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Content
2027, Volume 240, Issue C
- S0167715226002816 Lp-quantile regression for varying coefficient partially functional linear models
by Sun, Jun & Zhao, Mingtao & Wang, Zhuran
- S0167715226002841 An objective prior from cumulative probabilities for censored data
by Ramos, Pedro L.
- S0167715226002853 On truncated empirical W∞ for unbounded laws
by Yang, Jiaping & Zhang, Yunxin
- S0167715226002865 When posterior predictive checks cannot identify learning rates
by Le, Nam Anh
- S0167715226002877 Law of the Iterated Logarithm for p-walks on Z
by Kaiser, Robin
- S0167715226002889 A MANOVA statistic for increasing number of samples
by Ahmad, Rauf & Ahmed, Ejaz
- S0167715226002890 Unified mixture sampler for state–space models: Application to stochastic conditional duration models
by Hiraki, Daichi & Omori, Yasuhiro
- S0167715226002907 Community detection in stochastic block models via fused variational estimation
by Li, Yuchen & Huang, Mian & Yao, Weixin
- S0167715226002919 Exact rank of good lattice point matrices for doubly even sample sizes
by Elsawah, A.M.
- S0167715226002920 Variational approximated restricted maximum likelihood estimation for spatial data
by Thakur, Debjoy
- S0167715226002932 Berry–Esseen bounds for the max test statistic in high-dimensional panel data
by Yang, Xueming & Zhang, Yong
- S0167715226002944 Double-debiasing and dimension-saving instrumental variable estimators for any outcome variable with heterogeneous effects
by Lee, Goeun & Lee, Myoung-jae
- S0167715226002956 Exact posterior and asymptotics for the semi-Markov beta–Stacy process
by Florakis, Konstantinos & Trevezas, Samis
- S0167715226002968 Minimum aberration s-level designs for split-plot experiments with primary whole-plot factors
by Jiang, Haosheng & Zhao, Shengli
- S0167715226002981 A random walk approach to Benford’s law in rational stick fragmentation
by Ambrose, Kyle
- S0167715226002993 Cramér-type moderate deviations for a second-order continuous-time non-ergodic Gaussian autoregression
by Liu, Wei & Pan, Yajuan
- S0167715226003068 Expected discrimination frequency in a two-server queue with heterogeneous servers
by Kim, Bara & Kim, Jeongsim
- S0167715226003081 Hard model selection can destroy bounded influence
by Srisuradetchai, Patchanok
- S0167715226003093 Testing uncommon symmetries by means of characteristic functions
by Čapková, Tereza & Klicnarová, Jana & Šiman, Miroslav
- S0167715226003111 Well-posedness of McKean–Vlasov stochastic variational inequalities with delay
by Chen, Yanbo & Nie, Tianyang
- S0167715226003123 How far are d-dimensional copulas with uniform (d−1)-marginals from (total) independence?
