Statistics & Probability Letters

Article	Citations
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test	34
Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]	33
On absolute moment-based upper bounds for L-moments	27
Azuma-Hoeffding bounds for a class of urn models	17
On the optional and orthogonal decompositions of supermartingales and applications	13
Some new asymptotic results for series estimation under clustered dependence	13
When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence	11
Convergence of series of conditional expectations	11
Kac’s central limit theorem by Stein’s method	11
Large deviations for mean field model in Erdős–Rényi graph	11
Universally consistent K-sample tests via dependence measures	10
Editorial Board	10
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise	10
Adaptive rank-based tests for high dimensional mean problems	9
Scalable efficient reproducible multi-task learning via data splitting	9
On a family of Lévy processes without support in	9
Optimal designs for comparing population curves in hierarchical models	9
On Itô’s formula for semimartingales with jumps and non-C	9
On harmonic oscillator hazard functions	9
A note on the conditional probabilities of the telegraph process	8
Unified specification tests in partially linear quantile regression models	8
Conjugate priors and bias reduction for logistic regression models	8
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices	8
On the density for sums of independent Mittag-Leffler variates with common order	8
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics	8

Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree	8
Variational formula of capacity for asymmetric Markov chains	8
On the T-test	7
A note on the stability of multivariate non-linear time series with an application to time series of counts	7
Editorial Board	7
Adaptive signal recovery with Subbotin noise	7
On the stability of the martingale optimal transport problem: A set-valued map approach	7
Editorial Board	7
Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula	7
Local polynomial estimation of nonparametric general estimating equations	6
The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching	6
On the tightness of the Laplace approximation for statistical inference	6
Mean square error and variance estimation of the sample ratio under Lahiri ’s design	6
Random Dirichlet series with α-stable coefficients	6
On the probability of forming polygons from a broken stick	6
Intermediate dimension of images of sequences under fractional Brownian motion	6
Exact post-selection inference for adjusted R squared selection	6
Asymptotic properties of goodness of fit tests based on higher order overlapping spacings	6
Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators	6
Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA	5
Sharp and simple bounds for the raw moments of the binomial and Poisson distributions	5
Editorial Board	5
Product disintegrations: A law of large numbers via conditional independence	5
A Berry–Esseen bound for vector-valued martingales	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
Adaptive and efficient estimation in the Gaussian sequence model	5
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition	5
A general comparison theorem for reflected BSDEs	5
Editorial Board	5
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities	5
Convolution of a symmetric log-concave distribution and a symmetric bimodal distribution can have any number of modes	5
Inverse tempered stable subordinators and related processes with Mellin transform	5
Editorial Board	5
Dynamic Pólya–Eggenberger urns	5
Editorial Board	5
Minimax rate for optimal transport regression between distributions	5
Random games under normal mean–variance mixture distributed independent linear joint chance constraints	5
Non-central moderate deviations for compound fractional Poisson processes	5
Editorial Board	5
Option pricing under jump diffusion model	4
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models	4
Functional-coefficient quantile cointegrating regression with stationary covariates	4
When is the discrete Weibull distribution infinitely divisible?	4
The cover time of a (multiple) Markov chain with rational transition probabilities is rational	4
On Samuel’sp-value model and the Simes test under dependence	4
Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections	4
Local correlation dimension of multidimensional stochastic process	4
Posterior robustness with milder conditions: Contamination models revisited	4
A simple proof of the Lévy–Khintchine formula for subordinators	4

