Statistics & Probability Letters Short Title: Stat. Probab. Lett. Publisher: Elsevier (North-Holland), Amsterdam ISSN: 0167-7152 Online: http://www.sciencedirect.com/science/journal/01677152 Comments: Indexed cover-to-cover Documents Indexed: 8,981 Publications (since 1982) References Indexed: 8,817 Publications with 116,933 References. all top 5 Latest Issues 194 (2023) 193 (2023) 192 (2023) 191 (2022) 190 (2022) 189 (2022) 188 (2022) 187 (2022) 186 (2022) 185 (2022) 184 (2022) 183 (2022) 182 (2022) 181 (2022) 180 (2022) 179 (2021) 178 (2021) 177 (2021) 176 (2021) 175 (2021) 174 (2021) 173 (2021) 172 (2021) 171 (2021) 170 (2021) 169 (2021) 168 (2021) 167 (2020) 166 (2020) 165 (2020) 164 (2020) 163 (2020) 162 (2020) 161 (2020) 160 (2020) 159 (2020) 158 (2020) 157 (2020) 156 (2020) 155 (2019) 154 (2019) 153 (2019) 152 (2019) 151 (2019) 150 (2019) 149 (2019) 148 (2019) 147 (2019) 146 (2019) 145 (2019) 144 (2019) 143 (2018) 142 (2018) 141 (2018) 140 (2018) 139 (2018) 138 (2018) 137 (2018) 136 (2018) 135 (2018) 134 (2018) 133 (2018) 132 (2018) 131 (2017) 130 (2017) 129 (2017) 128 (2017) 127 (2017) 126 (2017) 125 (2017) 124 (2017) 123 (2017) 122 (2017) 121 (2017) 120 (2017) 119 (2016) 118 (2016) 117 (2016) 116 (2016) 115 (2016) 114 (2016) 113 (2016) 112 (2016) 111 (2016) 110 (2016) 109 (2016) 108 (2016) 107 (2015) 106 (2015) 105 (2015) 104 (2015) 103 (2015) 102 (2015) 101 (2015) 100 (2015) 99 (2015) 98 (2015) 97 (2015) 96 (2015) 95 (2014) ...and 440 more Volumes all top 5 Authors 73 Balakrishnan, Narayanaswamy 33 Nadarajah, Saralees 25 Horváth, Lajos 24 Osękowski, Adam 22 Arnold, Barry Charles 22 Prakasa Rao, B. L. S. 22 Schick, Anton 22 Walker, Stephen Grahm 21 Hashorva, Enkelejd 20 Gut, Allan 20 Sung, Soohak 19 Koukouvinos, Christos 19 Shin, Dongwan 18 Ahmadi, Jafar 18 Basawa, Ishwar V. 18 Volodin, Andrei I. 17 Cordeiro, Gauss Moutinho 17 Devroye, Luc P. J. A. 17 Lin, Zhengyan 16 Chen, Pingyan 16 Hall, Peter Gavin 16 Kochar, Subhash C. 16 Macci, Claudio 16 Qin, Hong 16 Withers, Christopher Stroude 15 Fu, James C. 15 Hu, Taizhong 15 Hu, Tienchung 15 Jammalamadaka, Sreenivasa Rao 15 Jones, Michael Chris 15 Kabaila, Paul V. 15 Li, Deli 15 Nanda, Asok K. 15 Qi, Yongcheng 15 Rosalsky, Andrew 15 Rukhin, Andrew L. 15 Stepanov, Aleksei Vasil’evich 15 Yan, Litan 14 Bai, Zhi-Dong 14 Bartoszewicz, Jarosław 14 Biswas, Atanu 14 Eryılmaz, Serkan N. 14 Falk, Michael 14 Hüsler, Jürg 14 Kotz, Samuel 14 Lin, Dennis Kon Jin 14 Mahmoud, Hosam M. 14 Mukerjee, Rahul 14 Strawderman, William Edward 14 Zhou, Yong 13 Athreya, Krishna Balasundaram 13 Dette, Holger 13 Kagan, Abram Meerovich 13 Koul, Hira Lal 13 Peng, Liang 13 Roussas, George Gregory 13 Shaked, Moshe 13 Stadje, Wolfgang 13 Wesołowski, Jacek 13 Zhang, Li-Xin 12 Arcones, Miguel A. 12 Boente, Graciela 12 Fang, Kai-Tai 12 Hu, Shuhe 12 Meerschaert, Mark Marvin 12 Vellaisamy, Palaniappan 12 Wang, Xuejun 12 Zhang, Xinsheng 11 Berkes, István 11 Das, Ashish 11 Dewan, Isha 11 Jurečková, Jana 11 Kozubowski, Tomasz J. 11 Li, Xiaohu 11 Lian, Heng 11 Liu, Wen 11 Soltani, Ahmad Reza 11 Székely, Gábor J. 11 Taqqu, Murad S. 11 Vieu, Philippe 11 Wang, Yuebao 11 Wefelmeyer, Wolfgang 10 Aggarwal, Manohar L. 10 Ahmad, Ibrahim A. 10 Akritas, Michael G. 10 Bar-Lev, Shaul K. 10 Belzunce, Félix 10 Bolfarine, Heleno 10 Ebrahimi, Nader D. 10 Genton, Marc G. 10 González-Manteiga, Wenceslao 10 Kakizawa, Yoshihide 10 Lee, Sangyeol 10 Liu, Min-Qian 10 Ma, Chunsheng 10 Maejima, Makoto 10 Móri, Tamás F. 10 Nane, Erkan 10 Oja, Hannu 10 Orsingher, Enzo ...and 8,368 more Authors all top 5 Fields 5,851 Statistics (62-XX) 4,368 Probability theory and stochastic processes (60-XX) 554 Numerical analysis (65-XX) 273 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 164 Combinatorics (05-XX) 146 Operations research, mathematical programming (90-XX) 99 Biology and other natural sciences (92-XX) 87 Linear and multilinear algebra; matrix theory (15-XX) 76 Functional analysis (46-XX) 67 Systems theory; control (93-XX) 66 Measure and integration (28-XX) 63 Computer science (68-XX) 60 Partial differential equations (35-XX) 58 Harmonic analysis on Euclidean spaces (42-XX) 55 Real functions (26-XX) 52 Information and communication theory, circuits (94-XX) 47 Special functions (33-XX) 47 Dynamical systems and ergodic theory (37-XX) 39 Ordinary differential equations (34-XX) 31 Number theory (11-XX) 27 Integral transforms, operational calculus (44-XX) 26 Operator theory (47-XX) 25 Statistical mechanics, structure of matter (82-XX) 16 Approximations and expansions (41-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 15 Geophysics (86-XX) 10 Global analysis, analysis on manifolds (58-XX) 9 Abstract harmonic analysis (43-XX) 8 Convex and discrete geometry (52-XX) 7 Mathematical logic and foundations (03-XX) 7 Difference and functional equations (39-XX) 7 Integral equations (45-XX) 6 History and biography (01-XX) 6 Potential theory (31-XX) 6 Sequences, series, summability (40-XX) 6 Differential geometry (53-XX) 5 Group theory and generalizations (20-XX) 4 Functions of a complex variable (30-XX) 4 General topology (54-XX) 3 General and overarching topics; collections (00-XX) 3 Topological groups, Lie groups (22-XX) 3 Mechanics of particles and systems (70-XX) 3 Quantum theory (81-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Fluid mechanics (76-XX) 2 Astronomy and astrophysics (85-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 6,640 Publications have been cited 43,602 times in 29,000 Documents Cited by ▼ Year ▼ Bayesian quantile regression. Zbl 0983.62017Yu, Keming; Moyeed, Rana A. 212 2001 Functional linear model. Zbl 0962.62081Cardot, Hervé; Ferraty, Frédéric; Sarda, Pascal 186 1999 A note on the almost sure convergence of sums of negatively dependent random variables. Zbl 0925.60024Matuła, Przemysław 178 1992 Precise large deviations for dependent random variables with heavy tails. Zbl 1163.60012Liu, Li 169 2009 Backward stochastic differential equations with continuous coefficient. Zbl 0904.60042Lepeltier, J. P.; San Martin, J. 167 1997 Descriptive statistics for multivariate distributions. Zbl 0517.62051Oja, Hannu 144 1983 A lifetime distribution with decreasing failure rate. Zbl 0908.62096Adamidis, K.; Loukas, S. 139 1998 Convergence rates for partially splined models. Zbl 0628.62077Rice, John 127 1986 A note on the almost sure central limit theorem. Zbl 0691.60016Lacey, Michael T.; Philipp, Walter 126 1990 Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence. Zbl 1402.92396Lahrouz, Aadil; Omari, Lahcen 125 2013 Estimating the number of change-points via Schwarz’ criterion. Zbl 0642.62016Yao, Yi-Ching 124 1988 Semi-functional partial linear regression. Zbl 1090.62036Aneiros-Pérez, Germán; Vieu, Philippe 123 2006 Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137Hu, Yaozhong; Nualart, David 120 2010 Maxima of normal random vectors: Between independence and complete dependence. Zbl 0679.62038Hüsler, Jürg; Reiss, Rolf-Dieter 109 1989 Estimation of integrated squared density derivatives. Zbl 0628.62029Hall, Peter; Marron, J. S. 109 1987 A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function. Zbl 