Statistics & Probability Letters

Article	Citations
Improving the Bickel–Rosenblatt global measure of deviation and goodness-of-fit test	15
Conjugate priors and bias reduction for logistic regression models	14
On absolute moment-based upper bounds for L-moments	13
Some new asymptotic results for series estimation under clustered dependence	13
Large deviations for mean field model in Erdős–Rényi graph	12
Convergence of series of conditional expectations	12
Saddlepoint approximations for the probability mass functions of some nonparametric test statistics	12
Azuma-Hoeffding bounds for a class of urn models	12
On the optional and orthogonal decompositions of supermartingales and applications	11
Editorial Board	10
On harmonic oscillator hazard functions	10
Scalable efficient reproducible multi-task learning via data splitting	10
On mixture relationships between central and non-central chi-squared difference distributions	9
On a family of Lévy processes without support in	9
Adaptive rank-based tests for high dimensional mean problems	9
On Itô’s formula for semimartingales with jumps and non-C	9
Surviving ends in Bernoulli percolation on graphs roughly isometric to a tree	9
Universally consistent K-sample tests via dependence measures	8
Kac’s central limit theorem by Stein’s method	8
A note on the conditional probabilities of the telegraph process	8
Dispersive and hazard rate orderings of parallel systems with exponential dependent components	8
Random Dirichlet series with α-stable coefficients	8
On the T-test	7
Unified specification tests in partially linear quantile regression models	7
Adaptive signal recovery with Subbotin noise	7

Exact post-selection inference for adjusted R squared selection	7
Local polynomial estimation of nonparametric general estimating equations	7
Mean square error and variance estimation of the sample ratio under Lahiri ’s design	7
Editorial Board	7
Asymptotic properties of goodness of fit tests based on higher order overlapping spacings	7
Editorial Board	7
Log-convexity of moments of averages of i.i.d. Gamma and Poisson random variables	7
Adaptive and efficient estimation in the Gaussian sequence model	6
Editorial Board	6
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models	6
Minimax rate for optimal transport regression between distributions	6
Editorial Board	6
Posterior robustness with milder conditions: Contamination models revisited	6
Random games under normal mean–variance mixture distributed independent linear joint chance constraints	6
Sylvester’s problem for beta-type distributions	6
Moments of the first descending epoch for a random walk with negative drift	6
A Berry–Esseen bound for vector-valued martingales	6
Solvability of a class of mean-field BSDEs with quadratic growth	6
A Generalized Likelihood Ratio test for constancy in varying coefficient models with endogenous regressors	5
Non-central moderate deviations for compound fractional Poisson processes	5
Product disintegrations: A law of large numbers via conditional independence	5
A generalisation of Ville’s inequality to monotonic lower bounds and thresholds	5
Dependence of variance on covariate design in nonparametric link regression	5
Normal approximations for sequences with the property of strong	5
Sampling random spanning arborescences in graphs with low conductance	5
Parameter estimation for non-stationary α	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
Editorial Board	5
Inverse tempered stable subordinators and related processes with Mellin transform	5
A free probabilistic framework for analyzing the transformer-based language models	5
Frisch–Waugh–Lovell theorem-type results for the k-Class and 2SGMM estimators	5
On the tightness of the Laplace approximation for statistical inference	5
Editorial Board	5
A kernel-type regression estimator for NMAR response variables with applications to classification	4
Functional-coefficient quantile cointegrating regression with stationary covariates	4
Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator	4
Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects	4
Exponential stabilization via discrete-time feedback control for stochastic systems driven by 4
Bayes factors functions based on test statistics and non-local moment prior densities	4
On the universal consistency of histograms anonymised by a randomised response technique	4
Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections	4
Conditions for equality in Anderson’s theorem	4
A one-way MANOVA test for high-dimensional data using clustering subspaces	4
When is the discrete Weibull distribution infinitely divisible?	4
Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes	4
On local likelihood asymptotics for Gaussian mixed-effects model with system noise	4
Risk-sensitive semi-Markov decision problems with discounted cost and general utilities	4
On Samuel’s p-value model and the Simes test under dependence	4
W2	4

Minimax optimality of kernel ridge regression when kernel eigenvalues decay polynomially or exponentially	4
Nonparametric inference for NBUE distributions based on the TTT transform	4
The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation	4
An equilibrium model of reinsurance pricing	4
The law of thin processes: A law of large numbers for point processes	4
Random rotor walks and i.i.d. sandpiles on Sierpiński graphs	4
Optimal square-root pooling from expert opinions	4
Editorial Board	4
Algorithm for the product of Jack polynomials and its application to the sphericity test	4
