Statistics & Probability Letters

Article	Citations
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test	39
Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]	31
On absolute moment-based upper bounds for L-moments	18
Adaptive rank-based tests for high dimensional mean problems	13
Azuma-Hoeffding bounds for a class of urn models	12
Some new asymptotic results for series estimation under clustered dependence	11
Large deviations for mean field model in Erdős–Rényi graph	11
On the optional and orthogonal decompositions of supermartingales and applications	11
When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence	11
Convergence of series of conditional expectations	10
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise	10
Editorial Board	10
Scalable efficient reproducible multi-task learning via data splitting	9
Optimal designs for comparing population curves in hierarchical models	9
On harmonic oscillator hazard functions	9
Universally consistent K-sample tests via dependence measures	9
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices	8
On a family of Lévy processes without support in	8
A note on the conditional probabilities of the telegraph process	8
On Itô’s formula for semimartingales with jumps and non-C	8
Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree	8
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics	8
Kac’s central limit theorem by Stein’s method	8
On the density for sums of independent Mittag-Leffler variates with common order	7
Adaptive signal recovery with Subbotin noise	7

Variational formula of capacity for asymmetric Markov chains	7
Unified specification tests in partially linear quantile regression models	7
Conjugate priors and bias reduction for logistic regression models	7
Editorial Board	6
Editorial Board	6
Intermediate dimension of images of sequences under fractional Brownian motion	6
The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching	6
Editorial Board	6
Local polynomial estimation of nonparametric general estimating equations	6
Mean square error and variance estimation of the sample ratio under Lahiri ’s design	6
Exact post-selection inference for adjusted R squared selection	6
Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula	6
On the stability of the martingale optimal transport problem: A set-valued map approach	6
A note on the stability of multivariate non-linear time series with an application to time series of counts	6
Random Dirichlet series with α-stable coefficients	5
Adaptive and efficient estimation in the Gaussian sequence model	5
On the tightness of the Laplace approximation for statistical inference	5
Editorial Board	5
Product disintegrations: A law of large numbers via conditional independence	5
Dependence of variance on covariate design in nonparametric link regression	5
Least squares estimation for the linear self-repelling diffusion driven by α	5
Editorial Board	5
On the T-test	5
Moments of the first descending epoch for a random walk with negative drift	5
Editorial Board	5
A Berry–Esseen bound for vector-valued martingales	5
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models	5
Correction to “Bayes factors functions based on test statistics and non-local moment prior densities” [Statist. Probab. Lett. 219 (2025) 110330]	5
Editorial Board	5
Sharp and simple bounds for the raw moments of the binomial and Poisson distributions	5
On the probability of forming polygons from a broken stick	5
Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators	5
Minimax rate for optimal transport regression between distributions	5
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities	5
A simple proof of the Lévy–Khintchine formula for subordinators	5
Editorial Board	5
Random rotor walks and i.i.d. sandpiles on Sierpiński graphs	4
Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects	4
On Samuel’sp-value model and the Simes test under dependence	4
Optimal square-root pooling from expert opinions	4
Posterior robustness with milder conditions: Contamination models revisited	4
Random games under normal mean–variance mixture distributed independent linear joint chance constraints	4
Inverse tempered stable subordinators and related processes with Mellin transform	4
On local likelihood asymptotics for Gaussian mixed-effects model with system noise	4
Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator	4
Effective sample size for a mixture prior	4
A kernel-type regression estimator for NMAR response variables with applications to classification	4
Option pricing under jump diffusion model	4
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition	4
Solvability of a class of mean-field BSDEs with quadratic growth	4

Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections	4
The cover time of a (multiple) Markov chain with rational transition probabilities is rational	4
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes	4
Bayes factors functions based on test statistics and non-local moment prior densities	4
Functional-coefficient quantile cointegrating regression with stationary covariates	4
Local correlation dimension of multidimensional stochastic process	4
Non-central moderate deviations for compound fractional Poisson processes	4
Editorial Board	4
When is the discrete Weibull distribution infinitely divisible?	4
Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise	3
