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Content
2023, Volume 199, Issue C
2023, Volume 198, Issue C
- S0167715223000597 Exact anytime-valid confidence intervals for contingency tables and beyond
by Turner, Rosanne J. & Grünwald, Peter D.
- S0167715223000603 Proximal causal inference without uniqueness assumptions
by Zhang, Jeffrey & Li, Wei & Miao, Wang & Tchetgen Tchetgen, Eric
- S0167715223000627 Fluctuations of the diagonal entries of a large sample precision matrix
by Dörnemann, Nina & Dette, Holger
- S0167715223000639 On the tightness of the Laplace approximation for statistical inference
by Bilodeau, Blair & Tang, Yanbo & Stringer, Alex
- S016771522300072X A deviation inequality for increment of a G-Brownian motion under G-expectation and applications
by Xu, Jie
2023, Volume 197, Issue C
- S0167715223000263 Rates of convergence in the free central limit theorem
by Maejima, Makoto & Sakuma, Noriyoshi
- S0167715223000275 Optimal non-asymptotic concentration of centered empirical relative entropy in the high-dimensional regime
by Li, Yanpeng & Tian, Boping
- S0167715223000287 Berry-Essén theorem for random determinants
by Diez, Charles-Philippe & Tudor, Ciprian A.
- S0167715223000299 Local polynomial estimation of nonparametric general estimating equations
by Bravo, Francesco
- S0167715223000305 Multivariate exponential power Lévy processes and random fields
by Ma, Chunsheng
- S0167715223000329 On expected waiting time until given words appear in random sequence
by Maeda, Takashi & Unten, Yuya
- S0167715223000330 Large deviations of aggregate amount of claims in compound risk model with arbitrary dependence between claim sizes and waiting times
by Gao, Qingwu & Lin, Jia’nan & Liu, Xijun
- S0167715223000342 The stochastic nonlinear Schrödinger equations driven by pure jump noise
by Wang, Jian & Zhai, Jianliang & Zhu, Jiahui
- S0167715223000354 The eigenvector LSD of information plus noise matrices and its application to linear regression model
by Li, Yuling & Zhou, Huanchao & Hu, Jiang
- S0167715223000366 Optimal guessing under nonextensive framework and associated moment bounds
by Ghosh, Abhik
- S0167715223000378 Exact uniform modulus of continuity for q-isotropic Gaussian random fields
by Hinojosa-Calleja, Adrián
- S0167715223000391 Compound Poisson processes: Potentials, Green measures and random times
by Kondratiev, Yuri & da Silva, José L.
- S0167715223000408 Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales
by Merkle, Ana
- S0167715223000421 Baum–Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations
by Feng, Fengxiang
- S0167715223000433 Controlling the false discovery rate via competition: Is the +1 needed?
by Rajchert, Andrew & Keich, Uri
- S0167715223000445 Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions
by Edelmann, Dominic & Richards, Donald & Royen, Thomas
- S0167715223000457 On a cover time problem on a dynamic graph with steps at random times
by Demirci, Yunus Emre & Işlak, Ümi̇t & Yıldız, Mehmet Akif
- S0167715223000469 On the compression phenomenon of typical discrepancies
by Jia, Kai & Qiu, Renjun & Wang, Zhengming & Duan, Xiaojun
- S0167715223000548 Generalized weak laws of large numbers in Hilbert spaces
by Chang, Mengmeng & Miao, Yu
- S0167715223000615 Multivariate Poisson model adjusting for unidirectional covariate misrepresentation
by Zhang, Pengcheng & Wu, Xueyuan
- S016771522300038X Which Urbanik class Lk, do the hyperbolic and the generalized logistic characteristic functions belong to?
by Jurek, Zbigniew J.
- S016771522300041X Limit Theorems for an extended inverse Hawkes process with general exciting functions
by Selvamuthu, Dharmaraja & Pandey, Shamiksha & Tardelli, Paola
2023, Volume 196, Issue C
- S0167715222002607 Endogenous treatment effect for any response conditional on control propensity score
by Choi, Jin-young & Lee, Goeun & Lee, Myoung-jae
- S0167715223000159 Adaptive signal recovery with Subbotin noise
by Miller, Joshua C. & Stepanova, Natalia A.