by Kokol Bukovšek, Damjana & Stopar, Nik & Trutschnig, Wolfgang
- S0167715226003159 A sharp gap for limiting threshold probabilities with application to discrimination for MDPs
by Yue, Hongyu & Lu, Xiaoyang & Chen, Jinwen
- S016771522600283X Panjer recursions for compound distributions with applications to the multivariate case
by Pitselis, Georgios
- S016771522600297X Generalized linear multiple kernel learning for high-dimensional image data
by Shi, Qiyuan & Kang, Jian & Li, Yi
- S016771522600307X Strictly monotonic distribution functions of stochastic processes functionals
by Yang, Lijian
- S016771522600310X A covariance greedy algorithm for scalar-on-function regression
by Qu, Wei & Shen, Hongyan & Qian, Tao
2026, Volume 239, Issue C
- S0167715226002129 A Gaussian extremal property for a two-dimensional moment ratio in the symmetric stable family
by Dermitzakis, Vaios
- S0167715226002178 Moment diagnostics for NBUE/NWUE ageing of the conditional time to ruin in the classical Cramér–Lundberg risk model
by Dermitzakis, Vaios
- S0167715226002488 Extremes of Gaussian fields with a product term in the variance
by Novikov, Svyatoslav
- S0167715226002506 A note on tamed Euler approximations for reflected stochastic differential equations with delay
by Huang, Richeng & Wang, Qingran & Wu, Jing
- S0167715226002518 The information limit of consensus detection on bounded ordinal scales
by Looten, Vincent & Saguin, Emeric
- S0167715226002531 The Wiener stochastic flow associated with the skew sticky Tanaka equation
by Touhami, Wajdi
- S0167715226002543 Convergence of the numerical segment process for super-linear stochastic functional differential equations
by Deng, Shounian & Fei, Weiyin & Shi, Banban
- S0167715226002555 On a new state-dependent extreme shock model
by Goyal, Dheeraj & Finkelstein, Maxim
- S0167715226002567 Laws of large numbers for arrays of random variables under totally monotone capacities
by Giap, Duong Xuan
- S0167715226002579 Addressing parity blindness of data-driven Sobolev tests on the hypersphere
by Reverbel, Marcio
- S0167715226002580 On spectral clustering under non-isotropic Gaussian mixture models
by Kawamoto, Kohei & Goto, Yuichi & Tsukuda, Koji
- S0167715226002592 Central limit theorem and Berry–Esseen bound for weighted sums generated by a bisexual branching process in random environments
by Xiao, Sheng
- S0167715226002609 Some relations between the renewal and the harmonic renewal density
by Losidis, Sotirios & Politis, Konstadinos & Dermitzakis, Vaios
- S0167715226002610 Distributed sketching on data partitions for OLS regression
by Yang, Luyuan & Garner, Brayden S. & Shafaei, Shayan & Lan, Chao
- S0167715226002622 Extreme Value Theory analysis of prime gap distributions: Statistical analysis of Cramér’s conjecture and light-tailed behavior
by Afriyie, Gideon
- S0167715226002634 A note on k-NN gating in RAG
by Biau, Gérard & Boyer, Claire
- S0167715226002646 Continuous kernel point processes with spectral transform
by Biswas, Amitakshar
- S0167715226002658 Modular aggregation as a debiasing method for non-stationary discrete sources: Convergence and numerical validation
by Gueron, Eduardo
- S0167715226002671 On conditional independence within multivariate Bernoulli random vectors
by Valiquette, Samuel & Genest, Christian
- S0167715226002683 Tail ratio limits and one-sided hazard convergence for class L(γ)
by Liu, Nan & Song, Peihan & Chen, Wei
- S0167715226002695 Local precise large deviations for the elephant random walk with random step sizes
by Liang, Shuyuan
- S0167715226002774 Nonparametric estimation of splicing points in actuarial loss distributions via data transformation
by Funke, Benedikt & Hirukawa, Masayuki
- S0167715226002786 Self-normalized tests for multistep conditional predictive ability
by Chen, Qitong & Lai, Shuwen
- S0167715226002798 On the equivalence of weak and strong convergences of densities
by Mynbaev, Kairat & Martins-Filho, Carlos
- S0167715226002804 Functional law of large numbers and central limit theorem for Crump–Mode–Jagers branching processes
by Dramé, Ibrahima & Pardoux, Etienne
- S0167715226002828 Divergence-private query release and high-dimensional mean estimation
by Deng, Fengnan & Vidyashankar, Anand N.
