Statistics & Probability Letters

Article	Citations
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test	31
On absolute moment-based upper bounds for L-moments	19
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices	16
Convergence of series of conditional expectations	13
Azuma-Hoeffding bounds for a class of urn models	13
On the density for sums of independent Mittag-Leffler variates with common order	12
A note on the conditional probabilities of the telegraph process	12
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics	12
Large deviations for mean field model in Erdős–Rényi graph	12
Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]	11
Editorial Board	11
On the optional and orthogonal decompositions of supermartingales and applications	11
Universally consistent K-sample tests via dependence measures	10
Scalable efficient reproducible multi-task learning via data splitting	10
On Itô’s formula for semimartingales with jumps and non-C	9
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise	9
On harmonic oscillator hazard functions	9
When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence	9
On a family of Lévy processes without support in	8
Adaptive rank-based tests for high dimensional mean problems	8
Conjugate priors and bias reduction for logistic regression models	8
Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree	8
Random Dirichlet series with α-stable coefficients	8
Kac’s central limit theorem by Stein’s method	8
Some new asymptotic results for series estimation under clustered dependence	8

Asymptotic properties of goodness of fit tests based on higher order overlapping spacings	7
Exact post-selection inference for adjusted R squared selection	7
Unified specification tests in partially linear quantile regression models	7
Sylvester’s problem for beta-type distributions	7
On the T-test	6
Variational formula of capacity for asymmetric Markov chains	6
Editorial Board	6
A note on the stability of multivariate non-linear time series with an application to time series of counts	6
Adaptive and efficient estimation in the Gaussian sequence model	6
Adaptive signal recovery with Subbotin noise	6
Intermediate dimension of images of sequences under fractional Brownian motion	6
Editorial Board	6
The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching	6
Random games under normal mean–variance mixture distributed independent linear joint chance constraints	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
Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators	6
Editorial Board	5
A Berry–Esseen bound for vector-valued martingales	5
Minimax rate for optimal transport regression between distributions	5
On the tightness of the Laplace approximation for statistical inference	5
Least squares estimation for the linear self-repelling diffusion driven by α	5
Editorial Board	5
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models	5
Non-central moderate deviations for compound fractional Poisson processes	5
On the probability of forming polygons from a broken stick	5
Dependence of variance on covariate design in nonparametric link regression	5
Moments of the first descending epoch for a random walk with negative drift	5
Posterior robustness with milder conditions: Contamination models revisited	5
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities	5
Editorial Board	5
Editorial Board	5
Optimal square-root pooling from expert opinions	4
Random rotor walks and i.i.d. sandpiles on Sierpiński graphs	4
Option pricing under jump diffusion model	4
On Samuel’s p-value model and the Simes test under dependence	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
Inverse tempered stable subordinators and related processes with Mellin transform	4
Sharp and simple bounds for the raw moments of the binomial and Poisson distributions	4
Product disintegrations: A law of large numbers via conditional independence	4
Sampling random spanning arborescences in graphs with low conductance	4
Normal approximations for sequences with the property of strong	4
Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator	4
A kernel-type regression estimator for NMAR response variables with applications to classification	4
Local correlation dimension of multidimensional stochastic process	4
Algorithm for the product of Jack polynomials and its application to the sphericity test	4
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes	4
Functional-coefficient quantile cointegrating regression with stationary covariates	4

Editorial Board	4
Correction to “Bayes factors functions based on test statistics and non-local moment prior densities” [Statist. Probab. Lett. 219 (2025) 110330]	4
Editorial Board	4
On local likelihood asymptotics for Gaussian mixed-effects model with system noise	4
Bayes factors functions based on test statistics and non-local moment prior densities	4
Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects	4
Effective sample size for a mixture prior	4
Nonparametric inference for NBUE distributions based on the TTT transform	4
Solvability of a class of mean-field BSDEs with quadratic growth	4
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition	4
A free probabilistic framework for analyzing the transformer-based language models	4
On the length of the shortest path in a sparse Barak–Erdős graph	3
A one-way MANOVA test for high-dimensional data using clustering subspaces	3
On the preservation of ageing properties under random maxima	3
Editorial Board	3
A note on statistical distances for discrete log-concave measures	3
Optimal fractions of three-level factorials under a baseline parameterization	3
Causal effect estimation with censored outcome and covariate selection	3
Improving the age composition of dynamic populations of manufactured items	3
Complete qth moment convergence of moving average processes for	3
A new class of copulas having dependence range larger than FGM-type copulas	3
Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise	3
When is the Conway–Maxwell–Poisson distribution infinitely divisible?	3
On exponential stability of non-autonomous stochastic differential equations with Markovian switching	3
Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise	3
On the universal consistency of histograms anonymised by a randomised response technique	3
On Tsallis extropy with an application to pattern recognition	3
Conditions for equality in Anderson’s theorem	3
Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections	3
Consistent tests for semiparametric conditional independence	3
Editorial Board	3
A short memory condition for infinitely divisible random fields	3
Robust sparse precision matrix estimation for high-dimensional compositional data	3
W2	3
The logGAR	3
Complete convergence with regularly varying moments and norming constants	3
Construction of asymmetric resolvable orthogonal arrays	3
Mean-field forward–backward stochastic differential equations driven by G	3
Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework	3
Large deviations for high minima of Gaussian processes with nonnegatively correlated increments	3
Editorial Board	3
Generalizations of some concentration inequalities	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
Editorial Board	3
A note on series representation for the q-scale function of a class of	3
An equilibrium model of reinsurance pricing	3
Saddlepoint approximation for the kernel density estimator	3
An inequality for the total variation distance between high-dimensional centered Gaussian laws	3
Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises	3
Non-marginal feature screening for varying coefficient competing risks model	3
A new random field on lattices	3
Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk	3
The heavy-tail behavior of the difference of two dependent random variables	3
L2	3
The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains	3
Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach	3
A note on Geo	3
Optimal guessing under nonextensive framework and associated moment bounds	3
On a central limit theorem in renewal theory	3
Is the effective sample size always less than n? A spatial regressi	2
On a prior based on the Wasserstein information matrix	2
Fractional diffusion Bessel processes with Hurst index H	2
Study of discrete-time Hawkes process and its compensator	2
Nonparametric bootstrap for propensity score matching estimators	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
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes	2
Construction of space-filling orthogonal Latin hypercube designs	2
Robust parameter estimation of regression models under weakened moment assumptions	2
Editorial Board	2
Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection	2
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]	2
Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion wit	2
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion	2
Moderate deviations for the number of descents in a random permutation	2
Endogenous treatment effect for any response conditional on control propensity score	2
Hyperbolic cosine ratio and hyperbolic sine ratio random fields	2
Weak limits of standardized sums of independent geometrically distributed random variables	2
On the extinction of continuous state branching processes with competition	2

