Statistics & Probability Letters

Article	Citations
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test	39
On absolute moment-based upper bounds for L-moments	31
Adaptive rank-based tests for high dimensional mean problems	19
Editorial Board	14
Scalable efficient reproducible multi-task learning via data splitting	12
Universally consistent K-sample tests via dependence measures	12
On harmonic oscillator hazard functions	12
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise	11
Optimal designs for comparing population curves in hierarchical models	11
On the density for sums of independent Mittag-Leffler variates with common order	11
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices	11
Convergence of series of conditional expectations	10
Azuma-Hoeffding bounds for a class of urn models	10
Conjugate priors and bias reduction for logistic regression models	10
Large deviations for mean field model in Erdős–Rényi graph	9
On the optional and orthogonal decompositions of supermartingales and applications	9
A note on the conditional probabilities of the telegraph process	9
Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree	8
On a family of Lévy processes without support in	8
When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence	8
Some new asymptotic results for series estimation under clustered dependence	8
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics	8
On Itô’s formula for semimartingales with jumps and non-C	8
Kac’s central limit theorem by Stein’s method	8
Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]	8

Editorial Board	7
Mean square error and variance estimation of the sample ratio under Lahiri ’s design	7
Exact post-selection inference for adjusted R squared selection	7
Unified specification tests in partially linear quantile regression models	7
Asymptotic properties of goodness of fit tests based on higher order overlapping spacings	7
Random Dirichlet series with α-stable coefficients	7
Adaptive signal recovery with Subbotin noise	6
The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching	6
Intermediate dimension of images of sequences under fractional Brownian motion	6
Variational formula of capacity for asymmetric Markov chains	6
Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula	6
Editorial Board	6
Editorial Board	6
On the T-test	6
A note on the stability of multivariate non-linear time series with an application to time series of counts	6
Local polynomial estimation of nonparametric general estimating equations	6
Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators	6
Solvability of a class of mean-field BSDEs with quadratic growth	5
Inverse tempered stable subordinators and related processes with Mellin transform	5
Editorial Board	5
Product disintegrations: A law of large numbers via conditional independence	5
Adaptive and efficient estimation in the Gaussian sequence model	5
Posterior robustness with milder conditions: Contamination models revisited	5
Editorial Board	5
Sharp and simple bounds for the raw moments of the binomial and Poisson distributions	5
Random games under normal mean–variance mixture distributed independent linear joint chance constraints	5
Moments of the first descending epoch for a random walk with negative drift	5
Editorial Board	5
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models	5
Dependence of variance on covariate design in nonparametric link regression	5
A Berry–Esseen bound for vector-valued martingales	5
On the tightness of the Laplace approximation for statistical inference	5
Editorial Board	5
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities	5
Correction to “Bayes factors functions based on test statistics and non-local moment prior densities” [Statist. Probab. Lett. 219 (2025) 110330]	5
Minimax rate for optimal transport regression between distributions	5
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition	4
Least squares estimation for the linear self-repelling diffusion driven by α	4
Effective sample size for a mixture prior	4
Algorithm for the product of Jack polynomials and its application to the sphericity test	4
Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator	4
On Samuel’s p-value model and the Simes test under dependence	4
Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections	4
Nonparametric inference for NBUE distributions based on the TTT transform	4
Non-central moderate deviations for compound fractional Poisson processes	4
On the probability of forming polygons from a broken stick	4
On local likelihood asymptotics for Gaussian mixed-effects model with system noise	4
On exponential stability of non-autonomous stochastic differential equations with Markovian switching	4
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes	4
A one-way MANOVA test for high-dimensional data using clustering subspaces	4

Random rotor walks and i.i.d. sandpiles on Sierpiński graphs	4
Editorial Board	4
Optimal square-root pooling from expert opinions	4
Editorial Board	4
A kernel-type regression estimator for NMAR response variables with applications to classification	4
Bayes factors functions based on test statistics and non-local moment prior densities	4
The cover time of a (multiple) Markov chain with rational transition probabilities is rational	4
When is the discrete Weibull distribution infinitely divisible?	4
Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects	4