- S0167715223000238 Tempered space fractional negative binomial process
by Maheshwari, Aditya
- S0167715223000251 Uniformly most powerful unbiased tests for the dispersion parameter of the Conway–Maxwell–Poisson distribution
by Bedbur, S. & Kamps, U.
- S0167715223000317 On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise
by Zhang, Bin & Yao, Zhigang & Liu, Junfeng
- S016771522300024X Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin
by Iuliano, Antonella & Macci, Claudio
2023, Volume 195, Issue C
- S0167715222002747 Two-step estimation in linear regressions with adaptive learning
by Mayer, Alexander
- S0167715222002759 Adaptive and efficient estimation in the Gaussian sequence model
by Peng, Jingfu
- S0167715222002760 Exponential inequalities for the number of subgraphs in the Erdös–Rényi random graph
by Bystrov, Alexander A. & Volodko, Nadezhda V.
- S0167715222002772 Laplace’s method and BIC model selection for least absolute value criterion
by Bardet, Jean-Marc
- S0167715222002784 Speed function for biased random walks with traps
by Betz, Volker & Meiners, Matthias & Tomic, Ivana
- S0167715222002796 Stationary distributions for stochastic differential equations with memory driven by α-stable processes
by Wang, Wei & Wang, Xiulian
- S0167715222002802 Generalization of the Glivenko–Cantelli theorem to finite-dimensional distributions of ergodic homogeneous random fields
by Tempelman, Arkady
- S0167715222002814 Well-posedness and regularity for solutions of Caputo stochastic fractional delay differential equations
by Huong, P.T. & The, N.T.
- S0167715222002826 A note on an SLLN of Dvoretzky–Erdös Type
by Xie, Jiansheng & Zhou, Ruisong
- S0167715223000019 Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy Process
by Ma, Li & Li, Yujing & Zhu, Quanxin
- S0167715223000020 Diffusion approximation of an infinite-server queue under Markovian environment with rapid switching
by Sen, Ankita & Selvaraju, N.
- S0167715223000032 On the time to identify the nodes in a random graph
by Stewart, Jonathan R.
- S0167715223000044 Moderate deviations of hitting times of a family of density-dependent Markov chains
by He, Yuheng & Xue, Xiaofeng
- S0167715223000056 Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise
by Ahmed, Hamdy M. & Zhu, Quanxin
- S0167715223000068 Asymptotic behavior for supercritical branching processes
by Wang, Juan & Wang, Xueke & Li, Junping
- S0167715223000081 Skew-product decomposition of Brownian motion on an ellipsoid
by Valentić, Ivana
- S0167715223000093 A record-values property of a renewal process with random inspection time
by Kamps, Udo & Rauwolf, Diana
- S0167715223000111 On inverse-Gamma distribution delayed by Poisson process
by Bareche, Aîcha & Bibi, Abdelouahab
- S0167715223000123 W2 barycenters for radially related distributions
by Ghaffari, N. & Walker, S.G.
- S0167715223000135 On the averaging principle for stochastic differential equations driven by G-Lévy process
by Yuan, Mingxia & Wang, Bingjun & Yang, Zhiyan
- S0167715223000147 Reweighted madogram-type estimator of Pickands dependence function
by Zou, Nan
- S016771522300007X Some new inequalities for beta distributions
by Henzi, Alexander & Dümbgen, Lutz
- S016771522300010X Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains
by Colwell, David B.
2023, Volume 194, Issue C
- S0167715222002449 Marginal log-linear models and mediation analysis
by Forcina, Antonio
- S0167715222002462 Copas’ method is sensitive to different mechanisms of publication bias
by Almalik, Osama & Zhan, Zhuozhao & van den Heuvel, Edwin R.
- S0167715222002516 Some goodness of fit tests based on centre outward spacings
by Singh, Rahul
- S0167715222002541 Some comments on “The density flatness phenomenon” by Alhakim and Molchanov and the Dickman distribution
by Weissman, Ishay
- S0167715222002553 Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises
by Huang, Chuying & Wang, Xu
- S0167715222002565 Formulas for the divergence operator in isonormal Gaussian space
by Levental, S. & Vellaisamy, P.
- S0167715222002577 On the Chvátal–Janson conjecture
by Barabesi, Lucio & Pratelli, Luca & Rigo, Pietro
- S0167715222002589 Bayesian estimation of constrained mean-covariance of normal distributions
by Kundu, Anupam & Pourahmadi, Mohsen
- S0167715222002590 Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects
by Liu, Yu & Zhuang, Xiaoyang
- S0167715222002619 Averaging p-values under exchangeability
by Choi, Woohyun & Kim, Ilmun
- S0167715222002711 Minimax rate for optimal transport regression between distributions
by Ghodrati, Laya & Panaretos, Victor M.
