Statistics & Probability Letters

Article	Citations
Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree	33
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices	32
On the density for sums of independent Mittag-Leffler variates with common order	27
A note on the conditional probabilities of the telegraph process	17
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test	15
On absolute moment-based upper bounds for L-moments	13
Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]	13
Azuma-Hoeffding bounds for a class of urn models	11
Conjugate priors and bias reduction for logistic regression models	11
On the optional and orthogonal decompositions of supermartingales and applications	10
On a family of Lévy processes without support in	10
Kac’s central limit theorem by Stein’s method	9
Some new asymptotic results for series estimation under clustered dependence	9
Large deviations for mean field model in Erdős–Rényi graph	9
When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence	9
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise	8
Convergence of series of conditional expectations	8
Scalable efficient reproducible multi-task learning via data splitting	8
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics	8
Universally consistent K-sample tests via dependence measures	8
Editorial Board	8
On Itô’s formula for semimartingales with jumps and non-C	8
Optimal designs for comparing population curves in hierarchical models	7
Variational formula of capacity for asymmetric Markov chains	7
Adaptive rank-based tests for high dimensional mean problems	7

On the stability of the martingale optimal transport problem: A set-valued map approach	7
On harmonic oscillator hazard functions	7
The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching	7
Unified specification tests in partially linear quantile regression models	6
Random Dirichlet series with α-stable coefficients	6
Intermediate dimension of images of sequences under fractional Brownian motion	6
On the tightness of the Laplace approximation for statistical inference	6
Mean square error and variance estimation of the sample ratio under Lahiri ’s design	6
Adaptive signal recovery with Subbotin noise	6
Local polynomial estimation of nonparametric general estimating equations	6
Editorial Board	6
Editorial Board	6
Exact post-selection inference for adjusted R squared selection	6
On the T-test	6
Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula	6
A note on the stability of multivariate non-linear time series with an application to time series of counts	6
Convolution of a symmetric log-concave distribution and a symmetric bimodal distribution can have any number of modes	5
Random games under normal mean–variance mixture distributed independent linear joint chance constraints	5
Product disintegrations: A law of large numbers via conditional independence	5
Editorial Board	5
Editorial Board	5
Editorial Board	5
On the probability of forming polygons from a broken stick	5
Some inequalities for absolute moments of feasible acceptable random variables	5
Non-central moderate deviations for compound fractional Poisson processes	5
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition	5
Minimax rate for optimal transport regression between distributions	5
Editorial Board	5
Adaptive and efficient estimation in the Gaussian sequence model	5
Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA	5
Editorial Board	5
Dynamic Pólya–Eggenberger urns	5
A Berry–Esseen bound for vector-valued martingales	5
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities	5
Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators	5
Inverse tempered stable subordinators and related processes with Mellin transform	5
Moments of the first descending epoch for a random walk with negative drift	5
Sharp and simple bounds for the raw moments of the binomial and Poisson distributions	5
A general comparison theorem for reflected BSDEs	5
A simple proof of the Lévy–Khintchine formula for subordinators	4
Dependence of variance on covariate design in nonparametric link regression	4
Solvability of a class of mean-field BSDEs with quadratic growth	4
Option pricing under jump diffusion model	4
Effective sample size for a mixture prior	4
Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects	4
Posterior robustness with milder conditions: Contamination models revisited	4
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models	4
Nonparametric inference for NBUE distributions based on the TTT transform	4
Optimal square-root pooling from expert opinions	4
When is the discrete Weibull distribution infinitely divisible?	4

Editorial Board	4
Least squares estimation for the linear self-repelling diffusion driven by α	4
Local correlation dimension of multidimensional stochastic process	4
Editorial Board	4
Functional-coefficient quantile cointegrating regression with stationary covariates	4
On Samuel’sp-value model and the Simes test under dependence	4
W2	3
A new random field on lattices	3
A one-way MANOVA test for high-dimensional data using clustering subspaces	3
Algorithm for the product of Jack polynomials and its application to the sphericity test	3
A kernel-type regression estimator for NMAR response variables with applications to classification	3
Non-marginal feature screening for varying coefficient competing risks model	3
