Statistics & Probability Letters

Article	Citations
On relationships between the Pearson and the distance correlation coefficients	154
Ulam–Hyers stability of Caputo type fractional stochastic neutral differential equations	33
A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers	21
Construction of optimal fractional Order-of-Addition designs via block designs	21
On Tsallis extropy with an application to pattern recognition	21
On the tight constant in the multivariate Dvoretzky–Kiefer–Wolfowitz inequality	20
Hierarchical clustering with optimal transport	20
Jensen-information generating function and its connections to some well-known information measures	17
Exact tests via multiple data splitting	13
Variance function of boolean additive convolution	13
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition	12
A note on the exact simulation of spherical Brownian motion	12
A note on optional Snell envelopes and reflected backward SDEs	11
A test of exponentiality against DMTTF alternatives via L-statistics	11
On the laws of large numbers for pseudo-independent random variables under sublinear expectation	10
Correcting the corrected AIC	10
On some properties of the mean inactivity time function	10
A nonparametric test for comparison of mean past lives	9
R-optimal design of the second-order Scheffé mixture model	9
A note on the identifiability of latent variable models for mixed longitudinal data	9
Hypothesis testing with active information	9
Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients	9
Local linear estimate of the functional expectile regression	8
Posterior properties of the Weibull distribution for censored data	8
On the stability of the martingale optimal transport problem: A set-valued map approach	8

Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation	8
On the distribution of theT	8
A note on the reduction principle for the nodal length of planar random waves	8
On the Generalized Benford law	7
Sharp and simple bounds for the raw moments of the binomial and Poisson distributions	7
A note on the stability of multivariate non-linear time series with an application to time series of counts	7
An improved asymptotic test for the Jaccard similarity index for binary data	7
On order statistics and Kendall’s tau	7
Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients	7
Cross-validation-based model averaging in linear models with response missing at random	7
Heyde’s theorem under the sub-linear expectations	7
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims	6
The Frisch–Waugh–Lovell theorem for standard errors	6
Local stability in a transient Markov chain	6
An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case	6
Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps	6
Generalized entropic risk measures and related BSDEs	6
Characterizations through generalized and dual generalized order statistics, with an application to statistical prediction problem	6
Simple functions of independent beta random variables that follow beta distributions	6
Multi split conformal prediction	5
On telegraph processes, their first passage times and running extrema	5
Interplay of financial and insurance risks in dependent discrete-time risk models	5
The number of zeros in Elephant random walks with delays	5
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities	5
Exponential contraction of switching jump diffusions with a hidden Markov chain	5
A modified BDS test	5
Bounds on tail probabilities for quadratic forms in dependent sub-gaussian random variables	5
Limit laws for the number of triangles in the generalized random graphs with random node weights	5
Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation	5
Construction of some s-level regular designs with general minimum lowe	5
Strongly consistent model selection for general causal time series	5
On the entrance at infinity of Feller processes with no negative jumps	5
Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA	5
Quasi-random ranked set sampling	5
On the probability that a binomial variable is at most its expectation	5
Wasserstein upper bounds of the total variation for smooth densities	5
How small are the increments of G-Brownian motion	5
Monotonicity properties of the gamma family of distributions	5
An opposite Gaussian product inequality	5
A goodness-of-fit test based on neural network sieve estimators	5
Bound on FWER for correlated normal	5
On stochastic comparisons of finite α-mixture models	5
Consistency of binary segmentation for multiple change-point estimation with functional data	5
Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition	5
Exact anytime-valid confidence intervals for contingency tables and beyond	4
Maxima and near-maxima of a Gaussian random assignment field	4
An almost sure central limit theorem for the stochastic heat equation	4
Limit theorems for dependent random variables with infinite means	4
Controlling the false discovery rate via competition: Is the +1 needed?	4
A second moment bound for critical points of planar Gaussian fields in shrinking height windows	4

A note on optimal designs for estimating the slope of a polynomial regression	4
On the link between monetary and star-shaped risk measures	4
Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions	4
Recursive computation of the Hawkes cumulants	4
Bias-correction of some estimators in the INAR(1) process	4
The Riemann–Liouville field and its GMC as H→	4
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure	4
A note on the conditional probabilities of the telegraph process	4
On dispersive and star orderings of random variables and order statistics	4
Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations	4
A probabilistic approach to the Φ-variation of classical fractal funct	4
Prabhakar Lévy processes	4
