Statistics & Probability Letters

Article	Citations
On relationships between the Pearson and the distance correlation coefficients	180
Ulam–Hyers stability of Caputo type fractional stochastic neutral differential equations	42
On the tight constant in the multivariate Dvoretzky–Kiefer–Wolfowitz inequality	26
A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers	24
On Tsallis extropy with an application to pattern recognition	23
Jensen-information generating function and its connections to some well-known information measures	19
Exact tests via multiple data splitting	14
On the laws of large numbers for pseudo-independent random variables under sublinear expectation	12
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition	12
Correcting the corrected AIC	11
R-optimal design of the second-order Scheffé mixture model	11
On some properties of the mean inactivity time function	11
On the distribution of theT	10
A note on the identifiability of latent variable models for mixed longitudinal data	9
A note on the stability of multivariate non-linear time series with an application to time series of counts	9
Sharp and simple bounds for the raw moments of the binomial and Poisson distributions	9
Posterior properties of the Weibull distribution for censored data	9
An improved asymptotic test for the Jaccard similarity index for binary data	8
Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps	8
Local linear estimate of the functional expectile regression	8
A note on the reduction principle for the nodal length of planar random waves	8
Cross-validation-based model averaging in linear models with response missing at random	8
An opposite Gaussian product inequality	8
On order statistics and Kendall’s tau	8
On the stability of the martingale optimal transport problem: A set-valued map approach	8

The Frisch–Waugh–Lovell theorem for standard errors	8
Bounds for convergence rate in laws of large numbers for mixed Poisson random sums	8
An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case	8
Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients	8
On stochastic comparisons of finite α-mixture models	7
On the asymptotic null distribution of the symmetrized Chatterjee’s correlation coefficient	7
Generalized entropic risk measures and related BSDEs	7
Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions	7
Heyde’s theorem under the sub-linear expectations	7
Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA	6
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims	6
Ensemble Kalman inversion for general likelihoods	6
Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation	6
Exponential contraction of switching jump diffusions with a hidden Markov chain	6
Bounds on tail probabilities for quadratic forms in dependent sub-gaussian random variables	6
Multi split conformal prediction	6
A goodness-of-fit test based on neural network sieve estimators	6
The elephant random walk with gradually increasing memory	6
Consistency of binary segmentation for multiple change-point estimation with functional data	6
How small are the increments of G-Brownian motion	6
A note on optimal designs for estimating the slope of a polynomial regression	5
Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations	5
Estimation of all parameters in the reflected Ornstein–Uhlenbeck process from discrete observations	5
Covariance matrix estimation under data-based loss	5
The number of zeros in Elephant random walks with delays	5
Bound on FWER for correlated normal	5
On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable	5
Quasi-random ranked set sampling	5
Fitting sparse linear models under the sufficient and necessary condition for model identification	5
Prabhakar Lévy processes	5
On telegraph processes, their first passage times and running extrema	5
A principled distance-based prior for the shape of the Weibull model	5
Monotonicity properties of the gamma family of distributions	5
A note on simulating hyperplane-truncated multivariate normal distributions	5
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities	5
On stochastic dependence in residual lifetime and inactivity time with some applications	5
Exact anytime-valid confidence intervals for contingency tables and beyond	5
An almost sure central limit theorem for the stochastic heat equation	5
Construction of some s-level regular designs with general minimum lowe	5
Simple functions of independent beta random variables that follow beta distributions	5
Strongly consistent model selection for general causal time series	5
On dispersive and star orderings of random variables and order statistics	5
On the centrosymmetry of treatment effect estimators for stepped wedge and related cluster randomized trial designs	5
On the link between monetary and star-shaped risk measures	5
Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition	5
Limit theorems for a discrete-time marked Hawkes process	4
Sharp lower and upper bounds for the covariance of bounded random variables	4
A probabilistic approach to the Φ-variation of classical fractal funct	4
Non-parametric estimation of cumulative (residual) extropy	4
On the probability that a binomial variable is at most its expectation	4

Searching for minimal optimal neural networks	4
Integro-local limit theorems for supercritical branching process in a random environment	4
Kernel estimation of extropy function under length-biased sampling	4
Testing departures from the increasing hazard rate property	4
A characterization of the Marchenko–Pastur probability measure	4