Editorial Board	4
Improving the age composition of dynamic populations of manufactured items	4
Optimal guessing under nonextensive framework and associated moment bounds	4
Option pricing under jump diffusion model	4
On the preservation of ageing properties under random maxima	4
On exponential stability of non-autonomous stochastic differential equations with Markovian switching	4
On the length of the shortest path in a sparse Barak–Erdős graph	4
The cover time of a (multiple) Markov chain with rational transition probabilities is rational	4
A note on statistical distances for discrete log-concave measures	3
Complete qth moment convergence of moving average processes for	3
Parameter estimation of Burgers equations driven by white-colored noise	3
Editorial Board	3
Transportation cost inequalities for the stochastic Ginzburg–Landau equation driven by space–time white noises	3
Consistent tests for semiparametric conditional independence	3
Calculating the Gerber–Shiu function for Sparre Andersen process via collocation method	3
A note on series representation for the q-scale function of a class of	3
A new random field on lattices	3
Large deviations for high minima of Gaussian processes with nonnegatively correlated increments	3
Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise	3
A note on blinded continuous monitoring for continuous outcomes	3
Causal effect estimation with censored outcome and covariate selection	3
Editorial Board	3
Moderate deviations for the number of descents in a random permutation	3
A short memory condition for infinitely divisible random fields	3
Editorial Board	3
Optimal fractions of three-level factorials under a baseline parameterization	3
On a central limit theorem in renewal theory	3
On the product of correlated normal random variables and the noncentral chi-square difference distribution	3
Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk	3
Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework	3
Construction of asymmetric resolvable orthogonal arrays	3
A note on the geodesic normal distribution on the sphere	3
The heavy-tail behavior of the difference of two dependent random variables	3
Weighted Simplex Centroid Mixture Experiments for third order Becker’s models: The R-optimal approach	3
Complete convergence with regularly varying moments and norming constants	3
Non-marginal feature screening for varying coefficient competing risks model	3
Weak limits of standardized sums of independent geometrically distributed random variables	3
Saddlepoint approximation for the kernel density estimator	3
Robust sparse precision matrix estimation for high-dimensional compositional data	3
Editorial Board	3
Simplified k-sample nonparametric hypothesis tests for quantile resid	3
Blow-up solution to an abstract non-local stochastic heat equation with Lévy noise	3
Central limit theorems for divergent higher-order Hermite integrals of Brownian motion	3
A note on Geo	3
A new class of copulas having dependence range larger than FGM-type copulas	3
L2	3
The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains	3
Synchronization of coupled system driven by additive fractional Brownian motion	3
Martingale posteriors for generative classifiers	3
Mean-field forward–backward stochastic differential equations driven by G	3
The logGAR	3
Two-barriers-reflected BSDE with rank-based data	3
Comparing weak and strong convergence of density functions	2
The law of the iterated logarithm for functionals of the Wiener process	2
The fractional smoothness of integral functionals driven by Brownian motion	2
Simultaneous confidence bands for survival functions from twice censorship	2
Palm versions of Hawkes processes	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
The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion	2
A jackknife empirical likelihood ratio test for log-symmetric distributions	2
Exact anytime-valid confidence intervals for contingency tables and beyond	2
Universal distribution of the empirical coverage in split conformal prediction	2
Nearly minimax empirical Bayesian prediction of independent Poisson observables	2
An almost sure invariance principle for some classes of non-stationary mixing sequences	2
The range of asymmetric branching random walk	2
Skew Brownian motion with dry friction: Joint density approach	2
Nonparametric bootstrap for propensity score matching estimators	2
Robust parameter estimation of regression models under weakened moment assumptions	2
Short cycles of random permutations with cycle weights: Point processes approach	2
On transition density functions of skew Brownian motions with two-valued drift	2

Efficient sampling in disease surveillance through subpopulations: Sampling canaries in the coal mine	2
On weak convergence of Gaussian conditional distributions	2
An imitation model based on the majority	2
Mathematical research with GPT-5: A Malliavin–Stein experiment	2
Local linear estimate of the functional expectile regression	2
Poisson approximation and D(	2
A general logarithmic asymptotic behavior for partial sums of i.i.d. random variables	2
Epidemic change-point detection in general causal time series	2
Editorial Board	2
A sharp Lp<	2
Is the effective sample size always less than n? A spatial regressi	2
Asymptotic behavior for supercritical branching processes	2
The “logarithmic scale” Minkowski dimension of the most visited sites of two-dimensional Brownian motion	2