Ensemble Kalman inversion for general likelihoods	4
Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable	4
A note on distortion effects on the strength of bivariate copula tail dependence	4
Estimation of all parameters in the reflected Ornstein–Uhlenbeck process from discrete observations	4
On generating fully discrete samples of the stochastic heat equation on an interval	4
A principled distance-based prior for the shape of the Weibull model	4
High-probability bounds for the reconstruction error of PCA	4
On the asymptotic null distribution of the symmetrized Chatterjee’s correlation coefficient	4
On the centrosymmetry of treatment effect estimators for stepped wedge and related cluster randomized trial designs	4
Non-parametric estimation of cumulative (residual) extropy	4
Bounds for convergence rate in laws of large numbers for mixed Poisson random sums	4
Characterization results for symmetric continuous distributions based on the properties of	4
On the T-test	4
Covariance matrix estimation under data-based loss	4
Kernel estimation of extropy function under length-biased sampling	4
Searching for minimal optimal neural networks	4
Fitting sparse linear models under the sufficient and necessary condition for model identification	4
Asymptotic number of clusters for species sampling sequences with non-diffuse base measure	4
The elephant random walk with gradually increasing memory	3
Posterior impropriety of some sparse Bayesian learning models	3
On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable	3
On normal spacings	3
A note on conditional variance and characterization of probability distributions	3
The Marcinkiewics–Zygmund strong law of large numbers for dependent random variables	3
On the rate of convergence for the autocorrelation operator in functional autoregression	3
A note on simulating hyperplane-truncated multivariate normal distributions	3
Theoretical properties of Bayesian Student-t linear regression	3
A modified version of stochastic dominance involving dependence	3
On the Wasserstein distance for a martingale central limit theorem	3
Tests for regression coefficients in high dimensional partially linear models	3
Bayesian model averaging sliced inverse regression	3
A criterion of quasi-infinite divisibility for discrete laws	3
On non-central squared copulas	3
Higher-order central moments of matrix Fisher distribution on SO(3)	3
On the maximum of random assignment process	3
One more on the convergence rates in precise asymptotics	3
FWER goes to zero for correlated normal	3
On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins	3
On stochastic dependence in residual lifetime and inactivity time with some applications	3
Test-statistic correlation and data-row correlation	3
A note on new Bernstein-type inequalities for the log-likelihood function of Bernoulli variables	3
Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times	3
Epidemic change-point detection in general causal time series	3
On intersections of independent space–time anisotropic Gaussian fields	3
Limit theorems for a discrete-time marked Hawkes process	3
Bounds on the rate of convergence for Markovian queuing models with catastrophes	3
A quantile inequality for location-scale distributions	3
Conditional law and occupation times of two-sided sticky Brownian motion	3
On the probability of forming polygons from a broken stick	3
Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors	3
Ordinal classification of 3D brain structures by functional data analysis	3
Correlation matrices with average constraints	3
Non-parametric estimation of Gini index with right censored observations	3
Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices	3
Limit theorems for the uppermost mth spacing based on weak geometric r	3
An equivalent mathematical program for games with random constraints	3
Convergence to Fréchet distribution via Mallows distance	3
A general treatment of alternative expectation formulae	3
Model-free feature screening for ultra-high dimensional competing risks data	3
Large sample properties of the regression depth induced median	3
Ridge reconstruction of partially observed functional data is asymptotically optimal	3
Monotonic limit theorem for BSDEs with regulated trajectories	3
Large deviation inequalities of LS estimator in nonlinear regression models	3
Talagrand’s quadratic transportation cost inequalities for reflected SPDEs driven by space–time white noise	3
Moments of the stationary distribution of subcritical multitype Galton–Watson processes with immigration	3
On some new moments of Gamma type	3
Robust concentration inequalities in maximal exponential models	3
Testing equivalence to binary generalized linear models with application to logistic regression	3

Reproducible feature selection in high-dimensional accelerated failure time models	3
Randomized allocation with nonparametric estimation for contextual multi-armed bandits with delayed rewards	3
Testing for subsphericity when n and 3
Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk	3
Exact asymptotic limit for kernel estimation of regression level sets	3
Derivatives of local times for some Gaussian fields II	3
A note on the von Weizsäcker theorem	3
Finite frames, frame potentials and determinantal point processes on the sphere	3
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck–Goovaerts risk measure	3
Construction of space-filling orthogonal Latin hypercube designs	2
Uniqueness of principal points with respect to p-order distance for a class of univariate continuous distribution	2
An explicit solution to the Skorokhod embedding problem for double exponential increments	2
Dependence and mixing for perturbations of copula-based Markov chains	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
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences	2
