiss model2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes2
Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy Process2
Limiting distribution for infinite-server batch service queues2
Stochastic stability for linear autoregressive model with Gaussian innovations2
Maximum conditional likelihood estimation for the REST model with measurement error2
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