- S0167715222002723 On the asymptotic null distribution of the symmetrized Chatterjee’s correlation coefficient
by Zhang, Qingyang
- S0167715222002735 An analytical shrinkage estimator for linear regression
by Lassance, Nathan
- S016771522200270X Infinitely divisible matrix gamma distribution: Asymptotic behaviour and parameters estimation
by Masmoudi, Afif & Rejeb, Hajer
2023, Volume 193, Issue C
- S0167715222001754 Exact simulation for the first hitting time of Brownian motion and Brownian bridge
by Lee, Taeho
- S0167715222001961 Strictly log-concave probability distributions in discrete response models
by Aristodemou, Eleni
- S0167715222002048 Dispersion parameter extension of precise generalized linear mixed model asymptotics
by Bhaskaran, Aishwarya & Wand, Matt P.
- S0167715222002061 Theoretical properties of Bayesian Student-t linear regression
by Gagnon, Philippe & Hayashi, Yoshiko
- S0167715222002073 Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in R
by Takahashi, Hiroshi & Tamura, Yozo
- S0167715222002085 The distribution of the number of isolated nodes in the 1-Dimensional soft random geometric graph
by Wilsher, Michael & Dettmann, Carl P. & Ganesh, Ayalvadi J.
- S0167715222002097 Laplacian and Brownian motion on positive definite matrices, revisited
by Matsumoto, Hiroyuki & Otani, Jun
- S0167715222002103 Right-most position of a last progeny modified time inhomogeneous branching random walk
by Bandyopadhyay, Antar & Ghosh, Partha Pratim
- S0167715222002115 Asymptotic properties of one-layer artificial neural networks with sparse connectivity
by Hirsch, Christian & Neumann, Matthias & Schmidt, Volker
- S0167715222002127 On the GFF with one free boundary condition
by Han, Yong & Wang, Yuefei & Wang, Zipeng
- S0167715222002139 FWER goes to zero for correlated normal
by Dey, Monitirtha & Bhandari, Subir Kumar
- S0167715222002140 Integer-valued transfer function models for counts that show zero inflation
by Chen, Cathy W.S. & Liu, Feng-Chi & Pingal, Aljo Clair
- S0167715222002152 Conditional precedence orders for stochastic comparison of random variables
by Ghosh, Sugata & Nanda, Asok K.
- S0167715222002164 A transitivity property of Ocone martingales
by Zhang, Jichen & Chen, Zengjing
- S0167715222002176 Dirichlet eigenvalues and exit time moments for symmetric Markov processes
by Huang, Lu-Jing & Wang, Tao
- S0167715222002188 The range of asymmetric branching random walk
by Chi, Jui-Lin & Hong, Jyy-I
- S0167715222002206 Large deviation principle for Reflected Stochastic Differential Equations driven by G-Brownian motion in non-convex domains
by Soumana Hima, Abdoulaye & Dakaou, Ibrahim
- S0167715222002218 Maximal inequalities and the strong law of large numbers for strong demimartingales
by Feng, Decheng & Zhang, Xiaomei
- S0167715222002231 Complete monotonicity of time-changed Lévy processes at first passage
by Vidmar, Matija
- S0167715222002255 On transition density functions of skew Brownian motions with two-valued drift
by Lou, Shuwen
- S0167715222002267 On normal spacings
by Balakrishnan, N. & Nevzorov, V.B. & Stepanov, A.