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise	2
On maximin distance and nearly orthogonal Latin hypercube designs	2
A test for the increasing log-odds rate family	2
Comparison of Lp	2
Integro-local limit theorems for supercritical branching process in a random environment	2
A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions	2
A test for strict stationarity in a random coefficient autoregressive model of order 1	2
Quenched distributions for the maximum, minimum and local time of the Brox diffusion	2
Consistency of ℓ1	2
On the conditional density estimation for continuous time processes with values in functional spaces	2
Some useful results related to various measures of extropy and their interrelationship	2
Hidden Markov Models for multivariate functional data	2
Asymptotic log-Harnack inequality and applications for SPDE with degenerate multiplicative noise	2
Taboo rate and hitting time distribution of continuous-time reversible Markov chains	2
Sharp lower and upper bounds for the covariance of bounded random variables	2
Middle censoring in the multinomial distribution with applications	2
The maximum likelihood estimator under the exponential distribution with right-censored linear regression data	2
Strong consistency and asymptotic normality for quantities related to the Benjamini–Hochberg false discovery rate procedure	2
Unique ergodicity for function systems on the circle	2
Random covering sets in metric space with exponentially mixing property	2
Non-central moderate deviations for compound fractional Poisson processes	2
Optimal designs for panel data linear regressions	2
On formulations of skew factor models: Skew factors and/or skew errors	2
On definitive screening designs using Paley’s conference matrices	2
Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises	2
A robust two-stage procedure for the Poisson process under the linear exponential loss function	2
Determination of the optimal number of strata for propensity score subclassification	2
Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its Variance-Gamma special case	2
Existence and uniqueness of solution for coupled fractional mean-field forward–backward stochastic differential equations	2
Optimal stopping problems for running minima with positive discounting rates	2
Optimal designs for comparing population curves in hierarchical models	2
On Edgeworth models for count time series	2
An upper bound for a cyclic sum of probabilities	2
Monotonicity properties of the Poisson approximation to the binomial distribution	2
Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes	2
GEE analysis in joint mean-covariance model for longitudinal data	2
A study on the Poisson, geometric and Pascal distributions motivated by Chvátal’s conjecture	2
Berry–Esseen bound for a supercritical branching processes with immigration in a random environment	2
CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index	2
A uniform result for the dimension of fractional Brownian motion level sets	2
Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula	2
Prediction for computer experiments with both quantitative and qualitative factors	2
Comparison theorem for neutral stochastic functional differential equations driven by G	2
Parisian ruin probability for two-dimensional Brownian risk model	2
First and second moments of the size distribution of bond percolation clusters on rings, paths and stars	2
The conditional Haezendonck–Goovaerts risk measure	2
Some concept of Markov property of discrete order statistics arising from independent and non-identically distributed variables	2
Solvability of a class of mean-field BSDEs with quadratic growth	2
On martingale transformations of multidimensional Brownian Motion	2
On the Marcinkiewicz–Zygmund strong laws for arbitrary dependent sequences	2
Testing departures from the increasing hazard rate property	2
When is the Conway–Maxwell–Poisson distribution infinitely divisible?	2
Endogenous treatment effect estimation using high-dimensional instruments and double selection	2
Equivalence of equicontinuity concepts for Markov operators derived from a Schur-like property for spaces of measures	2
On the moments of the variance-gamma distribution	2
Deterministic implicit two-step Milstein methods for stochastic differential equations	2
Quantile trace regression via nuclear norm regularization	2
Generalizations of Efron’s theorem	2
Hypothesis testing for the identity of high-dimensional covariance matrices	2
On non-linear dependence of multivariate subordinated Lévy processes	2
Gaussian processes centered at their online average, and applications	2
On the Chvátal–Janson conjecture	2
A Gaussian approximation theorem for Lévy processes	2
On strong consistency of kernel k-means: A Rademacher complexity approach	2
Sphere packing design for experiments with mixtures	2
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes	2
Maximal inequalities and the strong law of large numbers for strong demimartingales	2
The conditional spacings and their stochastic properties	2
Learning sparse deep neural networks with a spike-and-slab prior	2
pth moment (	2
Incorporating side information into Robust Matrix Factorization with Bayesian Quantile Regression	2
Statistical causality and separable processes	2
On a denseness result for quasi-infinitely divisible distributions	2
A density for the local time of the Brox diffusion	2
Large deviations for super-heavy tailed random walks	2
Intermediate dimension of images of sequences under fractional Brownian motion	2
Estimating the complexity index of functional data: Some asymptotics	2
Monotonicity preservation properties of kernel regression estimators	2
A note on exact laws of large numbers for the range of a sample from Pareto-type distributions	2