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Statistics & Probability Letters

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Description: STATISTICS & PROBABILITY LETTERS adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. All areas of statistics and probability, including biostatistics ...
Series handle: RePEc:eee:stapro
ISSN: 0167-7152

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Content

2014, Volume 94, Issue C

29-38 A fluctuation limit theorem for a critical branching process with dependent immigration
by Guo, Hongsong & Zhang, Mei
39-47 A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion
by Kim, Jeong-Hoon & Park, Sang-Hyeon
48-55 On pre-exit joint occupation times for spectrally negative Lévy processes
by Li, Yingqiu & Zhou, Xiaowen
56-62 On infinitely divisible distributions with polynomially decaying characteristic functions
by Trabs, Mathias
63-68 A Baum–Katz theorem for i.i.d. random variables with higher order moments
by Chen, Pingyan & Sung, Soo Hak
69-76 Least absolute deviation estimation for general fractionally integrated autoregressive moving average time series models
by Wu, Rongning
77-85 Wasserstein-Divergence transportation inequalities and polynomial concentration inequalities
by Ding, Ying
86-90 On dynamics of volatilities in nonstationary GARCH models
by Li, Dong & Li, Muyi & Wu, Wuqing
91-97 Sharp L2logL inequalities for the Haar system and martingale transforms
by Osȩkowski, Adam
98-105 Estimating the transition matrix of a Markov chain observed at random times
by Barsotti, Flavia & De Castro, Yohann & Espinasse, Thibault & Rochet, Paul
106-112 Improving bias in kernel density estimation
by Mynbaev, Kairat T. & Nadarajah, Saralees & Withers, Christopher S. & Aipenova, Aziza S.
113-118 Non-causal strictly stationary solutions of random recurrence equations
by Brandes, Dirk-Philip & Lindner, Alexander
119-127 A robust and efficient estimation method for single-index varying-coefficient models
by Yang, Hu & Guo, Chaohui & Lv, Jing
128-134 Computing subsignatures of systems with exchangeable component lifetimes
by Marichal, Jean-Luc
135-143 Approximation of inverse moments of discrete distributions
by Phillips, T.R.L. & Zhigljavsky, A.
144-152 Structure of the third moment of the generalized Rosenblatt distribution
by Bai, Shuyang & Taqqu, Murad S.
153-161 A note on processes with random stationary increments
by Zhang, Haimeng & Huang, Chunfeng
162-169 On the construction of restricted minimum aberration designs
by Suen, Chung-yi & Das, Ashish & Midha, C.K.
170-175 On cumulative residual entropy of order statistics
by Park, Sangun & Kim, Ilmun
176-180 The limiting failure rate for a convolution of gamma distributions
by Block, Henry W. & Langberg, Naftali A. & Savits, Thomas H.
181-191 Consistency of a numerical approximation to the first principal component projection pursuit estimator
by Bali, Juan Lucas & Boente, Graciela
192-195 Remarks on the factorization property of some random integrals
by Jurek, Zbigniew J.
196-203 A multiple window scan statistic for time series models
by Wang, Xiao & Zhao, Bo & Glaz, Joseph
204-213 Aggregation of spectral density estimators
by Chang, Christopher & Politis, Dimitris
214-220 The finite sample breakdown point of PCS
by Schmitt, Eric & Öllerer, Viktoria & Vakili, Kaveh
221-229 Uniform asymptotics for the tail probability of weighted sums with heavy tails
by Zhang, Chenhua
230-235 Necessary and sufficient conditions for Hölder continuity of Gaussian processes
by Azmoodeh, Ehsan & Sottinen, Tommi & Viitasaari, Lauri & Yazigi, Adil
236-238 A general central limit theorem for strong mixing sequences
by Ekström, Magnus
239-247 Space-filling Latin hypercube designs based on randomization restrictions in factorial experiments
by Ranjan, Pritam & Spencer, Neil
248-256 Assessing the relationship of evolutionary rates and functional variables by mixture estimating equations
by Lin, Pei-Sheng & Chen, Feng-Chi & Kuo, Shu-Fu & Kung, Yi-Hung
257-266 On integration with respect to the q-Brownian motion
by Bryc, Włodek
267-272 Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives
by Liu, Kai