Moments of the stationary distribution of subcritical multitype Galton–Watson processes with immigration	4
Limit theorems for dependent random variables with infinite means	4
Controlling the false discovery rate via competition: Is the +1 needed?	4
A note on distortion effects on the strength of bivariate copula tail dependence	4
On maximin distance and nearly orthogonal Latin hypercube designs	4
Bias-correction of some estimators in the INAR(1) process	4
A general treatment of alternative expectation formulae	4
A note on the conditional probabilities of the telegraph process	4
The Riemann–Liouville field and its GMC as H→	4
Maxima and near-maxima of a Gaussian random assignment field	4
Construction of space-filling orthogonal Latin hypercube designs	4
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck–Goovaerts risk measure	4
On the moments of the variance-gamma distribution	4
On intersections of independent space–time anisotropic Gaussian fields	4
Recursive computation of the Hawkes cumulants	4
On the T-test	4
A note on the von Weizsäcker theorem	3
A criterion of quasi-infinite divisibility for discrete laws	3
Optimal fractions of three-level factorials under a baseline parameterization	3
Testing for subsphericity when n and 3
Derivatives of local times for some Gaussian fields II	3
Determination of the optimal number of strata for propensity score subclassification	3
An equivalent mathematical program for games with random constraints	3
Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula	3
On normal spacings	3
Quantile trace regression via nuclear norm regularization	3
Large deviation inequalities of LS estimator in nonlinear regression models	3
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise	3
On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins	3
Bounds on the rate of convergence for Markovian queuing models with catastrophes	3
Theoretical properties of Bayesian Student-tlinear regression	3
A test for the increasing log-odds rate family	3
On the Wasserstein distance for a martingale central limit theorem	3
Bayesian model averaging sliced inverse regression	3
Testing equivalence to binary generalized linear models with application to logistic regression	3
Non-triviality in a totally asymmetric one-dimensional Boolean percolation model on a half-line	3
Non-parametric estimation of Gini index with right censored observations	3
Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk	3
Ordinal classification of 3D brain structures by functional data analysis	3
Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices	3
Large sample properties of the regression depth induced median	3
Test-statistic correlation and data-row correlation	3
On the rate of convergence for the autocorrelation operator in functional autoregression	3
Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise	3
Robust concentration inequalities in maximal exponential models	3
Posterior impropriety of some sparse Bayesian learning models	3
Large deviations for super-heavy tailed random walks	3
Reproducible feature selection in high-dimensional accelerated failure time models	3
On the probability of forming polygons from a broken stick	3
Limit theorems for the uppermost mth spacing based on weak geometric r	3
On formulations of skew factor models: Skew factors and/or skew errors	3
Dependence and mixing for perturbations of copula-based Markov chains	3
On the maximum of random assignment process	3
One more on the convergence rates in precise asymptotics	3
Finite frames, frame potentials and determinantal point processes on the sphere	3
FWER goes to zero for correlated normal	3
Generalized fractional negative binomial process	3
Intermediate dimension of images of sequences under fractional Brownian motion	3
A lack-of-fit test for quantile regression process models	3
Monotonic limit theorem for BSDEs with regulated trajectories	3
Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times	3
The conditional spacings and their stochastic properties	3
Learning sparse deep neural networks with a spike-and-slab prior	3
A uniform result for the dimension of fractional Brownian motion level sets	3
Higher-order central moments of matrix Fisher distribution on SO(3)	3
Gaussian fluctuation for Gaussian Wishart matrices of overall correlation	2
Monotonicity preservation properties of kernel regression estimators	2
Equivalence of equicontinuity concepts for Markov operators derived from a Schur-like property for spaces of measures	2
On joint probability distribution of the number of vertices and area of the convex hulls generated by a Poisson point process	2
Deterministic implicit two-step Milstein methods for stochastic differential equations	2
A variation of constant formula for Caputo fractional stochastic differential equations with jump–diffusion	2
On the length of the shortest path in a sparse Barak–Erdős graph	2
Berry–Esseen bound for a supercritical branching processes with immigration in a random environment	2
Quasi-likelihood analysis of fractional Brownian motion with constant drift under high-frequency observations	2
A Gaussian approximation theorem for Lévy processes	2

On martingale transformations of multidimensional Brownian Motion	2
Asymptotic analysis of generalized Greenwood statistics for very heavy tails	2
Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes	2
On strong consistency of kernel k-means: A Rademacher complexity approach	2
Statistical causality and separable processes	2
Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators	2
