## 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: 8,894 Publications (since 1982) References Indexed: 8,730 Publications with 115,363 References.
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 72 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 Jones, Michael Chris 15 Kabaila, Paul V. 15 Li, Deli 15 Qi, Yongcheng 15 Rosalsky, Andrew 15 Rukhin, Andrew L. 15 Yan, Litan 14 Bai, Zhi-Dong 14 Bartoszewicz, Jarosław 14 Biswas, Atanu 14 Eryılmaz, Serkan N. 14 Falk, Michael 14 Hüsler, Jürg 14 Jammalamadaka, Sreenivasa Rao 14 Kotz, Samuel 14 Lin, Dennis Kon Jin 14 Mahmoud, Hosam M. 14 Mukerjee, Rahul 14 Nanda, Asok K. 14 Stepanov, Aleksei Vasil’evich 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 Strawderman, William Edward 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 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 Székely, Gábor J. 11 Taqqu, Murad S. 11 Vellaisamy, Palaniappan 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 10 Ouknine, Youssef ...and 8,225 more Authors
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 5,803 Statistics (62-XX) 4,316 Probability theory and stochastic processes (60-XX) 551 Numerical analysis (65-XX) 271 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 161 Combinatorics (05-XX) 145 Operations research, mathematical programming (90-XX) 99 Biology and other natural sciences (92-XX) 86 Linear and multilinear algebra; matrix theory (15-XX) 75 Functional analysis (46-XX) 66 Measure and integration (28-XX) 65 Systems theory; control (93-XX) 62 Computer science (68-XX) 59 Partial differential equations (35-XX) 58 Harmonic analysis on Euclidean spaces (42-XX) 53 Real functions (26-XX) 51 Information and communication theory, circuits (94-XX) 47 Special functions (33-XX) 46 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) 25 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) 9 Abstract harmonic analysis (43-XX) 9 Global analysis, analysis on manifolds (58-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)

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6,553 Publications have been cited 42,100 times in 28,225 Documents Cited by Year
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Backward stochastic differential equations with continuous coefficient. Zbl 0904.60042
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Descriptive statistics for multivariate distributions. Zbl 0517.62051
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A lifetime distribution with decreasing failure rate. Zbl 0908.62096
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Convergence rates for partially splined models. Zbl 0628.62077
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A note on the almost sure central limit theorem. Zbl 0691.60016
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Semi-functional partial linear regression. Zbl 1090.62036
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Estimating the number of change-points via Schwarz’ criterion. Zbl 0642.62016
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Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence. Zbl 1402.92396
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Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
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2010
Estimation of integrated squared density derivatives. Zbl 0628.62029
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Maxima of normal random vectors: Between independence and complete dependence. Zbl 0679.62038
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Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space. Zbl 1248.60069
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2012
A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function. Zbl 0954.62117
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2000
Sub-fractional Brownian motion and its relation to occupation times. Zbl 1076.60027
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Density estimation in Besov spaces. Zbl 0749.62026
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A generalized geometric distribution and some of its properties. Zbl 0517.60010
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Asymptotic stability of nonlinear impulsive stochastic differential equations. Zbl 1166.60316
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On the characterization of a class of binary operations on distribution functions. Zbl 0798.60023
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1993
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion. Zbl 0983.60052
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2001
Bounds for means and variances of progressive type II censored order statistics. Zbl 0988.62027
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2001
Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034
Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong
2001
Maximum likelihood estimation of a survival function under the Koziol- Green proportional hazards model. Zbl 0629.62096
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1987
A new class of bivariate copulas. Zbl 1102.62054
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2004
Moments of skew-normal random vectors and their quadratic forms. Zbl 0972.62031
Genton, Marc G.; He, Li; Liu, Xiangwei
2001
Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives. Zbl 0724.62040
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1991
On almost sure max-limit theorems. Zbl 1246.60034
1998
Estimation of $$R=P(Y<X)$$ for three-parameter Weibull distribution. Zbl 1169.62012
2009
A note on comparisons among coherent systems with dependent components using signatures. Zbl 1068.60026
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Consistent regression estimation with fixed design points under dependence conditions. Zbl 0674.62026
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1989
Empirical likelihood for semiparametric varying-coefficient partially linear regression models. Zbl 1086.62057
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2006
On an extension of the exponential-geometric distribution. Zbl 1075.62008
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2005
On weak dependence conditions for Poisson autoregressions. Zbl 1241.62109
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2012
Bias correction in ARMA models. Zbl 0791.62087
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1994
A multivariate Kolmogorov-Smirnov test of goodness of fit. Zbl 0883.62054
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1997
Double-ranked set sampling. Zbl 0949.62042
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2000
A note on a dependent risk model with constant interest rate. Zbl 1242.91094
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2012
A bivariate beta distribution. Zbl 1116.60309
Olkin, Ingram; Liu, Ruixue
2003
An extension of the generalized Birnbaum-Saunders distribution. Zbl 1155.62006
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2009
On the unification of long-term survival models. Zbl 1349.62485
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2009
A note on the almost sure central limit theorem for weakly dependent random variables. Zbl 0820.60012
1995
Marcinkiewicz strong laws for linear statistics. Zbl 0960.60026
Bai, Z. D.; Cheng, Philip E.