Covariance matrix estimation under data-based loss	3
On telegraph processes, their first passage times and running extrema	3
L2	3
A note on series representation for the q-scale function of a class of	3
On the preservation of ageing properties under random maxima	3
Large deviations for high minima of Gaussian processes with nonnegatively correlated increments	3
Editorial Board	3
On the Jajte strong law of large numbers	3
On exponential stability of non-autonomous stochastic differential equations with Markovian switching	3
Optimal fractions of three-level factorials under a baseline parameterization	3
On local likelihood asymptotics for Gaussian mixed-effects model with system noise	3
Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise	3
Strong orthogonal arrays of strength two-plus based on the Addelman–Kempthorne method	3
Random rotor walks and i.i.d. sandpiles on Sierpiński graphs	3
On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins	3
The cover time of a (multiple) Markov chain with rational transition probabilities is rational	3
Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework	3
Controlling the false discovery rate for latent factors via unit-rank deflation	3
Optimal guessing under nonextensive framework and associated moment bounds	3
Polynomial convergence for reversible jump processes	3
A new class of copulas having dependence range larger than FGM-type copulas	3
An equilibrium model of reinsurance pricing	3
The heavy-tail behavior of the difference of two dependent random variables	3
Editorial Board	3
The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation	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
On the length of the shortest path in a sparse Barak–Erdős graph	3
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes	3
Bayes factors functions based on test statistics and non-local moment prior densities	3
Conditions for equality in Anderson’s theorem	3
Generalizations of some concentration inequalities	3
The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains	3
Complete qth moment convergence of moving average processes for	3
Editorial Board	3
A note on Geo	3
Editorial Board	3
On the universal consistency of histograms anonymised by a randomised response technique	3
Sharp Lorentz-norm estimates for BMO martingales	3
Construction of asymmetric resolvable orthogonal arrays	3
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions	2
A nonclassical solution to a classical SDE and a converse to Kolmogorov’s zero–one law	2
Stability analysis of semilinear stochastic differential equations	2
On stochastic dependence in residual lifetime and inactivity time with some applications	2
R-optimal design of the second-order Scheffé mixture model	2
Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields	2
Is the effective sample size always less than n? A spatial regressi	2
Asymptotic properties of one-layer artificial neural networks with sparse connectivity	2
Strictly log-concave probability distributions in discrete response models	2
Simultaneous confidence bands for survival functions from twice censorship	2
Convergence rates in the limit theorems for random sums of m-orthogona	2
A note on statistical distances for discrete log-concave measures	2
An inequality for the total variation distance between high-dimensional centered Gaussian laws	2
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process	2
On a central limit theorem in renewal theory	2
On the centrosymmetry of treatment effect estimators for stepped wedge and related cluster randomized trial designs	2
On a prior based on the Wasserstein information matrix	2
Consistent tests for semiparametric conditional independence	2
Occupation times for spectrally negative Lévy processes on the last exit time	2
Limiting distribution for infinite-server batch service queues	2
Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk	2
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach	2
Robust sparse precision matrix estimation for high-dimensional compositional data	2
Deterministic implicit two-step Milstein methods for stochastic differential equations	2
A note on the asymptotic variance of drift accelerated diffusions	2
Short cycles of random permutations with cycle weights: Point processes approach	2
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]	2
The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion	2

Fractional diffusion Bessel processes with Hurst index H	2
Robust parameter estimation of regression models under weakened moment assumptions	2
Two-barriers-reflected BSDE with rank-based data	2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes	2
Forced harmonic oscillators, waves on a forced string and changes of measure	2
On Stein factors for Laplace approximation and their application to random sums	2
Some useful results related to various measures of extropy and their interrelationship	2
Study of discrete-time Hawkes process and its compensator	2
Nonparametric bootstrap for propensity score matching estimators	2
Determinacy of a distribution with finitely many mass points by finitely many moments	2
Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise	2
Approximately mixing time series	2
Universal distribution of the empirical coverage in split conformal prediction	2
Formulas for the divergence operator in isonormal Gaussian space	2