On the Chvátal–Janson conjecture	2
Survival probability for super-Brownian motion with absorption	2
New characterizations of bivariate discrete Schur-constant models	2
Approximating the magnetization in the Curie–Weiss model	2
Deriving the central limit theorem from the de Moivre–Laplace theorem	2
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions	2
On the GFF with one free boundary condition	2
Some new bounds for the mean value function of the residual lifetime process	2
A new likelihood inequality for models with latent variables	2
Forced harmonic oscillators, waves on a forced string and changes of measure	2
A mixture model for skewed mixed-type data	2
A normal test for independence via generalized mutual information	2
On transition density functions of skew Brownian motions with two-valued drift	2
Asymptotic properties of one-layer artificial neural networks with sparse connectivity	2
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach	2
Strictly log-concave probability distributions in discrete response models	2
The law of the iterated logarithm for functionals of the Wiener process	2
Poisson approximation and D(	2
Some useful results related to various measures of extropy and their interrelationship	2
FWER for normal distribution in nearly independent setup	2
An imitation model based on the majority	2
A general logarithmic asymptotic behavior for partial sums of i.i.d. random variables	2
Deterministic implicit two-step Milstein methods for stochastic differential equations	2
Mean-field fractional BSDEs with locally monotone coefficients	2
Asymptotic behavior for supercritical branching processes	2
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks	2
Two-barriers-reflected BSDE with rank-based data	2
The mean square displacement of random walk on the Manhattan lattice	2
Variable-selection consistency of linear quantile regression by validation set approach	2
The fractional smoothness of integral functionals driven by Brownian motion	2
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion	2
Nonparametric regression with modified ReLU networks	2
Local limit theorems for collective risk models	2
Local linear estimate of the functional expectile regression	2
The range of asymmetric branching random walk	2
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process	2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes	2
Exact anytime-valid confidence intervals for contingency tables and beyond	2
An almost sure invariance principle for some classes of non-stationary mixing sequences	2
On strong consistency of kernel k-means: A Rademacher complexity approach	2
Epidemic change-point detection in general causal time series	2
Anytime-valid FDR control with the stopped e-BH procedure	2
Indeterminate Hamburger moment problem: Entropy convergence	2
Convergence rates in the limit theorems for random sums of m-orthogona	2
Construction of mixed-level designs with minimum discrete discrepancy	2
Stability analysis of semilinear stochastic differential equations	2
On weak convergence of Gaussian conditional distributions	2
Asymptotics for the ruin probability of a bidimensional renewal risk model with dependent main claims and delayed claims	2
Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields	2
The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion	2
Universal distribution of the empirical coverage in split conformal prediction	2
Probability solution for time-fractional Fokker–Planck–Kolmogorov equations with time–space-dependent Lévy measure	2
Note on the delta method for finite population inference with applications to causal inference	2
A jackknife empirical likelihood ratio test for log-symmetric distributions	2
Short cycles of random permutations with cycle weights: Point processes approach	2
Exponential mixing property for absorbing Markov processes	2
Simplified k-sample nonparametric hypothesis tests for quantile resid	2
On the use of robust estimators of multivariate location for heterogeneous data	2
On Stein factors for Laplace approximation and their application to random sums	2
Hypothetical versus real life predictions for clusters based finite population total using count and binary survey data	2
Approximately mixing time series	2
Limiting distribution for infinite-server batch service queues	2
Formulas for the divergence operator in isonormal Gaussian space	2
A jackknife empirical likelihood ratio test for strong mean inactivity time order	2
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums	2
Uniform bounds for ruin probability in multidimensional risk model	2
A decoupling principle for Markov-modulated chains	2
Simultaneous confidence bands for survival functions from twice censorship	2
Cramér moderate deviations for a supercritical Galton–Watson process	2