- S016771522600249X Weak convergence from projections along a positive-measure set of directions
by Cholaquidis, Alejandro & Hernández-Banadik, Manuel
- S016771522600252X Sharp two-point local time estimates for critical branching random walks in low dimensions
by Chen, Qitong & Lai, Shuwen
- S016771522600266X Finite-sample Borel–Cantelli inequalities under mixing conditions
by Panraksa, Chatchawan
2026, Volume 238, Issue C
- S0167715226001586 Extending infinitely divisible distributions: An algebraic approach
by Berger, David
- S0167715226001719 Geometric ergodicity of Gibbs sampler for Bayesian linear regression with tail adaptive shrinkage
by Chakraborty, Abhisek
- S0167715226001999 An improved trajectory fitting estimator for reflected Cox–Ingersoll–Ross interest rate processes with two-sided barriers
by Zhang, Xuekang & Wu, Jiaqi & Liu, Hongjian
- S0167715226002002 Sharp W1 bounds for compound sums
by Dermitzakis, Vaios
- S0167715226002099 Range-based last passage time for spectrally negative Lévy processes
by Yang, Mengni
- S0167715226002105 Variational shrinkage and excess risk in sparse normal means
by Javed, Farrukh
- S0167715226002117 Wasserstein convergence properties for Gaussian-smoothed empirical measures
by Li, Huaiqian & Wu, Bingyao
- S0167715226002130 Game options with jumps and multiple defaults: Valuation via doubly reflected BSDEs
by Elmansouri, Badr
- S0167715226002142 From the GNZ identity to a Dyson–Schwinger cumulant hierarchy for point processes
by Clark, Daniel E.
- S0167715226002154 Sharp large deviation estimates for heavy-tailed extrema
by Zapata, José M.
- S0167715226002166 On the distribution and asymptotics of the quadratic variation of Brownian motion on a time scale
by Sanyal, Suman
- S0167715226002191 From Lévy jumps to Gaussian fluctuations: A weak error analysis
by Fu, Hongbo & Wan, Li
- S0167715226002208 A semi-implicit Euler–Maruyama approximation for SDEs with super-linearly growing drifts
by Hua, Thanh-Phuong & Le, Quynh-Chi & Nghiem, Xuan-Tung & Luong, Duc-Trong & Ngo, Hoang Long
- S0167715226002221 Spatial independent component analysis for heteroskedastic random fields
by Morales Martínez, Rodrigo & Nordhausen, Klaus & Ruiz, Anne M.
- S0167715226002233 An adaptive test procedure for high-dimensional regression coefficients
by Zhao, Ping & Song, Fengyi & Ma, Huifang
- S0167715226002312 Maximum entropy of sums of independent ternary random variables
by Kovačević, Mladen
- S0167715226002324 Statistical inference for sequential feature selection after domain adaptation
by Loc, Duong Tan & Loi, Nguyen Thang & Duy, Vo Nguyen Le
- S0167715226002336 Absolute moment inequalities under quadratic-form positivity
by Pang, Zhekai
- S0167715226002348 Measures of inaccuracy based on varextropy
by Goodarzi, Faranak & Ghafouri, Somayeh
- S0167715226002373 The generalized word count in two-level fractional factorial designs
by Zhou, Xietao & Gilmour, Steven G.
- S0167715226002385 On invariant moment matching priors for Bayesian point prediction
by Hashimoto, Shintaro
- S0167715226002397 On the Kolmogorov–Feller weak law of large numbers for the Fréchet mean on non-compact symmetric spaces
by Lee, Jongmin & Jung, Sungkyu
- S0167715226002403 Precise large deviations for random Dirichlet series
by Xia, Xianjie
- S0167715226002415 Split empirical likelihood via universal inference for bounded means
by Xu, Jiade & Li, Zhouping
- S0167715226002427 Time-varying fractional and bifractional Brownian motions on metric spaces
by Ma, Chunsheng
- S0167715226002439 Longest visible rays in Boolean models with general convex grains
by Thäle, Christoph
- S0167715226002440 Optimal design evaluation and selection for order-of-addition factorial experiments
by Zhao, Shengli & Pang, Guangpeng & Yan, Haojie
- S0167715226002452 A modeling framework for analyzing repeated outcomes from high-dimensional complex big data using statistical learning models
by Chowdhury, Rafiqul & Hasan, M. Tariqul & Huda, Shahariar
- S0167715226002464 Bayesian multiplicity correction in the probabilistic forward stepwise framework
by Womack, Andrew & Taylor-Rodríguez, Daniel
- S0167715226002476 On the estimation of large-dimensional covariance matrices based on noisy observations
by Deng, Yibo & Xia, Ningning & Yu, Wenxin
- S016771522600218X Asymptotic theory for multiple samples with flexible random membership
by Shin, Ha-Young
- S016771522600221X Degenerate boundary conditions in mean-reverting optimal stopping problems
by Goto, Makoto
2026, Volume 237, Issue C
- S0167715226001197 Moderate deviation principles of the deviation between sample quantiles and the quantile for α-mixing sequences
by Wang, Zhen & Miao, Yu
- S0167715226001550 Quantile-based nonparametric estimation of the Kullback-Leibler divergence
by Mathew, Angel & Raj, Nibha P.