2014, Volume 93, Issue C

1-6 Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators
by Park, Junyong
7-13 Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations
by Efromovich, Sam
14-18 A new test of independence for high-dimensional data
by Mao, Guangyu
19-26 Bayesian dynamic financial networks with time-varying predictors
by Durante, Daniele & Dunson, David B.
27-33 Minimum divergence estimators, maximum likelihood and exponential families
by Broniatowski, Michel
34-40 Identification of the occurrence of boundary solutions in a contingency table with nonignorable nonresponse
by Park, Yousung & Kim, Daeyoung & Kim, Seongyong
41-45 A note on the identifiability of nonparametric and semiparametric mixtures of GLMs
by Wang, Shaoli & Yao, Weixin & Huang, Mian
46-57 Extremal behavior of pMAX processes
by Ferreira, Helena & Ferreira, Marta
58-64 A note on the first passage time of diffusions with holding and jumping boundary
by Peng, Jun
65-71 New lower bound for centered L2-discrepancy of four-level U-type designs
by Elsawah, A.M. & Qin, Hong
72-77 A stochastic model for assessing the utility of chance
by Bose, Sudip
78-86 Bias-correction of the maximum likelihood estimator for the α-Brownian bridge
by Görgens, Maik & Thulin, Måns
87-95 Small value probabilities for supercritical multitype branching processes with immigration
by Chu, Weijuan
96-101 Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
by Zinodiny, S. & Rezaei, S. & Nadarajah, S.
102-107 Nonparametric recursive quantile estimation
by Kohler, Michael & Krzyżak, Adam & Walk, Harro
108-115 Resolvable orthogonal array-based uniform sliced Latin hypercube designs
by Yang, Xue & Chen, Hao & Liu, Min-Qian
116-125 A smoothing stochastic algorithm for quantile estimation
by Amiri, Aboubacar & Thiam, Baba
126-133 A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint
by Wang, Lu & Shen, Jincheng & Thall, Peter F.
134-142 Bootstrapping the empirical distribution of a linear process
by El Ktaibi, Farid & Gail Ivanoff, B. & Weber, Neville C.

2014, Volume 91, Issue C

1-5 Can the bounds in the multivariate Chebyshev inequality be attained?
by Navarro, Jorge
6-13 On the non existence of unbiased estimators of risk for spherically symmetric distributions
by Fourdrinier, Dominique & Strawderman, William
14-19 Langevin diffusions and the Metropolis-adjusted Langevin algorithm
by Xifara, T. & Sherlock, C. & Livingstone, S. & Byrne, S. & Girolami, M.
20-26 On idiosyncratic stochasticity of financial leverage effects
by Bretó, Carles
27-31 A theorem on CUB models for rank data
by Iannario, Maria & Piccolo, Domenico
32-40 On wavelet projection kernels and the integrated squared error in density estimation
by Giné, Evarist & Madych, W.R.
41-46 On finite long run costs and rewards in infinite Markov chains
by Baumann, Hendrik & Sandmann, Werner
47-51 On the probability of two randomly generated S-permutation matrices to be disjoint
by Yordzhev, Krasimir
52-54 A non-commutative version of Lépingle–Yor martingale inequality
by Qiu, Yanqi
55-61 Geometric ergodicity of the Gibbs sampler for the Poisson change-point model
by Fitzpatrick, Matthew
62-68 Chaos expansion and asymptotic behavior of the Pareto distribution
by Tudor, Ciprian A.
69-75 Shorter nonparametric prediction intervals for an order statistic from a future sample
by Frey, Jesse
76-82 Complete moment convergence for i.i.d. random variables
by Qiu, Dehua & Chen, Pingyan
83-89 Stochastic equations for two-type continuous-state branching processes with immigration and competition
by Ma, Rugang
90-97 Robust variable selection for nonlinear models with diverging number of parameters
by Lv, Zhike & Zhu, Huiming & Yu, Keming
98-106 On positivity of the variance of a tracer moving in a divergence-free Gaussian random field
by Chojecki, Tymoteusz & Komorowski, Tomasz
107-109 On the support of the simple branching random walk
by Johnson, Torrey
110-116 On reparametrization and the Gibbs sampler
by Román, Jorge Carlos & Hobert, James P. & Presnell, Brett
117-123 Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models
by Wang, Hui & Pan, Jiazhu
124-134 Parameter estimation in two-type continuous-state branching processes with immigration
by Xu, Wei
135-144 Large deviation for a least squares estimator in a nonlinear regression model
by Yang, Wenzhi & Hu, Shuhe
145-152 The large-maturity smile for the Stein–Stein model
by Forde, Martin
153-161 An improved robust association test for GWAS with multiple diseases
by Chen, Zhongxue & Huang, Hanwen & Ng, Hon Keung Tony
162-170 Closure property and maximum of randomly weighted sums with heavy-tailed increments
by Yang, Yang & Leipus, Remigijus & Šiaulys, Jonas
171-180 Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables
by Yan, Jun
181-191 Distribution of eigenvalues of large Euclidean matrices generated from lp ellipsoid
by Zeng, Xingyuan