- S0167715222002279 On the consistency of incomplete U-statistics under infinite second-order moments
by Dürre, Alexander & Paindaveine, Davy
- S0167715222002280 Semiparametric inference of treatment effects on restricted mean survival time in two sample problems from length-biased samples
by Yang, Xiaoran & Du, Junjie & Bai, Fangfang
- S0167715222002292 Dependence of variance on covariate design in nonparametric link regression
by Okuno, Akifumi & Yano, Keisuke
- S0167715222002309 The fractional smoothness of integral functionals driven by Brownian motion
by Xu, Xiaoyan & Yu, Xianye
- S0167715222002310 Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients
by Cui, Fengfeng & Zhao, Weidong
- S0167715222002322 Notes on Peng’s independence in sublinear expectation theory
by Guo, Xiaofan & Li, Shan & Li, Xinpeng
- S0167715222002334 Analysis of distance matrices
by Modarres, Reza
- S0167715222002346 Non-linear Dynkin games over split stopping times
by Marzougue, Mohamed
- S0167715222002413 An almost sure invariance principle for some classes of non-stationary mixing sequences
by Hafouta, Yeor
- S0167715222002425 Some useful results related to various measures of extropy and their interrelationship
by Nair, R. Dhanya & Sathar, E.I. Abdul
- S0167715222002437 Robust simultaneous estimation of location parameters
by Qiang, Beidi & Peña, Edsel A.
- S0167715222002450 A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models
by Banzato, Erika & Chiogna, Monica & Djordjilović, Vera & Risso, Davide
- S0167715222002498 Testing departures from the increasing hazard rate property
by Lando, Tommaso
- S0167715222002504 An improvement on the large deviations for longest runs in Markov chains
by Liu, Zhenxia & Mbokoma, Mainza
- S0167715222002528 Generalized Markov chain tree theorem and Kemeny’s constant for a class of non-Markovian matrices
by Choi, Michael C.H. & Huang, Zhipeng
- S016771522200219X The mean square displacement of random walk on the Manhattan lattice
by Beaton, Nicholas R. & Holmes, Mark
- S016771522200222X Domain of existence of the Laplace transform of negative multinomial distributions and simulations
by Bernardoff, Philippe
- S016771522200253X Asymptotic degree distribution in a homogeneous evolving network model
by Feng, Qunqiang & Li, Xing & Hu, Zhishui
2023, Volume 192, Issue C
- S0167715222001924 Note on asymptotic behavior of spatial sign autocovariance matrices
by Voutilainen, Marko & Ilmonen, Pauliina & Viitasaari, Lauri & Lietzén, Niko
- S0167715222001936 A lack-of-fit test for quantile regression process models
by Feng, Xingdong & Liu, Qiaochu & Wang, Caixing
- S0167715222001948 A spatial skew-Gaussian process with a specified covariance function
by Jafari Khaledi, Majid & Zareifard, Hamid & Boojari, Hossein
- S0167715222002036 Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein–Uhlenbeck processes
by Cui, Jiazhen & Liu, Qiaojing
- S0167715222002243 Cramér moderate deviations for a supercritical Galton–Watson process
by Doukhan, Paul & Fan, Xiequan & Gao, Zhi-Qiang
- S016771522200195X Local linear estimate of the functional expectile regression
by Litimein, Ouahiba & Laksaci, Ali & Mechab, Boubaker & Bouzebda, Salim
- S016771522200205X Domain of attraction of quasi-stationary distribution for absorbing Markov processes
by Zhang, Hanjun & Mo, Yongxiang
2022, Volume 191, Issue C
- S0167715222001675 On homogeneous James–Stein type estimators
by Boukehil, Djamila & Fourdrinier, Dominique & Mezoued, Fatiha & Strawderman, William E.
- S0167715222001699 Almost sure convergence of randomized urn models with application to elephant random walk
by Gangopadhyay, Ujan & Maulik, Krishanu
- S0167715222001717 Inference on common intraday periodicity at high frequencies
by Wu, Fan & Wang, Guan-jun & Kong, Xin-bing
- S0167715222001730 A note on simulating hyperplane-truncated multivariate normal distributions
by Maatouk, Hassan & Bay, Xavier & Rullière, Didier
- S0167715222001742 Solvability of a class of mean-field BSDEs with quadratic growth
by Hao, Tao & Wen, Jiaqiang & Xiong, Jie
- S0167715222001766 An opposite Gaussian product inequality
by Russell, Oliver & Sun, Wei
- S0167715222001778 Testing equivalence to binary generalized linear models with application to logistic regression
by Ostrovski, Vladimir
- S0167715222001791 Optimal strong convergence rate for a class of McKean–Vlasov SDEs with fast oscillating perturbation
by Li, Butong & Meng, Yongna & Sun, Xiaobin & Yang, Ting
- S0167715222001808 Improved probability inequalities for Mardia’s coefficient of kurtosis
by Budny, Katarzyna
- S0167715222001821 Duals of multiplicative relationships involving beta and gamma random variables
by Jones, M.C.