0954.62117Chen, Zhenmin 107 2000 Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space. Zbl 1248.60069Boufoussi, Brahim; Hajji, Salah 106 2012 Sub-fractional Brownian motion and its relation to occupation times. Zbl 1076.60027Bojdecki, Tomasz; Gorostiza, Luis G.; Talarczyk, Anna 99 2004 Density estimation in Besov spaces. Zbl 0749.62026Kerkyacharian, G.; Picard, D. 96 1992 A generalized geometric distribution and some of its properties. Zbl 0517.60010Philippou, Andreas N.; Georghiou, Costas; Philippou, George N. 90 1983 Asymptotic stability of nonlinear impulsive stochastic differential equations. Zbl 1166.60316Sakthivel, R.; Luo, J. 89 2009 On the characterization of a class of binary operations on distribution functions. Zbl 0798.60023Alsina, Claudi; Nelsen, Roger B.; Schweizer, Berthold 87 1993 Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion. Zbl 0983.60052Mémin, Jean; Mishura, Yuliya; Valkeila, Esko 87 2001 Bounds for means and variances of progressive type II censored order statistics. Zbl 0988.62027Balakrishnan, N.; Cramer, E.; Kamps, U. 76 2001 Maximum likelihood estimation of a survival function under the Koziol- Green proportional hazards model. Zbl 0629.62096Cheng, Philip E.; Lin, Gwo Dong 75 1987 Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong 73 2001 A new class of bivariate copulas. Zbl 1102.62054Rodríguez-Lallena, José Antonio; Úbeda-Flores, Manuel 70 2004 Moments of skew-normal random vectors and their quadratic forms. Zbl 0972.62031Genton, Marc G.; He, Li; Liu, Xiangwei 69 2001 Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives. Zbl 0724.62040Jones, M. C.; Sheather, S. J. 65 1991 On almost sure max-limit theorems. Zbl 1246.60034Fahrner, Ingo; Stadtmüller, Ulrich 63 1998 Estimation of \(R=P(Y<X)\) for three-parameter Weibull distribution. Zbl 1169.62012Kundu, Debasis; Raqab, Mohammad Z. 63 2009 A note on comparisons among coherent systems with dependent components using signatures. Zbl 1068.60026Navarro, Jorge; Ruiz, Jose M.; Sandoval, Carlos J. 63 2005 On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109Doukhan, Paul; Fokianos, Konstantinos; Tjøstheim, Dag 62 2012 Consistent regression estimation with fixed design points under dependence conditions. Zbl 0674.62026Roussas, George G. 62 1989 Empirical likelihood for semiparametric varying-coefficient partially linear regression models. Zbl 1086.62057You, Jinhong; Zhou, Yong 61 2006 A multivariate Kolmogorov-Smirnov test of goodness of fit. Zbl 0883.62054Justel, Ana; Peña, Daniel; Zamar, Rubén 61 1997 Bias correction in ARMA models. Zbl 0791.62087Cordeiro, Gauss M.; Klein, Ruben 60 1994 A bivariate beta distribution. Zbl 1116.60309Olkin, Ingram; Liu, Ruixue 60 2003 On the unification of long-term survival models. Zbl 1349.62485Rodrigues, Josemar; Cancho, Vicente G.; De Castro, Mário; Louzada-Neto, Francisco 59 2009 Double-ranked set sampling. Zbl 0949.62042Al-Saleh, M. Fraiwan; Al-Kadiri, M. Ali 59 2000 On an extension of the exponential-geometric distribution. Zbl 1075.62008Adamidis, Konstantinos; Dimitrakopoulou, Theodora; Loukas, Sotirios 59 2005 A note on a dependent risk model with constant interest rate. Zbl 1242.91094Liu, Xijun; Gao, Qingwu; Wang, Yuebao 58 2012 An extension of the generalized Birnbaum-Saunders distribution. Zbl 1155.62006Gómez, Héctor W.; Olivares-Pacheco, Juan F.; Bolfarine, Heleno 57 2009 Some results on the proportional reversed hazards model. Zbl 0967.60016Di Crescenzo, Antonio 57 2000 Marcinkiewicz strong laws for linear statistics. Zbl 0960.60026Bai, Z. D.; Cheng, Philip E. 56 2000 A