From the Brownian motion to a multifractal process using the Lévy–Ciesielski construction	2
Epidemic change-point detection in general causal time series	2
Nonparametric recursive method for moment generating function kernel-type estimators	2
On a denseness result for quasi-infinitely divisible distributions	2
Uniform concentration bounds for frequencies of rare events	2
A new class of copulas having dependence range larger than FGM-type copulas	2
Endogenous treatment effect for any response conditional on control propensity score	2
A kNN procedure in semiparametric functional data analysis	2
Parisian ruin probability for two-dimensional Brownian risk model	2
Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its Variance-Gamma special case	2
On uniform concentration bounds for Bi-clustering by using the Vapnik–Chervonenkis theory	2
A decoupling principle for Markov-modulated chains	2
On the Chvátal–Janson conjecture	2
Multivariate max-stable processes and homogeneous functionals	2
Optimal stopping problems for running minima with positive discounting rates	2
Cramér moderate deviations for a supercritical Galton–Watson process	2
Gaussian processes centered at their online average, and applications	2
On the Marcinkiewicz–Zygmund strong laws for arbitrary dependent sequences	2
Optimal designs for comparing population curves in hierarchical models	2
A universal right tail upper bound for supercritical Galton–Watson processes with bounded offspring	2
On definitive screening designs using Paley’s conference matrices	2
Existence and uniqueness of solution for coupled fractional mean-field forward–backward stochastic differential equations	2
Taboo rate and hitting time distribution of continuous-time reversible Markov chains	2
Well-posedness and regularity for solutions of Caputo stochastic fractional delay differential equations	2
Generalizations of Efron’s theorem	2
Maximal inequalities and the strong law of large numbers for strong demimartingales	2
Middle censoring in the multinomial distribution with applications	2
Quenched distributions for the maximum, minimum and local time of the Brox diffusion	2
Moments of characteristic polynomials in certain random neural networks	2
Some useful results related to various measures of extropy and their interrelationship	2
A general large deviation result for partial sums of i.i.d. super-heavy tailed random variables	2
Hidden Markov Models for multivariate functional data	2
The continuous-time frog model can spread arbitrarily fast	2
The conditional Haezendonck–Goovaerts risk measure	2
Testing independence of functional variables by an Hilbert–Schmidt independence criterion estimator	2
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes	2
Monotonicity properties of the Poisson approximation to the binomial distribution	2
Asymptotic normality of a generalized maximum mean discrepancy estimator	2
Exact convergence rate in the central limit theorem for a branching process in a random environment	2
Uniqueness of principal points with respect to p-order distance for a class of univariate continuous distribution	2
Huber estimation for the network autoregressive model	2
Endogenous treatment effect estimation using high-dimensional instruments and double selection	2
Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises	2
Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions	2
The stochastic nonlinear Schrödinger equations driven by pure jump noise	2
A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions	2
On Edgeworth models for count time series	2
Non-central moderate deviations for compound fractional Poisson processes	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
Comparison theorem for neutral stochastic functional differential equations driven by G	2
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences	2
Optimal singular value shrinkage for operator norm loss: Extending to non-square matrices	2
Transportation cost inequality for backward stochastic differential equations with mean reflection	2
Variational formula of capacity for asymmetric Markov chains	2
On the Jajte strong law of large numbers	2
A note on exact laws of large numbers for the range of a sample from Pareto-type distributions	2
Random covering sets in metric space with exponentially mixing property	2
Least singular value and condition number of a square random matrix with i.i.d. rows	2
On the conditional density estimation for continuous time processes with values in functional spaces	2
Estimating accuracy of the MCMC variance estimator: Asymptotic normality for batch means estimators	2
Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework	2
A test for strict stationarity in a random coefficient autoregressive model of order 1	2
Some new bounds for the mean value function of the residual lifetime process	2
On Lévy’s Brownian motion and white noise space on the circle	2
Unique ergodicity for function systems on the circle	2
When is the Conway–Maxwell–Poisson distribution infinitely divisible?	2
A study on the Poisson, geometric and Pascal distributions motivated by Chvátal’s conjecture	2
On non-linear dependence of multivariate subordinated Lévy processes	2
Tweedie-type formulae for a multivariate Laplace distribution	2
On a discrete symmetric optimal associated kernel for estimating count data distributions	2
Comparison of Lp	2
Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by G	2
Matérn cluster process with holes at the cluster centers	2
Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in	2