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes	2
On the Chvátal–Janson conjecture	2
Local linear estimate of the functional expectile regression	2
The range of asymmetric branching random walk	2
A note on identifiability conditions in confirmatory factor analysis	2
Exponential mixing property for absorbing Markov processes	2
The logGAR	2
A new likelihood inequality for models with latent variables	2
Local limit theorems for collective risk models	2
FWER for normal distribution in nearly independent setup	2
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion	2
Exact anytime-valid confidence intervals for contingency tables and beyond	2
Epidemic change-point detection in general causal time series	2
An almost sure invariance principle for some classes of non-stationary mixing sequences	2
Uniform bounds for ruin probability in multidimensional risk model	2
Exact convergence rate in the central limit theorem for a branching process in a random environment	2
New characterizations of bivariate discrete Schur-constant models	2
Some new bounds for the mean value function of the residual lifetime process	2
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims	2
Mean-field fractional BSDEs with locally monotone coefficients	2
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion	2
Indeterminate Hamburger moment problem: Entropy convergence	2
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums	2
Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables	2
On strong consistency of kernel k-means: A Rademacher complexity approach	2
On transition density functions of skew Brownian motions with two-valued drift	2
A normal test for independence via generalized mutual information	2
Cramér moderate deviations for a supercritical Galton–Watson process	2
An imitation model based on the majority	2
The law of the iterated logarithm for functionals of the Wiener process	2
On the GFF with one free boundary condition	2
A note on the performance of bootstrap kernel density estimation with small re-sample sizes	2
Deriving the central limit theorem from the de Moivre–Laplace theorem	2
When is the Conway–Maxwell–Poisson distribution infinitely divisible?	2
A decoupling principle for Markov-modulated chains	2
Causal effect estimation with censored outcome and covariate selection	2
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks	2
On Tsallis extropy with an application to pattern recognition	2
Hyperbolic cosine ratio and hyperbolic sine ratio random fields	2
Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection	2
Moderate deviations for the number of descents in a random permutation	2
Estimation of the optimal treatment regimes with multiple treatments under proportional hazards model	1
Stochastic ordering for hitting times of fractional Brownian motions	1
Nonparametric clustering of discrete probability distributions with generalized Shannon’s entropy and heatmap	1
Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition	1
Frank copula is minimum information copula under fixed Kendall’s τ	1
On the asymptotic properties of extreme values of discrete random variables	1
Copas’ method is sensitive to different mechanisms of publication bias	1
A new approach for ultrahigh-dimensional covariance matrix estimation	1
On Stein’s method for stochastically monotone single-birth chains	1
Quantile trace regression via nuclear norm regularization	1
Stationary jump processes for planar directions obtained by wrapping	1
Limit theorems for a discrete-time marked Hawkes process	1
Editorial Board	1
Nonparametric estimation of marginal distributions for unordered pairs	1
On the second order fluctuations for minimal difference partitions	1
On uppermost discrete spacing	1
Monotonic limit theorem for BSDEs with regulated trajectories	1
A transportation inequality for reflected SPDEs on infinite spatial domain	1
The conditional spacings and their stochastic properties	1
A new monotonic algorithm for the E-optimal experiment design problem	1
Kendall’s tau estimator for bivariate zero-inflated count data	1
Nonparametric density estimation over its unknown support for right censored data	1
Probabilistic global well-posedness to the nonlocal Degasperis–Procesi equation	1
CellMCD+: An improved outlier-resistant cellwise minimum covariance determinant method	1
On negative correlation of Arboreal Gas for specific parameters	1
Limit Theorems for an extended inverse Hawkes process with general exciting functions	1
On likelihood ratio ordering of parallel systems with heterogeneous exponential components	1
Almost sure convergence of the waiting time for a G/G/1 queue in heavy traffic	1
The sparsity index in Poisson size-biased sampling: Algorithms for the optimal unbiased estimation from small samples	1
A. de Moivre theorem revisited	1
Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums	1
Normal approximation when a chaos grade is greater than two	1
Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics	1
On numbers of observations in random regions determined by records for tail-less populations	1
Non-linear Dynkin games over split stopping times	1
A Bayesian tour of binomial inference	1
Note on locality of volume growth rate of graphs	1
Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics	1
Editorial Board	1
Regularized covariance matrix estimation in high dimensional approximate factor models	1