note on the almost sure central limit theorem for weakly dependent random variables. Zbl 0820.60012Peligrad, Magda; Shao, Qi-Man 55 1995 The skew-Cauchy distribution. Zbl 0969.62037Arnold, Barry C.; Beaver, Robert J. 55 2000 On the multivariate probability integral transformation. Zbl 0982.62056Genest, Christian; Rivest, Louis-Paul 54 2001 Cramér’s estimate for Lévy processes. Zbl 0809.60085Bertoin, J.; Doney, R. A. 54 1994 Empirical likelihood for partial linear models with fixed designs. Zbl 1054.62550Wang, Qi-Hua; Jing, Bing-Yi 54 1999 Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples. Zbl 1101.62326Yang, Shanchao 53 2003 Asymptotic normality of regression estimators with long memory errors. Zbl 0903.62022Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas 52 1996 Restricted ridge estimation. Zbl 1116.62368Groß, Jürgen 51 2003 Large deviations for some weakly dependent random processes. Zbl 0699.60016Burton, Robert M.; Dehling, Herold 51 1990 Identifiability of cure models. Zbl 0999.62075Li, Chin-Shang; Taylor, Jeremy M. G.; Sy, Judy P. 50 2001 Almost sure limit theorems for the maximum of stationary Gaussian sequences. Zbl 1014.60031Csáki, Endre; Gonchigdanzan, Khurelbaatar 49 2002 A generalization of the exponential-Poisson distribution. Zbl 1176.62005Barreto-Souza, Wagner; Cribari-Neto, Francisco 49 2009 A parabolic stochastic differential equation with fractional Brownian motion input. Zbl 0937.60064Grecksch, W.; Anh, V. V. 49 1999 On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. Zbl 0856.60022Weron, Rafał 49 1996 Testing the equality of nonparametric regression curves. Zbl 0771.62034Delgado, Miguel A. 49 1993 Kernel density estimation for random fields. (Density estimation for random fields). Zbl 0892.62017Carbon, Michel; Tran, Lanh Tat; Wu, Berlin 49 1997 Uniform consistency of \(k\mathrm{NN}\) regressors for functional variables. Zbl 1277.62113Kudraszow, Nadia L.; Vieu, Philippe 49 2013 Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. Zbl 1082.60059Lepeltier, J.-P.; Xu, M. 49 2005 Density estimation by kernel and wavelets methods: optimality of Besov spaces. Zbl 0793.62019Kerkyacharian, Gérard; Picard, Dominique 48 1993 Expectiles and \(M\)-quantiles are quantiles. Zbl 0801.62012Jones, M. C. 48 1994 Skewed distributions generated by the normal kernel. Zbl 1048.62014Nadarajah, Saralees; Kotz, Samuel 48 2003 Rates of convergence of some estimators in a class of deconvolution problems. Zbl 0686.62026Stefanski, Leonard A. 47 1990 On binomial distributions of order k. Zbl 0638.60024Ling, K. D. 47 1988 A remark on the connection between the large deviation principle and the central limit theorem. Zbl 0797.60026Bryc, Wlodzimierz 46 1993 A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313Lei, Pedro; Nualart, David 46 2009 Three-level supersaturated designs. Zbl 0958.62071Yamada, Shu; Lin, Dennis K. J. 46 1999 Improved penalization for determining the number of factors in approximate factor models. Zbl 1202.62081Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco 44 2010 Multivariate extensions of Spearman’s rho and related statistics. Zbl 1108.62056Schmid, Friedrich; Schmidt, Rafael 44 2007 On some characterizations of the \(t\)-distribution. Zbl 0838.62040Arellano-Valle, Reinaldo B.; Bolfarine, Heleno 44 1995 Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem. Zbl 1064.62526Janssen, Arnold 44 1997 Non-parametric estimation of conditional quantiles. Zbl 0678.62049Samanta, M. 44 1989 A note on Linnik’s distribution. Zbl 0698.60019Devroye, Luc 44 1990 