- S0167715226001574 Structured wavelet-based sparse discriminant analysis in high dimensions
by Ali, Taha Hussein & Abdulqader, Azzah Mustafa & Kework, Luceen Immanuel
- S0167715226001616 Spectral curvature of stochastic hazard operators on graphs
by Vallarino, Diego
- S0167715226001653 Almost sure CLT for the hyperbolic Anderson model with Lévy colored noise
by Balan, Raluca M. & Kouamé, Hanniel E. & Stephenson, William D.
- S0167715226001665 A bias correction for the mutual information sample estimator
by Marinescu, Marius & Balcau, Costel
- S0167715226001677 Drift parameter estimation for the noisy Ornstein–Uhlenbeck process driven by a Rosenblatt process
by Araya, Héctor & Plaza-Vega, Francisco & Alvarado, Eloy
- S0167715226001689 Eigenvalue fluctuations of real valued centrosymmetric matrices
by Jana, Indrajit & Rani, Sunita
- S0167715226001690 Solving the FX cross-smiles problem — rate of convergence for Sinkhorn marginals, and the finite-option case
by Forde, Martin
- S0167715226001707 Bidirectional random projections
by Lan, Chao & Yang, Luyuan
- S0167715226001720 Non-ignorable fuzziness in granular counts: The case of RNA-seq data
by Calcagnì, Antonio & Consiglio, Arianna & Grzegorzewski, Przemysław & Mencar, Corrado
- S0167715226001793 An extension of Stein’s method incorporating independence
by Balašev-Samarski, Aleksandar & Mansouri, Abdol-Reza
- S0167715226001823 Universal higher-order Bartlett correction
by Noma, Hisashi
- S0167715226001835 Bias reduction via complementation of orthogonal arrays under a baseline parameterization
by Karunanayaka, Ruwan Chamara
- S0167715226001847 Asymptotic results for spectrally positive compound Poisson processes
by Cui, Zhi-Hao & Wu, Hao
- S0167715226001859 Sharp asymptotics for permutation uncertainty in the Gaussian location model
by Kim, Taeyun
- S0167715226001860 Stein’s method for ergodic rates of stochastically monotone Markov chains
by Zhu, Jiangle & Liu, Jinpeng & Li, Wendi
- S0167715226001872 Independent approximation in separable Hilbert spaces via spectral truncation
by Phuong, Nguyen Duc
- S0167715226001884 Robust quantile regression in RKHS: Solution paths for censored and truncated data
by Park, Jinho
- S0167715226001896 Optimal designs for estimating individual coefficients in trigonometric regression with no intercept
by Shpilev, Petr & Melas, Viatcheslav Borisovich
- S0167715226001902 Spearman’s rho for zero-inflated count data: Formulation and attainable bounds
by Arends, Jasper & Lyu, Guanjie & Mesfioui, Mhamed & Perrone, Elisa & Trufin, Julien
- S0167715226001914 Asymptotic properties of the MLE in distributional regression under random censoring
by Kremling, Gitte & Dikta, Gerhard
- S0167715226001926 Estimating a common break in anti-persistent panel models with cross-sectional dependence
by Wang, Qian & Xi, Daiqing
- S0167715226001938 Improved Huber regression in distributed systems
by Lin, Yiru & Jiang, Rong & Hou, Xueying & Zhang, Yingming
- S0167715226001951 On the Golomb–Dickman constant under Ewens sampling
by Mendonça, José Ricardo G. & Negret, Luis Jehiel
- S0167715226001963 A central limit theorem for moderately high-dimensional Kendall’s cross-correlation matrices with applications to independence testing
by Bhattacharjee, Monika & Shevade, Raunak
- S0167715226001975 Basis precision matrix estimation under lower moment condition for compositional data
by Tian, Lin & Wang, Jinru
- S0167715226001987 A note on the use of binomial distributions in CUB-type mixture models
by Tutz, Gerhard & Berger, Moritz & Mauerer, Ingrid
- S0167715226002014 The Chover-type law of the iterated logarithm for weighted sums of heavy-tailed variables
by Sun, Lu & Chen, Pingyan
- S0167715226002087 Existence and uniqueness of a strong solution for a stochastic hyperbolic–parabolic equation with multiplicative noise
by Costa, Aubedir Seixas & Coayla-Teran, Edson A.