A note on Geo	3
Optimal guessing under nonextensive framework and associated moment bounds	3
When is the Conway–Maxwell–Poisson distribution infinitely divisible?	3
On the universal consistency of histograms anonymised by a randomised response technique	3
On exponential stability of non-autonomous stochastic differential equations with Markovian switching	3
Nonparametric inference for NBUE distributions based on the TTT transform	3
Editorial Board	3
A new class of copulas having dependence range larger than FGM-type copulas	3
Editorial Board	3
Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise	3
L2	3
The heavy-tail behavior of the difference of two dependent random variables	3
Complete convergence with regularly varying moments and norming constants	3
On the preservation of ageing properties under random maxima	3
The logGAR	3
W2	3
Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk	3
On the length of the shortest path in a sparse Barak–Erdős graph	3
Consistent tests for semiparametric conditional independence	3
On the Jajte strong law of large numbers	3
Improving the age composition of dynamic populations of manufactured items	3
Algorithm for the product of Jack polynomials and its application to the sphericity test	3
The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains	3
Editorial Board	3
A new random field on lattices	3
Editorial Board	3
Causal effect estimation with censored outcome and covariate selection	3
Mean-field forward–backward stochastic differential equations driven by G	3
Construction of asymmetric resolvable orthogonal arrays	3
Non-marginal feature screening for varying coefficient competing risks model	3
Editorial Board	3
On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins	3
Robust sparse precision matrix estimation for high-dimensional compositional data	3
Generalizations of some concentration inequalities	3
On a central limit theorem in renewal theory	3
An equilibrium model of reinsurance pricing	3
The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation	3
Conditions for equality in Anderson’s theorem	3
Large deviations for high minima of Gaussian processes with nonnegatively correlated increments	3
Controlling the false discovery rate for latent factors via unit-rank deflation	3
A one-way MANOVA test for high-dimensional data using clustering subspaces	3
A note on series representation for the q-scale function of a class of	3
Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises	3
Complete qth moment convergence of moving average processes for	3
Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach	3
Covariance matrix estimation under data-based loss	3
Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework	3
FWER for normal distribution in nearly independent setup	2
On the Chvátal–Janson conjecture	2
The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion	2
New characterizations of bivariate discrete Schur-constant models	2
Indeterminate Hamburger moment problem: Entropy convergence	2
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]	2
On stochastic dependence in residual lifetime and inactivity time with some applications	2
The law of the iterated logarithm for functionals of the Wiener process	2
Forced harmonic oscillators, waves on a forced string and changes of measure	2
Stability analysis of semilinear stochastic differential equations	2
Study of discrete-time Hawkes process and its compensator	2
Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields	2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes	2
A jackknife empirical likelihood ratio test for log-symmetric distributions	2
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks	2
Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables	2
3 × 3 optimal ranked set sampling design with k cycles and best lin	2
Deterministic implicit two-step Milstein methods for stochastic differential equations	2
On transition density functions of skew Brownian motions with two-valued drift	2
A normal test for independence via generalized mutual information	2
Construction of mixed-level designs with minimum discrete discrepancy	2
On Stein factors for Laplace approximation and their application to random sums	2
Convergence rates in the limit theorems for random sums of m-orthogona	2

Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection	2
A note on identifiability conditions in confirmatory factor analysis	2
Note on the delta method for finite population inference with applications to causal inference	2
An inequality for the total variation distance between high-dimensional centered Gaussian laws	2
Editorial Board	2
Some new bounds for the mean value function of the residual lifetime process	2
A decoupling principle for Markov-modulated chains	2
Moderate deviations for the number of descents in a random permutation	2
Simultaneous confidence bands for survival functions from twice censorship	2
Exponential mixing property for absorbing Markov processes	2
Weak limits of standardized sums of independent geometrically distributed random variables	2
Universal distribution of the empirical coverage in split conformal prediction	2
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes	2
Determinacy of a distribution with finitely many mass points by finitely many moments	2