2014, Volume 90, Issue C

1-10 On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
by Ren, Xingwei
11-16 Convergence bound in total variation for an image restoration model
by Jovanovski, Oliver
17-24 Inference for the treatment effects in two sample problems with right-censored and length-biased data
by Lin, Cunjie & Zhou, Yong
25-32 Asymptotic theory for LAD estimation of moderate deviations from a unit root
by Zhou, Zhiyong & Lin, Zhengyan
33-41 Convergence to the maximum process of a fractional Brownian motion with shot noise
by Wang, Yizao
42-45 A dexterous randomized response model for estimating a rare sensitive attribute using Poisson distribution
by Singh, Housila P. & Tarray, Tanveer A.
46-52 A stable manifold MCMC method for high dimensions
by Beskos, Alexandros
53-59 A new class of distribution-free tests for testing ordered location parameters based on sub-samples
by Gaur, Anil
60-67 On piecewise linear processes
by Ratanov, Nikita
68-77 Correlation structure of time-changed Pearson diffusions
by Mijena, Jebessa B. & Nane, Erkan
78-84 Estimating the parameters of an α-stable distribution using the existence of moments of order statistics
by Mohammadi, Mohammad & Mohammadpour, Adel
85-92 The randomly stopped geometric Brownian motion
by Balanzario, Eugenio P. & Ramírez, Rosalva Mendoza & Ortiz, Jorge Sánchez
93-99 Karhunen–Loève expansion for additive Slepian processes
by Liu, Jin V. & Huang, Zongfu & Mao, Hongjun
100-107 Asymptotic approximation for the probability density function of an arbitrary sequence of random variables
by Joutard, Cyrille
108-113 Combining a regression model with a multivariate Markov chain in a forecasting problem
by Damásio, Bruno & Nicolau, João
114-120 Coherent and convex risk measures for portfolios with applications
by Wei, Linxiao & Hu, Yijun
121-128 On testing the coefficient of variation in an inverse Gaussian population
by Chaubey, Yogendra P. & Sen, Debaraj & Saha, Krishna K.
129-135 Non-parametric estimation of the generalized past entropy function with censored dependent data
by Maya, R. & Abdul-Sathar, E.I. & Rajesh, G.
136-139 Asymptotic normality for discretely observed Markov jump processes with an absorbing state
by Kremer, Alexander & Weißbach, Rafael
140-148 Worst-case optimal investment with a random number of crashes
by Belak, Christoph & Christensen, Sören & Menkens, Olaf
149-154 On the use of the Borel–Cantelli lemma in Markov chains
by Stepanov, Alexei