- S016771522600163X A simple random walk staying in a strip for a long time
by Bakai, G.
- S016771522600194X Orthogonal parametrisations of Extreme-Value distributions
by Huet, Nathan & Prosdocimi, Ilaria
2026, Volume 236, Issue C
- S0167715226001124 Edge statistics for singular values of products of rectangular complex Gaussian matrices
by Gu, Yandong
- S0167715226001148 A simple geometric proof for the characterisation of e-merging functions
by Clerico, Eugenio
- S0167715226001161 Characterizations of distributions of (k1,k2,…,km) patterns
by Inoue, Kiyoshi
- S0167715226001185 Exact moment formulae for mean-normalized statistics with applications to inequality measures
by Zou, Haolin & Yao, Heyuan & de la Peña, Victor H.
- S0167715226001203 A high-dimensional additive model with a nonparametric extension of Box–Cox transformations
by Liang, Weijuan & Zhang, Qingzhao & Ma, Shuangge
- S0167715226001215 Asymptotic non-equivalence of a diffusion and its Euler scheme experiments with unknown variance
by Pillai, Natesh S. & Smith, Aaron
- S0167715226001227 Sublinear expectation structure under discrete state space
by Yang, Shuzhen & Zhang, Wenqing
- S0167715226001239 Parabolic Anderson model on infinite-dimensional hypercube(I): Asymptotic total mass
by Zhao, Jijun & Wang, Caishi & Fan, Nan
- S0167715226001240 Computing expectiles via fixed point iterations
by Ha, Thi Khanh Linh & Hamel, Andreas H. & Kostner, Daniel
- S0167715226001318 Functional central limit theorems for the dynamic elephant random walk
by Tokumitsu, Go
- S0167715226001343 A zero intercept Vec model
by Hafner, Christian M. & Preminger, Arie
- S0167715226001355 A sample-path approach to almost sure exponential stability of moment exponentially stable stochastic functional differential equations
by Tang, Yiyi
- S0167715226001367 Identifiable sparse Bayesian factorizations via meta regression
by Canale, Antonio & Schiavon, Lorenzo & Stolf, Federica
- S0167715226001379 Transfer learning for high-dimensional linear regression under grouped variables
by Lai, Peng & Sun, Yujie
- S0167715226001380 A relaxation of conditions for the convergence of the maximum of stationary random field to an extreme value distribution
by Nakajima, Kazuki
- S0167715226001392 A finite-sample Borel–Cantelli inequality under m-dependence
by Panraksa, Chatchawan
- S0167715226001409 Markov processes on a circular lattice
by Majumdar, Sourav
- S0167715226001410 Boundary behavior of continuous-state interacting multi-type branching processes with immigration
by Jin, Peng & Zhou, Jiaqi
- S0167715226001422 Multi-treatment classification weighted learning for estimating optimal treatment regimes
by Fang, Yuexin & Li, Hongmei & Tan, Xiangyong
- S0167715226001434 Bartlett identities for spatial point processes
by Clark, Daniel E.