Robust parameter estimation of regression models under weakened moment assumptions	2
Fractional diffusion Bessel processes with Hurst index H	2
An almost sure invariance principle for some classes of non-stationary mixing sequences	2
Asymptotic properties of one-layer artificial neural networks with sparse connectivity	2
Approximately mixing time series	2
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process	2
Exact convergence rate in the central limit theorem for a branching process in a random environment	2
Exact anytime-valid confidence intervals for contingency tables and beyond	2
Nonparametric bootstrap for propensity score matching estimators	2
Hyperbolic cosine ratio and hyperbolic sine ratio random fields	2
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion	2
Is the effective sample size always less than n? A spatial regressi	2
Construction of space-filling orthogonal Latin hypercube designs	2
On strong consistency of kernel k-means: A Rademacher complexity approach	2
A note on the performance of bootstrap kernel density estimation with small re-sample sizes	2
On Tsallis extropy with an application to pattern recognition	2
Local linear estimate of the functional expectile regression	2
A short memory condition for infinitely divisible random fields	2
Limiting distribution for infinite-server batch service queues	2
Local limit theorems for collective risk models	2
Short cycles of random permutations with cycle weights: Point processes approach	2
Two-barriers-reflected BSDE with rank-based data	2
Cramér moderate deviations for a supercritical Galton–Watson process	2
On a prior based on the Wasserstein information matrix	2
Variable-selection consistency of linear quantile regression by validation set approach	2
Mean-field fractional BSDEs with locally monotone coefficients	2
The range of asymmetric branching random walk	2
On the GFF with one free boundary condition	2
A note on statistical distances for discrete log-concave measures	2
Formulas for the divergence operator in isonormal Gaussian space	2
A new likelihood inequality for models with latent variables	2
Deriving the central limit theorem from the de Moivre–Laplace theorem	2
Strictly log-concave probability distributions in discrete response models	2
Some useful results related to various measures of extropy and their interrelationship	2
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions	2
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums	2
An imitation model based on the majority	2
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion	2
Uniform bounds for ruin probability in multidimensional risk model	2
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims	2
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach	2
Optimal fractions of three-level factorials under a baseline parameterization	2
Poisson approximation and D(	2
Epidemic change-point detection in general causal time series	2
On Yu and Hoff’s confidence intervals for treatment means	1
Non-linear Dynkin games over split stopping times	1
On numbers of observations in random regions determined by records for tail-less populations	1
Limit theorems for a discrete-time marked Hawkes process	1
Probabilistic global well-posedness to the nonlocal Degasperis–Procesi equation	1
Editorial Board	1
Quenched distributions for the maximum, minimum and local time of the Brox diffusion	1
Frank copula is minimum information copula under fixed Kendall’s τ	1
Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics	1
Quantitative stability estimates for multiscale stochastic dynamical systems	1
Optimal detection of sparse gamma scale admixture with twice the null mean	1
Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition	1
Beta approximation for the two alleles Moran model by Stein’s method	1
On integrals of birth–death processes at random time	1
A. de Moivre theorem revisited	1
Limit Theorems for an extended inverse Hawkes process with general exciting functions	1
On the asymptotic properties of extreme values of discrete random variables	1
Nonparametric clustering of discrete probability distributions with generalized Shannon’s entropy and heatmap	1
Normal approximation when a chaos grade is greater than two	1
A transportation inequality for reflected SPDEs on infinite spatial domain	1
A theorem on the asymptotics of skew-normal type integrals	1
Well-posedness and regularity for solutions of Caputo stochastic fractional delay differential equations	1
A new approach for ultrahigh-dimensional covariance matrix estimation	1
Editorial Board	1
On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable	1
Nonparametric estimation of marginal distributions for unordered pairs	1
A note on exact laws of large numbers for the range of a sample from Pareto-type distributions	1
Monotonic limit theorem for BSDEs with regulated trajectories	1
Nonparametric kernel estimation of conditional copula density	1
Pricing formula of Lookback option in stochastic delay differential equation model	1
Quantile trace regression via nuclear norm regularization	1
Stationary jump processes for planar directions obtained by wrapping	1
Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators	1
Waiting time representation of discrete distributions	1
Cauchy, normal and correlations versus heavy tails	1
Editorial Board	1
A note on conditional expectation for Markov kernels	1