- S0167715222001912 Robust parameter estimation of regression models under weakened moment assumptions
by Li, Kangqiang & Tang, Songqiao & Zhang, Lixin
- S016771522200178X A characterization of the Marchenko–Pastur probability measure
by Fakhfakh, Raouf
- S016771522200181X Improved concentration bounds for sums of independent sub-exponential random variables
by Pinelis, Iosif
2022, Volume 190, Issue C
- S0167715222001237 Asymptotic distribution of the maximum interpoint distance for high-dimensional data
by Tang, Ping & Lu, Rongrong & Xie, Junshan
- S0167715222001481 Existence and uniqueness of solution for coupled fractional mean-field forward–backward stochastic differential equations
by Sin, Myong-Guk & Ri, Kyong-Il & Kim, Kyong-Hui
- S0167715222001511 A jackknife empirical likelihood ratio test for strong mean inactivity time order
by Mathew, Litty & P., Anisha & Kattumannil, Sudheesh K.
- S0167715222001523 Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition
by Ahmed, Hamdy M.
- S0167715222001535 Berry–Esseen bound for a supercritical branching processes with immigration in a random environment
by Huang, Xulan & Li, Yingqiu & Xiang, Kainan
- S0167715222001547 Approximating the magnetization in the Curie–Weiss model
by Lu, Yingdong
- S0167715222001559 Uniform bounds for ruin probability in multidimensional risk model
by Kriukov, Nikolai
- S0167715222001560 Nonparametric regression with modified ReLU networks
by Beknazaryan, Aleksandr & Sang, Hailin
- S0167715222001651 On the length of the shortest path in a sparse Barak–Erdős graph
by Mallein, Bastien & Tesemnikov, Pavel
- S0167715222001663 Moment estimates in the first Borel–Cantelli Lemma with applications to mean deviation frequencies
by Estrada, Luisa F. & Högele, Michael A.
- S0167715222001687 Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering
by Browne, Ryan P.
- S0167715222001705 On a prior based on the Wasserstein information matrix
by Li, W. & Rubio, F.J.
- S0167715222001729 Non-marginal feature screening for varying coefficient competing risks model
by Tian, Bing & Liu, Zili & Wang, Hong
- S016771522200147X Recursive integral equations for random weights averages: Exponential functions and Cauchy distribution
by Soltani, A.R.
2022, Volume 189, Issue C
- S0167715222001080 Moments of the first descending epoch for a random walk with negative drift
by Foss, Sergey & Prasolov, Timofei
- S0167715222001092 The disorder problem for diffusion processes with the ϵ-linear and expected total miss criteria
by Buonaguidi, B.
- S0167715222001195 On multiple acceleration of reversible Markov chain
by Hua, Chen-Wei & Chen, Ting-Li
- S0167715222001201 On the T-test
by Novak, S.Y.
- S0167715222001213 Limit theorems for dependent random variables with infinite means
by Bernou, Ismahen & Boukhari, Fakhreddine
- S0167715222001225 On the second order fluctuations for minimal difference partitions
by Dai, Guozheng & Su, Zhonggen
- S0167715222001249 Convexity and sublinearity of g-expectations
by Ji, Ronglin & Shi, Xuejun & Wang, Shijie & Zhou, Jinming
- S0167715222001250 Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection
by Meng, Weiwei & Xi, Chengxun
- S0167715222001262 The truncated Euler–Maruyama method for CIR model driven by fractional Brownian motion
by Gao, Xiangyu & Wang, Jianqiao & Wang, Yanxia & Yang, Hongfu
- S0167715222001274 On the rate of convergence for the autocorrelation operator in functional autoregression
by Caponera, Alessia & Panaretos, Victor M.
- S0167715222001377 Non-asymptotic sub-Gaussian error bounds for hypothesis testing
by Li, Yanpeng & Tian, Boping
- S0167715222001389 The averaging method for doubly perturbed distribution dependent SDEs
by Ma, Xiaocui & Yue, Haitao & Xi, Fubao
- S0167715222001390 Identification of the outcome distribution and sensitivity analysis under weak confounder–instrument interaction
by Mao, Lu
- S0167715222001407 Stochastic comparison for elliptically contoured random fields
by Lu, Tianshi & Du, Juan & Ma, Chunsheng
- S0167715222001419 Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics
by Liu, Huiyan & Tan, Zhongquan
- S0167715222001420 Stationary distributions and ergodicity of reflection-type Markov chains
by Liu, Yujie & Niu, Minwen & Yao, Dacheng & Zhang, Hanqin
- S0167715222001432 The elephant random walk with gradually increasing memory
by Gut, Allan & Stadtmüller, Ulrich
- S0167715222001444 On Brascamp–Lieb and Poincaré type inequalities for generalized tempered stable distribution
by Barman, Kalyan & Upadhye, Neelesh S.