- S0167715226001446 Cramér-type moderate deviations for autoregressive processes with Weibull-type innovations
by Fan, Xiequan & Hu, Haijuan & Li, Huazhang
- S0167715226001458 Continuity for g-expectation of distribution functions under Kolmogorov distance
by Zhang, Hui & Tian, Dejian & Jiang, Long
- S0167715226001471 On a variation of gambler’s ruin problem
by Chi, Zhiyi & Pozdnyakov, Vladimir
- S0167715226001483 Adaptive regularization of high-dimensional Toeplitz covariance matrix
by Dai, Deliang & Liang, Yuli & Muhinyuza, Stanislas & Pan, Jianxin
- S0167715226001495 A law of large numbers for predicting several steps ahead
by Vovk, Vladimir
- S0167715226001501 Functionals of reflected diffusion processes
by Zhang, Yi & Peng, Jun
- S0167715226001513 Reduction and classification of higher-order Markov chains
by Gallesco, C. & Oliveira, C.T. Genovese Huss & Takahashi, D.Y.
- S0167715226001525 On recovering the conditional quantile and regression functions from moments, Part 1: Approximation
by Mnatsakanov, Robert M.
- S0167715226001537 High-dimensional probabilistic PCA with strong and weak factors: Estimation of noise variance
by Liu, Zhijun & Hu, Jiang & Bai, Zhidong & Wu, Guangyun
- S0167715226001549 Decreasing nature of a sequence related to the Coupon Collector’s problem
by Giam, Kia Keng
- S0167715226001562 Transfer learning for latent variable Gaussian graphical models
by Gao, Hailiang & Zhang, Lixin
- S0167715226001598 Wilks confidence regions for empirical weighted quantiles
by Allouche, M. & Gobet, E.
- S0167715226001604 A note on the relation between one–step, outcome regression and IPW–type estimators of parameters with the mixed bias property
by Rotnitzky, Andrea & Smucler, Ezequiel & Robins, James M.
- S0167715226001628 On lower bounds for hypergeometric tails
by Ai, Jianhang & Pelekis, Christos
- S0167715226001641 Tempered fractional iterated Ornstein–Uhlenbeck processes
by Wang, Jixia & Liu, Haochuang & Liu, Limin
- S016771522600146X A matrix-variate log-normal model for covariance matrices
by Otranto, Edoardo
2026, Volume 235, Issue C
- S0167715226000714 Bandwidth of gamma-distribution-shaped functions via Lambert W function
by LoPrete, Anthony & Burge, Johannes
- S0167715226000726 Symmetrization for high dimensional dependent random variables
by Hill, Jonathan B.
- S0167715226000738 A new mixed generalized δ-shock model
by Manesh, Sirous Fathi & Izadi, Muhyiddin & Khaledi, Baha-Eldin
- S0167715226000775 First to reach n game
by Volkov, Stanislav & Wiktorsson, Magnus
- S0167715226000787 Kac–Stroock type approximations for the Brownian motion from renewal processes
by Bardina, Xavier & Boukfal, Salim
- S0167715226000854 Minimum variance designs with constrained maximum bias
by Wiens, Douglas P.
- S0167715226000866 A directional Poisson point process for univariate extremes
by De Monte, Lambert & Papastathopoulos, Ioannis
- S0167715226000891 Existence and non-existence of the CLT for a family of SDEs driven by stable processes
by Mo, Yingjun & Wang, Yu
- S0167715226000908 Explicit occupation-time laws via operator reduction for Lévy processes with two-sided rational jumps
by Ait-Aoudia, Djilali
- S0167715226000921 On the characteristic function of the asymmetric Student’s t-distribution and an integral involving the sine function
by Gaunt, Robert E.
- S0167715226000933 Limit theorems for marked dynamic contagion processes with mean-reverting Cox–Ingersoll–Ross intensity
by Pandey, Shamiksha & Selvamuthu, Dharmaraja
- S0167715226000945 An objective non-local prior for skew-symmetric models
by Rubio, F.J.