2014, Volume 88, Issue C

1-8 On the effect of perturbation of conditional probabilities in total variation
by Abate, Alessandro & Redig, Frank & Tkachev, Ilya
9-14 Bayesian model comparison: Log scores and DIC
by Krnjajić, Milovan & Draper, David
15-26 Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time
by Li, Xiaohu & Wu, Jintang
27-39 Estimation of the Cholesky decomposition in a conditional independent normal model with missing data
by He, Daojiang & Xu, Kai
40-49 Type II bivariate Pólya–Aeppli distribution
by Minkova, Leda D. & Balakrishnan, N.
50-55 Efficient almost-exact Lévy area sampling
by Malham, Simon J.A. & Wiese, Anke
56-61 On the limiting probabilities of the M/Er/1 queueing system
by Martínez V., José M. & Vallejos C., Reinaldo A. & Barría M., Marta
62-65 A generalization of Chebyshev’s inequality for Hilbert-space-valued random elements
by Budny, Katarzyna
66-72 On perturbation bounds for continuous-time Markov chains
by Zeifman, A.I. & Korolev, V.Yu.
73-79 On stochastic comparisons of residual life time at random time
by Dewan, Isha & Khaledi, Baha-Eldin
80-87 Capturing patterns via parsimonious t mixture models
by Lin, Tsung-I & McNicholas, Paul D. & Ho, Hsiu J.
88-90 A determinantal inequality for correlation matrices
by Olkin, Ingram
91-98 Trajectory composition of Poisson time changes and Markov counting systems
by Bretó, Carles
99-106 Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale
by Zaigraev, A. & Podraza-Karakulska, A.
107-117 A limit theorem for local time and application to random sets
by Laissaoui, Diffalah & Benchérif-Madani, Abdelatif
118-126 Bounds on convergence for the empirical vector of the Curie–Weiss–Potts model with a non-zero external field vector
by Martschink, Bastian
127-132 R-optimal designs in random coefficient regression models
by Liu, Xin & Yue, Rong-Xian & Chatterjee, Kashinath
133-140 Some new normal comparison inequalities related to Gordon’s inequality
by Lu, Dawei & Wang, Xiaoguang
141-148 On the probability of conjunctions of stationary Gaussian processes
by Dȩbicki, Krzysztof & Hashorva, Enkelejd & Ji, Lanpeng & Tabiś, Kamil
149-156 Large deviations for subordinated Brownian motion and applications
by Gajda, Janusz & Magdziarz, Marcin
157-164 MTD models for aggregate data from higher order Markov chains
by Kaur, Inderdeep
165-173 The M-estimator for functional linear regression model
by Huang, Lele & Wang, Huiwen & Zheng, Andi
174-183 A probabilistic approach for gradient estimates on time-inhomogeneous manifolds
by Cheng, Li-Juan
184-189 Asymptotic power of likelihood ratio tests for high dimensional data
by Wang, Cheng
190-196 Gamma shared frailty model based on reversed hazard rate for bivariate survival data
by Hanagal, David D. & Pandey, Arvind