A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060Genest, Christian; Rivest, Louis-Paul 44 1989 The space-fractional Poisson process. Zbl 1270.60048Orsingher, Enzo; Polito, Federico 43 2012 Two measures of sample entropy. Zbl 0805.62009Ebrahimi, Nader; Pflughoeft, Kurt; Soofi, Ehsan S. 43 1994 Complete convergence of moving average processes. Zbl 0756.60031Li, Deli; Bhaskara Rao, M.; Wang, Xiangchen 43 1992 On nonparametric likelihood ratio estimation of survival probabilities for censored data. Zbl 0851.62026Li, Gang 43 1995 The likelihood ratio test for a separable covariance matrix. Zbl 1071.62052Lu, Nelson; Zimmerman, Dale L. 43 2005 A triptych of discrete distributions related to the stable law. Zbl 0794.60007Devroye, Luc 42 1993 Elliptical copulas: Applicability and limitations. Zbl 1116.62352Frahm, Gabriel; Junker, Markus; Szimayer, Alexander 42 2003 Kernel-based functional principal components. Zbl 0997.62024Boente, Graciela; Fraiman, Ricardo 42 2000 A note on the strong law of large numbers for positively dependent random variables. Zbl 0661.60048Birkel, Thomas 42 1988 Validity of the Aalen-Johansen estimators of stage occupation probabilities and Nelson-Aalen estimators of integrated transition hazards for non-Markov models. Zbl 0998.62072Datta, Somnath; Satten, Glen A. 41 2001 Complete convergence for weighted sums of NA sequences. Zbl 0967.60032Liang, Han-Ying; Su, Chun 41 1999 Asymptotic normality of the kernel estimate of a probability density function under association. Zbl 0958.62048Roussas, George G. 41 2000 Lee discrepancy and its applications in experimental designs. Zbl 1147.62065Zhou, Yong-Dao; Ning, Jian-Hui; Song, Xie-Bing 40 2008 Simultaneous confidence bands for ratios of survival functions via empirical likelihood. Zbl 1045.62097McKeague, Ian W.; Zhao, Yichuan 40 2002 On the maximum likelihood estimation of parameters of Weibull distribution based on complete and censored data. Zbl 1148.62081Balakrishnan, N.; Kateri, M. 40 2008 Variable selection in infinite-dimensional problems. Zbl 1320.62163Aneiros, Germán; Vieu, Philippe 40 2014 A simple expression for the multivariate Hermite polynomials. Zbl 0969.62040Withers, C. S. 40 2000 Complete convergence for weighted sums of negatively associated random variables. Zbl 0960.60027Liang, Han-Ying 40 2000 On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions. Zbl 0749.62033Deheuvels, Paul 40 1991 Sooner and later waiting time problems for Bernoulli trials: Frequency and run quotas. Zbl 0695.60016Ebneshahrashoob, M.; Sobel, Milton 40 1990 Asymptotics of sums of lognormal random variables with Gaussian copula. Zbl 1151.60009Asmussen, Søren; Rojas-Nandayapa, Leonardo 39 2008 A new family of slash-distributions with elliptical contours. Zbl 1116.62015Gómez, Héctor W.; Quintana, Fernando A.; Torres, Francisco J. 39 2007 Sharp and simple bounds for the raw moments of the binomial and Poisson distributions. Zbl 1478.60069Ahle, Thomas D. 2 2022 The Riemann-Liouville field and its GMC as \(H \to 0\), and skew flattening for the rough Bergomi model. Zbl 1478.60152Forde, Martin; Fukasawa, Masaaki; Gerhold, Stefan; Smith, Benjamin 2 2022 On the link between monetary and star-shaped risk measures. Zbl 1493.91147Moresco, Marlon Ruoso; Righi, Marcelo Brutti 2 2022 On the maximum of random assignment process. Zbl 1487.60015Lifshits, M. A.; Tadevosian, A. A. 2 2022 On the probability of forming polygons from a broken stick. Zbl 1474.60024Verreault, William 1 2022 Large deviations for super-heavy tailed random walks. 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