- S0167715222001456 On exponential stability of non-autonomous stochastic differential equations with Markovian switching
by Tran, Ky Q. & Le, Bich T.N.
- S0167715222001468 Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances
by Riekert, Adrian
- S0167715222001493 Uniform concentration bounds for frequencies of rare events
by Lhaut, Stéphane & Sabourin, Anne & Segers, Johan
- S016771522200150X Strong uniform consistency of the Frequency Polygon density estimator for stable non-anticipative stochastic processes
by Lardjane, Salim
2022, Volume 188, Issue C
- S0167715222000979 Asymptotic efficiency of some nonparametric tests for location on hyperspheres
by Dabo-Niang, Sophie & Thiam, Baba & Verdebout, Thomas
- S0167715222000980 Closure of beta and Dirichlet distributions under discrete mixing
by Balakrishnan, N. & Jones, M.C.
- S0167715222001031 The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays
by Davezies, Laurent & D’Haultfœuille, Xavier & Guyonvarch, Yannick
- S0167715222001043 On the convergence rate of the “out-of-order” block Gibbs sampler
by Jin, Zhumengmeng & Hobert, James P.
- S0167715222001055 Note on the delta method for finite population inference with applications to causal inference
by Pashley, Nicole E.
- S0167715222001067 The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation
by Zhang, Li-Xin
- S0167715222001079 Saddlepoint approximations for the probability mass functions of some nonparametric test statistics
by Joutard, Cyrille
2022, Volume 187, Issue C
- S0167715222000657 Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions
by Nakajima, Shohei & Shimizu, Yasutaka
- S0167715222000803 Some new bounds for the mean value function of the residual lifetime process
by Pekalp, Mustafa Hilmi
- S0167715222000815 Exponential and related probability distributions on symmetric matrices
by Hassairi, Abdelhamid & Roula, Amel
- S0167715222000827 RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices
by Liu, Yan & Bai, Zhidong & Li, Hua & Hu, Jiang & Lv, Zhihui & Zheng, Shurong
- S0167715222000839 Bias-correction of some estimators in the INAR(1) process
by Zeng, Xiaoqiang & Kakizawa, Yoshihide
- S0167715222000840 Algorithm for the product of Jack polynomials and its application to the sphericity test
by Shimizu, Koki & Hashiguchi, Hiroki
- S0167715222000852 Intermittency in the small-time behavior of Lévy processes
by Grahovac, Danijel
- S0167715222000864 On Samuel’s p-value model and the Simes test under dependence
by Xiong, Peihan & Hu, Taizhong
- S0167715222000876 Skew Brownian motion with dry friction: Joint density approach
by Gairat, Alexander & Shcherbakov, Vadim
- S0167715222000888 A refined randomized concentration inequality
by Lei, Xiaoyu & Shao, Qi-Man
- S0167715222000967 Ensemble Kalman inversion for general likelihoods
by Duffield, Samuel & Singh, Sumeetpal S.
- S0167715222000992 Hoeffding and Bernstein inequalities for U-statistics without replacement
by Ai, Jianhang & Kuželka, Ondřej & Wang, Yuyi
- S0167715222001006 On the maximum of random assignment process
by Lifshits, M.A. & Tadevosian, A.A.
- S0167715222001018 Confidence intervals for discrete log-linear models when MLE does not exist
by Wang, Nanwei & Massam, Hélène & Li, Qiong
- S016771522200102X The cover time of a (multiple) Markov chain with rational transition probabilities is rational
by Sylvester, John
2022, Volume 186, Issue C
- S0167715222000517 A Berry–Esseen bound for vector-valued martingales
by Kojevnikov, Denis & Song, Kyungchul
- S0167715222000529 From the Brownian motion to a multifractal process using the Lévy–Ciesielski construction
by Kleyntssens, T. & Nicolay, S.
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