2014, Volume 87, Issue C

1-6 Uniqueness condition for an auto-logistic model
by Rulloni, Valeria
7-11 A note on a result by W. Hoeffding
by Borisov, I.S.
12-17 Assumptions regarding right censoring in the presence of left truncation
by Qian, Jing & Betensky, Rebecca A.
18-26 Cumulants of multinomial and negative multinomial distributions
by Withers, Christopher S. & Nadarajah, Saralees
27-30 Generating random correlation matrices by the simple rejection method: Why it does not work
by Böhm, Walter & Hornik, Kurt
31-39 Adaptive linear step-up multiple testing procedure with the bias-reduced estimator
by Kim, Donggyu & Zhang, Chunming
40-47 On a leader election algorithm: Truncated geometric case study
by Kalpathy, Ravi & Ward, Mark Daniel
48-53 Itô’s formula for Walsh’s Brownian motion and applications
by Hajri, Hatem & Touhami, Wajdi
54-60 Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations
by Wang, Guanying & Wang, Xingchun & Wang, Yongjin
61-69 Bootstrapping the nonparametric ARCH regression model
by Shimizu, Kenichi
70-75 Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss–Markov process
by Kleptsyna, Marina & Le Breton, Alain & Ycart, Bernard
76-85 The dual multivariate Charlier and Edgeworth expansions
by Withers, Christopher S. & Nadarajah, Saralees
86-93 Monotone false discovery rate
by Won, Joong-Ho & Lim, Johan & Yu, Donghyeon & Kim, Byung Soo & Kim, Kyunga
94-97 Identification of survival functions through hazard functions in the Clayton-family
by Sen, Arusharka & Stute, Winfried
98-104 A time-dependent busy period queue length formula for the M/Ek/1 queue
by Baek, Jung Woo & Moon, Seung Ki & Lee, Ho Woo
105-107 On convergence of randomly indexed sequences; a counterexample based on the St. Petersburg game
by Gut, Allan
108-114 Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions
by Goegebeur, Yuri & Guillou, Armelle & Verster, Andréhette
115-120 Hoeffding’s inequalities for geometrically ergodic Markov chains on general state space
by Miasojedow, Błażej
121-124 A note on integrated periodic GARCH processes
by Bibi, Abdelouahab & Lescheb, Ines
125-133 Inference on the Lévy measure in case of noisy observations
by Vetter, Mathias
134-142 Feasible criterion for designs based on fixed effect ANOVA model
by Wang, Xiaodi & Zhang, Yingshan & Tang, Yincai
143-148 On the E-optimality of blocked main effects plans when n≡3 (mod 4)
by Jacroux, Mike & Kealy-Dichone, Bonni
149-157 Smoothing of stepwise multiple testing procedures
by Gordon, Alexander Y.
158-166 A COM–Poisson type generalization of the binomial distribution and its properties and applications
by Borges, Patrick & Rodrigues, Josemar & Balakrishnan, Narayanaswamy & Bazán, Jorge
167-174 Tail asymptotics of random sum and maximum of log-normal risks
by Hashorva, Enkelejd & Kortschak, Dominik
175-183 Dividend problems in the dual model with diffusion and exponentially distributed observation time
by Liu, Xiao & Chen, Zhenlong
184-190 A remark on quasi-ergodicity of ultracontractive Markov processes
by Chen, Jinwen & Jian, Siqi

2014, Volume 86, Issue C

1-6 Small deviation probabilities of weighted sums under minimal moment assumptions
by Rozovsky, L.V.
7-16 Empirical process of residuals for regression models with long memory errors
by Lorek, Paweł & Kulik, Rafał
17-23 Concentration inequalities via zero bias couplings
by Goldstein, Larry & Işlak, Ümit
24-29 Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent
by Mishura, Yuliya
30-37 Large and moderate deviations of realized covolatility
by Djellout, Hacène & Samoura, Yacouba
38-43 On Bartlett correctability of empirical likelihood in generalized power divergence family
by Camponovo, Lorenzo & Otsu, Taisuke
44-49 Numerical distribution functions for seasonal stability tests
by Díaz-Emparanza, Ignacio & Moral, M. Paz
50-60 Quasi-maximum likelihood estimation for multiple volatility shifts
by Kim, Moosup & Lee, Taewook & Noh, Jungsik & Baek, Changryong
61-67 On the central limit theorem for modulus trimmed sums
by Bazarova, Alina & Berkes, István & Horváth, Lajos
68-73 New John–Nirenberg inequalities for martingales
by Yi, Rui & Wu, Lian & Jiao, Yong
74-79 Weak convergence of Markov-modulated diffusion processes with rapid switching
by Huang, Gang & Mandjes, Michel & Spreij, Peter
80-84 On Cox–Kemperman moment inequalities for independent centered random variables
by Ruzankin, P.S.
85-90 Empirical likelihood test for high dimensional linear models
by Peng, Liang & Qi, Yongcheng & Wang, Ruodu
91-98 Tight lower bound on the probability of a binomial exceeding its expectation
by Greenberg, Spencer & Mohri, Mehryar