Local correlation dimension of multidimensional stochastic process	4
Functional-coefficient quantile cointegrating regression with stationary covariates	4
Option pricing under jump diffusion model	4
Consistent tests for semiparametric conditional independence	3
On a central limit theorem in renewal theory	3
The heavy-tail behavior of the difference of two dependent random variables	3
Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework	3
Improving the age composition of dynamic populations of manufactured items	3
Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise	3
Conditions for equality in Anderson’s theorem	3
L2	3
Robust sparse precision matrix estimation for high-dimensional compositional data	3
Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise	3
An equilibrium model of reinsurance pricing	3
Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach	3
When is the Conway–Maxwell–Poisson distribution infinitely divisible?	3
Optimal fractions of three-level factorials under a baseline parameterization	3
Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk	3
Editorial Board	3
A new class of copulas having dependence range larger than FGM-type copulas	3
Causal effect estimation with censored outcome and covariate selection	3
Construction of asymmetric resolvable orthogonal arrays	3
Controlling the false discovery rate for latent factors via unit-rank deflation	3
Covariance matrix estimation under data-based loss	3
Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises	3
Mean-field forward–backward stochastic differential equations driven by G	3
Non-marginal feature screening for varying coefficient competing risks model	3
Editorial Board	3
On the preservation of ageing properties under random maxima	3
The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation	3
Complete qth moment convergence of moving average processes for	3
A note on identifiability conditions in confirmatory factor analysis	3
A note on Geo	3
Optimal guessing under nonextensive framework and associated moment bounds	3
On Tsallis extropy with an application to pattern recognition	3
Large deviations for high minima of Gaussian processes with nonnegatively correlated increments	3
The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains	3
Generalizations of some concentration inequalities	3
A note on series representation for the q-scale function of a class of	3
On the universal consistency of histograms anonymised by a randomised response technique	3
The logGAR	3
On the length of the shortest path in a sparse Barak–Erdős graph	3
On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins	3
W2	3
Editorial Board	3
Complete convergence with regularly varying moments and norming constants	3
A new random field on lattices	3
Editorial Board	3
Editorial Board	3
Is the effective sample size always less than n? A spatial regressi	2
A jackknife empirical likelihood ratio test for strong mean inactivity time order	2
On the GFF with one free boundary condition	2
The mean square displacement of random walk on the Manhattan lattice	2
A short memory condition for infinitely divisible random fields	2
Efficient sampling in disease surveillance through subpopulations: Sampling canaries in the coal mine	2
Epidemic change-point detection in general causal time series	2
Exponential mixing property for absorbing Markov processes	2
Moderate deviations for the number of descents in a random permutation	2
On a prior based on the Wasserstein information matrix	2
On transition density functions of skew Brownian motions with two-valued drift	2
Weak limits of standardized sums of independent geometrically distributed random variables	2
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes	2
A new likelihood inequality for models with latent variables	2
Fractional diffusion Bessel processes with Hurst index H	2
Local linear estimate of the functional expectile regression	2
Robust parameter estimation of regression models under weakened moment assumptions	2
Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables	2
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion	2
Note on the delta method for finite population inference with applications to causal inference	2
Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection	2
Indeterminate Hamburger moment problem: Entropy convergence	2

Cramér moderate deviations for a supercritical Galton–Watson process	2
Asymptotic behavior for supercritical branching processes	2
FWER for normal distribution in nearly independent setup	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
An imitation model based on the majority	2
Deriving the central limit theorem from the de Moivre–Laplace theorem	2
A general logarithmic asymptotic behavior for partial sums of i.i.d. random variables	2
On stochastic dependence in residual lifetime and inactivity time with some applications	2
Endogenous treatment effect for any response conditional on control propensity score	2
Study of discrete-time Hawkes process and its compensator	2
On the use of robust estimators of multivariate location for heterogeneous data	2
Exact anytime-valid confidence intervals for contingency tables and beyond	2
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions	2
An inequality for the total variation distance between high-dimensional centered Gaussian laws	2
Hyperbolic cosine ratio and hyperbolic sine ratio random fields	2