- S0167715226000957 Ergodicity and exponential ergodicity of generalized stochastic Gilpin–Ayala model driven by α-stable process
by Zhou, Xiangyu & Shu, Huisheng & Ding, Jie & Zhang, Xuekang
- S0167715226000969 Sharp large deviation estimates for Gaussian extrema
by Zapata, José M.
- S0167715226000970 Portfolio optimization with probability distortion
by Arcidiacono, Sally Giuseppe & Greco, Salvatore
- S0167715226000982 Empirical Orlicz norms
by Mies, Fabian
- S0167715226000994 An inequality involving alternating binomial sums
by Doumas, Aristides V.
- S0167715226001008 A note on the exact simulation of a random eigenvalue of a gue matrix
by Devroye, Luc & Hamdan, Jad
- S0167715226001021 The maximal correlation coefficient associated with the minimum
by Chang, Yinshan & Chen, Qinwei
- S0167715226001033 A family of conjugate priors for the natural exponential family generated by the generalized hyperbolic secant distributions
by Tojo, Koichi & Yoshino, Taro
- S0167715226001045 A law of thin processes with neighbour-count thinning
by Hlyniana, Kateryna
- S0167715226001057 Landscape k-complexity of isotropic centered Gaussian fields
by Azaïs, Jean-Marc & Delmas, Céline
- S0167715226001069 Worst-case Chernoff bounds for sums of random variables with known means and unequal ranges
by Loper, Jackson & Regier, Jeffrey
- S0167715226001070 On necessary conditions of rational-infinite divisibility for distributions with non-zero discrete parts
by Khartov, A.A.
- S0167715226001082 The discrepancy in min-max statistics between two random matrices with finite third moments
by Chen, Zijun & Chen, Yiming & Wei, Chengfu
- S0167715226001094 Extended Glivenko–Cantelli theorem in nonlinear autoregressive time series
by Cheng, Fuxia
- S0167715226001100 Stochastic homogenization of stable-like processes with divergence free drifts
by Chen, Xin & Yin, Kun
- S0167715226001112 Poisson–Dirichlet approximation for the stationary distribution of the inclusion process
by Gan, Han L.
- S0167715226001136 Central limit theorem for distribution dependent SDEs with multiplicative fractional noise
by Qian, Jin & Shen, Guangjun
- S0167715226001173 Nonparametric estimation of a bivariate mean inactivity time function with application in pink eye disease data
by Zachariah, Swaroop Georgy & Arshad, Mohd. & Sarkar, Mojammel Haque
- S016771522600091X Discrete-time partially observable stopping games with a risk probability criterion
by Zhang, Wenzhao & Xu, Jinwen & Li, Qing
- S016771522600101X Chung’s LIL for the linear stochastic fractional heat equation at origin
by Liu, Chang & Wang, Ran
- S016771522600115X On existence of local times for additive Lévy fields
by Vishwakarma, Pradeep & Kataria, Kuldeep Kumar
2026, Volume 234, Issue C
- S0167715226000258 Hawkes process with tempered Mittag-Leffler kernel
by Gupta, Neha & Maheshwari, Aditya
- S0167715226000325 Mean convergence theorems and weak law of large number for multidimensional arrays of pairwise negatively dependent random variables
by Dzung, Nguyen Chi & Thuy, Nguyen Thi & Van, Vo Thi Hong
- S0167715226000477 Strong consistency of the SIMEX estimator in linear regression with a conditionally Poisson covariate
by Yang, Aijun & Lesperance, Mary & Nathoo, Farouk S.
- S0167715226000520 Moderate deviation principle for the chi-square statistics
by Yu, Zhenhong & Miao, Yu
- S0167715226000532 Classical central limit theorem via conditional expectations
by Pratelli, Luca & Rigo, Pietro
- S0167715226000544 On Fisher information for multivariate elliptically contoured distributions
by Terdik, György
- S0167715226000556 An elementary proof of Walker’s refined Cauchy–Schwarz inequality
by Mokhtarpour, Mehrnoush & Agahi, Hamzeh & Pourdarvish, Ahmad
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