Hölder continuity of stochastic heat equation with rough Gaussian noise	2
Some comments on “The density flatness phenomenon” by Alhakim and Molchanov and the Dickman distribution	2
A new likelihood inequality for models with latent variables	2
The mean square displacement of random walk on the Manhattan lattice	2
Fractional diffusion Bessel processes with Hurst index H	2
Huber estimation for the network autoregressive model	2
Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields	2
Editorial Board	2
Generating negative regression dependence via conditioning operations	2
Averaging p-values under exchangeability	2
Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes	2
Local limit theorems for collective risk models	2
Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy Process	2
Anytime-valid FDR control with the stopped e-BH procedure	2
Mean-field fractional BSDEs with locally monotone coefficients	2
On the GFF with one free boundary condition	2
Nonparametric regression with modified ReLU networks	2
Approximately mixing time series	2
An inequality for the total variation distance between high-dimensional centered Gaussian laws	2
Note on the delta method for finite population inference with applications to causal inference	2
3 × 3 optimal ranked set sampling design with	2
FWER for normal distribution in nearly independent setup	2
The existence of a class of asymmetric orthogonal arrays with seven factors	2
Construction of mixed-level designs with minimum discrete discrepancy	2
Hoeffding and Bernstein inequalities for U-statistics without replacement	2
Transportation cost-information inequality for non-linear time-fractional stochastic heat equation driven by space–time white noise	2
Asymptotic properties of one-layer artificial neural networks with sparse connectivity	2
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion	2
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836]	2
A note on three new bounds of Tsallis entropy	2
Probability solution for time-fractional Fokker–Planck–Kolmogorov equations with time–space-dependent Lévy measure	2
On Stein factors for Laplace approximation and their application to random sums	2
Component projection balanced designs for order of addition experiments	2
A note on the induction of comonotonic additive risk measures from acceptance sets	2
Strictly log-concave probability distributions in discrete response models	2
A jackknife empirical likelihood ratio test for strong mean inactivity time order	2
Uniform bounds for ruin probability in multidimensional risk model	2
Endogenous treatment effect for any response conditional on control propensity score	2
On the empirical approximation to quantiles from Lugannani–Rice saddlepoint formula	2
Limiting distribution for infinite-server batch service queues	2
On the use of robust estimators of multivariate location for heterogeneous data	2
Variable-selection consistency of linear quantile regression by validation set approach	2
Necessary and sufficient conditions for the Marcĕnko–Pastur law for sample correlation matrices	2
Convergence rates in the limit theorems for random sums of m-orthogona	2
Hypothetical versus real life predictions for clusters based finite population total using count and binary survey data	2
Berry–Esseen bound and Cramér-type moderate deviations of the maximum likelihood estimator in Rayleigh diffusion process	2
Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns	2
Indeterminate Hamburger moment problem: Entropy convergence	2
A mixture model for skewed mixed-type data	2
Survival probability for super-Brownian motion with absorption	2
On a prior based on the Wasserstein information matrix	2
Precise large deviations for non-centralized sums of partial sums and random sums of heavy-tailed END random variables	2
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums	2
Stochastic stability for linear autoregressive model with Gaussian innovations	2
Domain of attraction of quasi-stationary distribution for absorbing Markov processes	2
Asymptotics for the ruin probability of a bidimensional renewal risk model with dependent main claims and delayed claims	2
Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions	2
Fractional signature: A generalisation of the signature inspired by fractional calculus	2
Maximum conditional likelihood estimation for the REST model with measurement error	2
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks	2
A normal test for independence via generalized mutual information	2
On the extinction of continuous state branching processes with competition	2
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach	2
Formulas for the divergence operator in isonormal Gaussian space	2
Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection	2
Approximate distribution of eigenvalues of a generalized Wishart matrix under an extended Gaussian model	2
Almost sure convergence of randomized urn models with application to elephant random walk	2
Some useful results related to various measures of extropy and their interrelationship	2
Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion wit	2
On the Chvátal–Janson conjecture	2
Strong convergence of multi-scale stochastic differential equations with a full dependence	2
Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients	2
Study of discrete-time Hawkes process and its compensator	2
Approximating the magnetization in the Curie–Weiss model	2
Some new bounds for the mean value function of the residual lifetime process	2