Statistics & Probability Letters

Papers
(The TQCC of Statistics & Probability Letters is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-08-01 to 2025-08-01.)
ArticleCitations
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test35
Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586]30
On absolute moment-based upper bounds for L-moments18
Adaptive rank-based tests for high dimensional mean problems13
Azuma-Hoeffding bounds for a class of urn models12
Some new asymptotic results for series estimation under clustered dependence11
Large deviations for mean field model in Erdős–Rényi graph11
On the optional and orthogonal decompositions of supermartingales and applications11
When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence11
Convergence of series of conditional expectations10
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise10
Editorial Board10
Universally consistent K-sample tests via dependence measures9
Optimal designs for comparing population curves in hierarchical models9
On harmonic oscillator hazard functions9
Scalable efficient reproducible multi-task learning via data splitting9
On a family of Lévy processes without support in 8
A note on the conditional probabilities of the telegraph process8
On Itô’s formula for semimartingales with jumps and non-C8
Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree8
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics8
Kac’s central limit theorem by Stein’s method8
Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices8
Conjugate priors and bias reduction for logistic regression models7
Unified specification tests in partially linear quantile regression models7
Variational formula of capacity for asymmetric Markov chains7
On the density for sums of independent Mittag-Leffler variates with common order7
The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching6
Editorial Board6
On the stability of the martingale optimal transport problem: A set-valued map approach6
Exact post-selection inference for adjusted R squared selection6
Local polynomial estimation of nonparametric general estimating equations6
Intermediate dimension of images of sequences under fractional Brownian motion6
Adaptive signal recovery with Subbotin noise6
Editorial Board6
Editorial Board6
Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula6
Editorial Board5
Editorial Board5
Minimax rate for optimal transport regression between distributions5
Random games under normal mean–variance mixture distributed independent linear joint chance constraints5
Non-central moderate deviations for compound fractional Poisson processes5
Sharp and simple bounds for the raw moments of the binomial and Poisson distributions5
Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators5
A note on the stability of multivariate non-linear time series with an application to time series of counts5
On the tightness of the Laplace approximation for statistical inference5
Editorial Board5
Product disintegrations: A law of large numbers via conditional independence5
A Berry–Esseen bound for vector-valued martingales5
Moments of the first descending epoch for a random walk with negative drift5
Mean square error and variance estimation of the sample ratio under Lahiri ’s design5
On the probability of forming polygons from a broken stick5
On the T-test5
Editorial Board5
Inverse tempered stable subordinators and related processes with Mellin transform5
Editorial Board5
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities5
Adaptive and efficient estimation in the Gaussian sequence model5
Random Dirichlet series with α-stable coefficients5
Option pricing under jump diffusion model4
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition4
Posterior robustness with milder conditions: Contamination models revisited4
A simple proof of the Lévy–Khintchine formula for subordinators4
Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections4
The cover time of a (multiple) Markov chain with rational transition probabilities is rational4
Strong orthogonal arrays of strength two-plus based on the Addelman–Kempthorne method4
Local correlation dimension of multidimensional stochastic process4
Least squares estimation for the linear self-repelling diffusion driven by α4
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models4
Functional-coefficient quantile cointegrating regression with stationary covariates4
A kernel-type regression estimator for NMAR response variables with applications to classification4
Algorithm for the product of Jack polynomials and its application to the sphericity test4
Bayes factors functions based on test statistics and non-local moment prior densities4
Solvability of a class of mean-field BSDEs with quadratic growth4
Dependence of variance on covariate design in nonparametric link regression4
Optimal square-root pooling from expert opinions4
Random rotor walks and i.i.d. sandpiles on Sierpiński graphs4
On local likelihood asymptotics for Gaussian mixed-effects model with system noise4
Nonparametric inference for NBUE distributions based on the TTT transform4
Editorial Board4
Editorial Board3
Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects3
Conditions for equality in Anderson’s theorem3
On Samuel’sp-value model and the Simes test under dependence3
Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator3
Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach3
Construction of asymmetric resolvable orthogonal arrays3
Causal effect estimation with censored outcome and covariate selection3
Mean-field forward–backward stochastic differential equations driven by G3
An equilibrium model of reinsurance pricing3
Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk3
Generalizations of some concentration inequalities3
A note on identifiability conditions in confirmatory factor analysis3
The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains3
On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins3
Editorial Board3
Covariance matrix estimation under data-based loss3
Large deviations for high minima of Gaussian processes with nonnegatively correlated increments3
On exponential stability of non-autonomous stochastic differential equations with Markovian switching3
On the length of the shortest path in a sparse Barak–Erdős graph3
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes3
Non-marginal feature screening for varying coefficient competing risks model3
Effective sample size for a mixture prior3
Robust sparse precision matrix estimation for high-dimensional compositional data3
Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises3
Complete qth moment convergence of moving average processes for 3
Editorial Board3
On a central limit theorem in renewal theory3
W23
Controlling the false discovery rate for latent factors via unit-rank deflation3
On the preservation of ageing properties under random maxima3
Consistent tests for semiparametric conditional independence3
Editorial Board3
On the Jajte strong law of large numbers3
Improving the age composition of dynamic populations of manufactured items3
When is the Conway–Maxwell–Poisson distribution infinitely divisible?3
A one-way MANOVA test for high-dimensional data using clustering subspaces3
When is the discrete Weibull distribution infinitely divisible?3
The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation3
The heavy-tail behavior of the difference of two dependent random variables3
A note on Geo3
The logGAR3
Complete convergence with regularly varying moments and norming constants3
Optimal guessing under nonextensive framework and associated moment bounds3
L23
Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise3
A new class of copulas having dependence range larger than FGM-type copulas3
On the universal consistency of histograms anonymised by a randomised response technique3
A normal test for independence via generalized mutual information2
Optimal fractions of three-level factorials under a baseline parameterization2
Study of discrete-time Hawkes process and its compensator2
Epidemic change-point detection in general causal time series2
Indeterminate Hamburger moment problem: Entropy convergence2
A short memory condition for infinitely divisible random fields2
Moderate deviations for the number of descents in a random permutation2
Deriving the central limit theorem from the de Moivre–Laplace theorem2
Exact anytime-valid confidence intervals for contingency tables and beyond2
Two-barriers-reflected BSDE with rank-based data2
Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields2
A note on the asymptotic variance of drift accelerated diffusions2
Weak limits of standardized sums of independent geometrically distributed random variables2
Some new bounds for the mean value function of the residual lifetime process2
Occupation times for spectrally negative Lévy processes on the last exit time2
Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein–Uhlenbeck process2
Forced harmonic oscillators, waves on a forced string and changes of measure2
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach2
A new likelihood inequality for models with latent variables2
On transition density functions of skew Brownian motions with two-valued drift2
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions2
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes2
Sub-exponential rate of convergence to equilibrium for processes on the half-line2
A new random field on lattices2
Nonparametric bootstrap for propensity score matching estimators2
Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework2
FWER for normal distribution in nearly independent setup2
Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise2
An imitation model based on the majority2
An inequality for the total variation distance between high-dimensional centered Gaussian laws2
On strong consistency of kernel k-means: A Rademacher complexity approach2
Local limit theorems for collective risk models2
Uniform bounds for ruin probability in multidimensional risk model2
On a prior based on the Wasserstein information matrix2
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion2
On the Chvátal–Janson conjecture2
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes2
On stochastic dependence in residual lifetime and inactivity time with some applications2
Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables2
Universal distribution of the empirical coverage in split conformal prediction2
Exponential mixing property for absorbing Markov processes2
Stability analysis of semilinear stochastic differential equations2