Two-barriers-reflected BSDE with rank-based data	2
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims	2
Strictly log-concave probability distributions in discrete response models	2
Variable-selection consistency of linear quantile regression by validation set approach	2
Construction of space-filling orthogonal Latin hypercube designs	2
Some useful results related to various measures of extropy and their interrelationship	2
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process	2
Simplified k-sample nonparametric hypothesis tests for quantile resid	2
Exact convergence rate in the central limit theorem for a branching process in a random environment	2
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks	2
A jackknife empirical likelihood ratio test for log-symmetric distributions	2
New characterizations of bivariate discrete Schur-constant models	2
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion	2
Poisson approximation and D(	2
Limiting distribution for infinite-server batch service queues	2
Local limit theorems for collective risk models	2
A decoupling principle for Markov-modulated chains	2
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach	2
Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields	2
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums	2
A normal test for independence via generalized mutual information	2
On monotonicity of Ramanujan function for binomial random variables	2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes	2
Approximating the magnetization in the Curie–Weiss model	2
Mean-field fractional BSDEs with locally monotone coefficients	2
The range of asymmetric branching random walk	2
On strong consistency of kernel k-means: A Rademacher complexity approach	2
Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion wit	2
A note on statistical distances for discrete log-concave measures	2
Simultaneous confidence bands for survival functions from twice censorship	2
An almost sure invariance principle for some classes of non-stationary mixing sequences	2
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]	2
Stability analysis of semilinear stochastic differential equations	2
3 × 3 optimal ranked set sampling design with k cycles and best lin	2
Universal distribution of the empirical coverage in split conformal prediction	2
The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion	2
Formulas for the divergence operator in isonormal Gaussian space	2
The law of the iterated logarithm for functionals of the Wiener process	2
On the Chvátal–Janson conjecture	2
Deterministic implicit two-step Milstein methods for stochastic differential equations	2
Short cycles of random permutations with cycle weights: Point processes approach	2
Approximately mixing time series	2
Asymptotic properties of one-layer artificial neural networks with sparse connectivity	2
Editorial Board	2
A note on the performance of bootstrap kernel density estimation with small re-sample sizes	2
Convergence rates in the limit theorems for random sums of m-orthogona	2
Uniform bounds for ruin probability in multidimensional risk model	2
Construction of mixed-level designs with minimum discrete discrepancy	2
Nonparametric bootstrap for propensity score matching estimators	2
Some new bounds for the mean value function of the residual lifetime process	2
Probability solution for time-fractional Fokker–Planck–Kolmogorov equations with time–space-dependent Lévy measure	2
On recovering the relative distribution, Part 1: The moment-recovered approach	1
Quantitative stability estimates for multiscale stochastic dynamical systems	1
A Bayesian tour of binomial inference	1
Uniform convergence results for the local linear regression estimation of the conditional distribution	1
A note on conditional expectation for Markov kernels	1
Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators	1
A. de Moivre theorem revisited	1
Quantile trace regression via nuclear norm regularization	1
Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in	1
Editorial Board	1
Editorial Board	1
A note on exact laws of large numbers for the range of a sample from Pareto-type distributions	1
Optimal detection of sparse gamma scale admixture with twice the null mean	1
On numbers of observations in random regions determined by records for tail-less populations	1
Quenched distributions for the maximum, minimum and local time of the Brox diffusion	1
A new approach for ultrahigh-dimensional covariance matrix estimation	1
Regularized covariance matrix estimation in high dimensional approximate factor models	1
The conditional spacings and their stochastic properties	1
A theorem on the asymptotics of skew-normal type integrals	1
Exponential inequalities for the number of subgraphs in the Erdös–Rényi random graph	1
Cauchy, normal and correlations versus heavy tails	1
FWER goes to zero for correlated normal	1
On integrals of birth–death processes at random time	1
On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable	1
Maximal inequalities and the strong law of large numbers for strong demimartingales	1
Limit Theorems for an extended inverse Hawkes process with general exciting functions	1
On the asymptotic behavior of solutions to bilinear Caputo stochastic fractional differential equations	1
Nonparametric clustering of discrete probability distributions with generalized Shannon’s entropy and heatmap	1