2014, Volume 85, Issue C

1-5 SIR epidemic models with general infectious period distribution
by Clancy, Damian
6-14 Simultaneous confidence band for single-index random effects models with longitudinal data
by Yang, Suigen & Xue, Liugen & Li, Gaorong
15-19 Finiteness of hitting times under taboo
by Bulinskaya, Ekaterina Vladimirovna
20-24 Changing statistical significance with the amount of information: The adaptive α significance level
by Pérez, María-Eglée & Pericchi, Luis Raúl
25-35 Unilateral counterparty risk valuation of CDS using a regime-switching intensity model
by Dong, Yinghui & Yuen, Kam C. & Wu, Chongfeng
36-44 On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes
by Bercu, Bernard & Proïa, Frédéric & Savy, Nicolas
45-50 A note on the gambling team method
by Zajkowski, Krzysztof
51-62 Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition
by Tahmasebi, M.
63-68 Some approximations of the logistic distribution with application to the covariance matrix of logistic regression
by Pingel, Ronnie
69-77 Sign tests using ranked set sampling with unequal set sizes
by Zhang, Liangyong & Dong, Xiaofang & Xu, Xingzhong
78-83 Poisson’s equation for discrete-time single-birth processes
by Jiang, Shuxia & Liu, Yuanyuan & Yao, Shuai
84-90 Small Box–Behnken designs with orthogonal blocks
by Pham, Tung-Dinh & Nguyen, Nam-Ky
91-97 On the independence Jeffreys prior for skew-symmetric models
by Rubio, Francisco Javier & Liseo, Brunero
98-105 On the Markovian projection in the Brunick–Shreve mimicking result
by Forde, Martin
106-113 On the reversed hazard rate of sequential order statistics
by Burkschat, Marco & Torrado, Nuria
114-121 Rényi’s residual entropy: A quantile approach
by Nanda, Asok K. & Sankaran, P.G. & Sunoj, S.M.
122-128 Optimal stopping in infinite horizon: An eigenfunction expansion approach
by Li, Lingfei & Linetsky, Vadim
129-134 Exact approaches for testing non-inferiority or superiority of two incidence rates
by Shan, Guogen
135-143 Asymptotic properties of maximum likelihood estimator for two-step logit models
by Yin, Changming & Wang, Zhanfeng & Zhang, Hong
144-152 Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons
by Misra, Neeraj & Arshad, Mohd.
153-160 On a class of bivariate exponential distributions
by Balakrishna, N. & Shiji, K.
161-167 Quenched central limit theorems for sums of stationary processes
by Volný, Dalibor & Woodroofe, Michael

2014, Volume 84, Issue C

1-8 Covariance operator estimation of a functional autoregressive process with random coefficients
by Allam, Abdelaziz & Mourid, Tahar
9-16 On a class of Cahn–Hilliard type stochastic interacting systems with stepping-stone noises
by Jiang, Yiming & Wang, Suxin & Wang, Yongjin
17-21 System availability behavior of some stationary dependent sequences
by Mathew, Angel
22-26 When is a Markov chain regenerative?
by Athreya, Krishna B. & Roy, Vivekananda
27-32 Fractional Poisson processes and their representation by infinite systems of ordinary differential equations
by Kreer, Markus & Kızılersü, Ayşe & Thomas, Anthony W.
33-39 A generalized Girsanov transformation of finite state stochastic processes in discrete time
by Cohen, Samuel N. & Ji, Shaolin & Yang, Shuzhen
40-47 Rates of convergence of extremes from skew-normal samples
by Liao, Xin & Peng, Zuoxiang & Nadarajah, Saralees & Wang, Xiaoqian
48-53 Small deviations of the determinants of random matrices with Gaussian entries
by Volodko, Nadezhda V.
54-59 Characterization properties based on the Fisher information for weighted distributions
by Tzavelas, George & Economou, Polychronis
60-66 Max-sum equivalence of conditionally dependent random variables
by Jiang, Tao & Gao, Qingwu & Wang, Yuebao
67-71 The strong mixing and the selfdecomposability properties
by Bradley, Richard C. & Jurek, Zbigniew J.
72-80 Intuitive approximations for the renewal function
by Mitov, Kosto V. & Omey, Edward

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