A kernel-type regression estimator for NMAR response variables with applications to classification	4
Random rotor walks and i.i.d. sandpiles on Sierpiński graphs	4
Nonparametric inference for NBUE distributions based on the TTT transform	4
Optimal square-root pooling from expert opinions	4
Least squares estimation for the linear self-repelling diffusion driven by α	4
Solvability of a class of mean-field BSDEs with quadratic growth	4
Editorial Board	4
On local likelihood asymptotics for Gaussian mixed-effects model with system noise	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
Conditions for equality in Anderson’s theorem	3
Effective sample size for a mixture prior	3
On the universal consistency of histograms anonymised by a randomised response technique	3
Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk	3
Editorial Board	3
Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework	3
Optimal guessing under nonextensive framework and associated moment bounds	3
Robust sparse precision matrix estimation for high-dimensional compositional data	3
On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins	3
The logGAR	3
Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach	3
Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise	3
When is the Conway–Maxwell–Poisson distribution infinitely divisible?	3
Covariance matrix estimation under data-based loss	3
The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains	3
On the Jajte strong law of large numbers	3
A new class of copulas having dependence range larger than FGM-type copulas	3
On exponential stability of non-autonomous stochastic differential equations with Markovian switching	3
On the length of the shortest path in a sparse Barak–Erdős graph	3
Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects	3
Large deviations for high minima of Gaussian processes with nonnegatively correlated increments	3
Editorial Board	3
Editorial Board	3
On Tsallis extropy with an application to pattern recognition	3
Generalizations of some concentration inequalities	3
A note on series representation for the q-scale function of a class of	3
On the preservation of ageing properties under random maxima	3
L2	3
Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise	3
A note on Geo	3
A note on identifiability conditions in confirmatory factor analysis	3
An equilibrium model of reinsurance pricing	3
On telegraph processes, their first passage times and running extrema	3
The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation	3
Improving the age composition of dynamic populations of manufactured items	3
Strong orthogonal arrays of strength two-plus based on the Addelman–Kempthorne method	3
The heavy-tail behavior of the difference of two dependent random variables	3
Polynomial convergence for reversible jump processes	3
Bayes factors functions based on test statistics and non-local moment prior densities	3
Optimal fractions of three-level factorials under a baseline parameterization	3
Construction of asymmetric resolvable orthogonal arrays	3
A new random field on lattices	3
W2	3
Causal effect estimation with censored outcome and covariate selection	3
Non-marginal feature screening for varying coefficient competing risks model	3
Complete qth moment convergence of moving average processes for	3
Editorial Board	3
On a central limit theorem in renewal theory	3
Consistent tests for semiparametric conditional independence	3
A one-way MANOVA test for high-dimensional data using clustering subspaces	3
Controlling the false discovery rate for latent factors via unit-rank deflation	3
Sharp Lorentz-norm estimates for BMO martingales	3
Formulas for the divergence operator in isonormal Gaussian space	2
Robust parameter estimation of regression models under weakened moment assumptions	2
Some new bounds for the mean value function of the residual lifetime process	2
Convergence rates in the limit theorems for random sums of m-orthogona	2
R-optimal design of the second-order Scheffé mixture model	2
A normal test for independence via generalized mutual information	2
FWER for normal distribution in nearly independent setup	2
Local limit theorems for collective risk models	2
Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields	2
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion	2
Occupation times for spectrally negative Lévy processes on the last exit time	2
Construction of mixed-level designs with minimum discrete discrepancy	2
Two-barriers-reflected BSDE with rank-based data	2
An almost sure invariance principle for some classes of non-stationary mixing sequences	2
Exact convergence rate in the central limit theorem for a branching process in a random environment	2
Asymptotic properties of one-layer artificial neural networks with sparse connectivity	2
Determinacy of a distribution with finitely many mass points by finitely many moments	2
A note on the performance of bootstrap kernel density estimation with small re-sample sizes	2

Uniform bounds for ruin probability in multidimensional risk model	2
On transition density functions of skew Brownian motions with two-valued drift	2
Unique ergodicity for function systems on the circle	2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes	2
Note on the delta method for finite population inference with applications to causal inference	2
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes	2
Nonparametric bootstrap for propensity score matching estimators	2
A decoupling principle for Markov-modulated chains	2
An imitation model based on the majority	2
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process	2
Cramér moderate deviations for a supercritical Galton–Watson process	2
A new likelihood inequality for models with latent variables	2
Deriving the central limit theorem from the de Moivre–Laplace theorem	2
Study of discrete-time Hawkes process and its compensator	2
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions	2
A short memory condition for infinitely divisible random fields	2
Indeterminate Hamburger moment problem: Entropy convergence	2
Hyperbolic cosine ratio and hyperbolic sine ratio random fields	2
A note on statistical distances for discrete log-concave measures	2
Local linear estimate of the functional expectile regression	2
Exact anytime-valid confidence intervals for contingency tables and beyond	2
Exponential mixing property for absorbing Markov processes	2
Poisson approximation and D(	2
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]	2
Mean-field fractional BSDEs with locally monotone coefficients	2
Sub-exponential rate of convergence to equilibrium for processes on the half-line	2
On Stein factors for Laplace approximation and their application to random sums	2
Simultaneous confidence bands for survival functions from twice censorship	2
The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion	2
On a prior based on the Wasserstein information matrix	2
Universal distribution of the empirical coverage in split conformal prediction	2
Editorial Board	2
Approximately mixing time series	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
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach	2
On stochastic dependence in residual lifetime and inactivity time with some applications	2
Stability analysis of semilinear stochastic differential equations	2
An inequality for the total variation distance between high-dimensional centered Gaussian laws	2
Is the effective sample size always less than n? A spatial regressi	2
Epidemic change-point detection in general causal time series	2
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims	2
Deterministic implicit two-step Milstein methods for stochastic differential equations	2
On the Chvátal–Janson conjecture	2
On strong consistency of kernel k-means: A Rademacher complexity approach	2
New characterizations of bivariate discrete Schur-constant models	2
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums	2
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion	2
A nonclassical solution to a classical SDE and a converse to Kolmogorov’s zero–one law	2
Construction of space-filling orthogonal Latin hypercube designs	2
Fractional diffusion Bessel processes with Hurst index H	2
Forced harmonic oscillators, waves on a forced string and changes of measure	2
Short cycles of random permutations with cycle weights: Point processes approach	2
A note on the asymptotic variance of drift accelerated diffusions	2
On the GFF with one free boundary condition	2
Editorial Board	2
Some useful results related to various measures of extropy and their interrelationship	2
The law of the iterated logarithm for functionals of the Wiener process	2
Moderate deviations for the number of descents in a random permutation	2
Strictly log-concave probability distributions in discrete response models	2
Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection	2
Limiting distribution for infinite-server batch service queues	2
The range of asymmetric branching random walk	2