Simultaneous confidence bands for survival functions from twice censorship2
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks2
A jackknife empirical likelihood ratio test for log-symmetric distributions2
An almost sure invariance principle for some classes of non-stationary mixing sequences2
Is the effective sample size always less than n? A spatial regressi2
Construction of mixed-level designs with minimum discrete discrepancy2
Mean-field fractional BSDEs with locally monotone coefficients2
Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection2
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]2
Hyperbolic cosine ratio and hyperbolic sine ratio random fields2
On Tsallis extropy with an application to pattern recognition2
Convergence rates in the limit theorems for random sums of m-orthogona2
A note on series representation for the q-scale function of a class of2
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums2
Variable-selection consistency of linear quantile regression by validation set approach2
New characterizations of bivariate discrete Schur-constant models2
Limiting distribution for infinite-server batch service queues2
Cramér moderate deviations for a supercritical Galton–Watson process2
A note on statistical distances for discrete log-concave measures2
A nonclassical solution to a classical SDE and a converse to Kolmogorov’s zero–one law2
The law of the iterated logarithm for functionals of the Wiener process2
On Stein factors for Laplace approximation and their application to random sums2
Strictly log-concave probability distributions in discrete response models2
Asymptotic properties of one-layer artificial neural networks with sparse connectivity2
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims2
The range of asymmetric branching random walk2
Determinacy of a distribution with finitely many mass points by finitely many moments2
A decoupling principle for Markov-modulated chains2
Robust parameter estimation of regression models under weakened moment assumptions2
On the GFF with one free boundary condition2
Exact convergence rate in the central limit theorem for a branching process in a random environment2
Some useful results related to various measures of extropy and their interrelationship2
Deterministic implicit two-step Milstein methods for stochastic differential equations2
Formulas for the divergence operator in isonormal Gaussian space2
Construction of space-filling orthogonal Latin hypercube designs2
Fractional diffusion Bessel processes with Hurst index H2
Short cycles of random permutations with cycle weights: Point processes approach2
Approximately mixing time series2
Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums1
Limit Theorems for an extended inverse Hawkes process with general exciting functions1
Pricing formula of Lookback option in stochastic delay differential equation model1
Precise quantile function estimation from the characteristic function1
Convexity and sublinearity of g-expectations1
A. de Moivre theorem revisited1
The conditional spacings and their stochastic properties1
Note on locality of volume growth rate of graphs1
Estimation of the optimal treatment regimes with multiple treatments under proportional hazards model1
Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics1
Monotonic limit theorem for BSDEs with regulated trajectories1
Beta approximation for the two alleles Moran model by Stein’s method1
FWER goes to zero for correlated normal1
Nonparametric density estimation over its unknown support for right censored data1
Probabilistic global well-posedness to the nonlocal Degasperis–Procesi equation1
Kendall’s tau estimator for bivariate zero-inflated count data1
Editorial Board1
Nonparametric estimation of marginal distributions for unordered pairs1
Normal approximation when a chaos grade is greater than two1
Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics1
Copas’ method is sensitive to different mechanisms of publication bias1
On negative correlation of Arboreal Gas for specific parameters1
CellMCD+: An improved outlier-resistant cellwise minimum covariance determinant method1
Nonparametric kernel estimation of conditional copula density1
Limit theorems for a discrete-time marked Hawkes process1
On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable1
On integrals of birth–death processes at random time1
On numbers of observations in random regions determined by records for tail-less populations1
Editorial Board1
On the asymptotic properties of extreme values of discrete random variables1
An upper bound and a characterization for Gini’s mean difference based on correlated random variables1
Nonparametric clustering of discrete probability distributions with generalized Shannon’s entropy and heatmap1
Non-linear Dynkin games over split stopping times1
Stationary jump processes for planar directions obtained by wrapping1
On Stein’s method for stochastically monotone single-birth chains1
Editorial Board1
Editorial Board1
Quantile trace regression via nuclear norm regularization1
A note on conditional expectation for Markov kernels1
On Yu and Hoff’s confidence intervals for treatment means1
Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators1
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