2000
The skew-Cauchy distribution. Zbl 0969.62037
Arnold, Barry C.; Beaver, Robert J.
2000
Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples. Zbl 1101.62326
Yang, Shanchao
2003
Empirical likelihood for partial linear models with fixed designs. Zbl 1054.62550
Wang, Qi-Hua; Jing, Bing-Yi
1999
Cramér’s estimate for Lévy processes. Zbl 0809.60085
Bertoin, J.; Doney, R. A.
1994
On the multivariate probability integral transformation. Zbl 0982.62056
Genest, Christian; Rivest, Louis-Paul
2001
Some results on the proportional reversed hazards model. Zbl 0967.60016
Di Crescenzo, Antonio
2000
Large deviations for some weakly dependent random processes. Zbl 0699.60016
Burton, Robert M.; Dehling, Herold
1990
Restricted ridge estimation. Zbl 1116.62368
Groß, Jürgen
2003
Almost sure limit theorems for the maximum of stationary Gaussian sequences. Zbl 1014.60031
Csáki, Endre; Gonchigdanzan, Khurelbaatar
2002
Identifiability of cure models. Zbl 0999.62075
Li, Chin-Shang; Taylor, Jeremy M. G.; Sy, Judy P.
2001
Asymptotic normality of regression estimators with long memory errors. Zbl 0903.62022
Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas
1996
Density estimation by kernel and wavelets methods: optimality of Besov spaces. Zbl 0793.62019
Kerkyacharian, Gérard; Picard, Dominique
1993
Skewed distributions generated by the normal kernel. Zbl 1048.62014
2003
Kernel density estimation for random fields. (Density estimation for random fields). Zbl 0892.62017
Carbon, Michel; Tran, Lanh Tat; Wu, Berlin
1997
A parabolic stochastic differential equation with fractional Brownian motion input. Zbl 0937.60064
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1999
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. Zbl 1082.60059
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2005
Testing the equality of nonparametric regression curves. Zbl 0771.62034
1993
Rates of convergence of some estimators in a class of deconvolution problems. Zbl 0686.62026
Stefanski, Leonard A.
1990
Uniform consistency of $$k\mathrm{NN}$$ regressors for functional variables. Zbl 1277.62113
2013
Expectiles and $$M$$-quantiles are quantiles. Zbl 0801.62012
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1994
On binomial distributions of order k. Zbl 0638.60024
Ling, K. D.
1988
Three-level supersaturated designs. Zbl 0958.62071
Yamada, Shu; Lin, Dennis K. J.
1999
A remark on the connection between the large deviation principle and the central limit theorem. Zbl 0797.60026
Bryc, Wlodzimierz
1993
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
2009
A generalization of the exponential-Poisson distribution. Zbl 1176.62005
Barreto-Souza, Wagner; Cribari-Neto, Francisco
2009
On some characterizations of the $$t$$-distribution. Zbl 0838.62040
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1995
On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. Zbl 0856.60022
Weron, Rafał
1996
Multivariate extensions of Spearman’s rho and related statistics. Zbl 1108.62056
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2007
Non-parametric estimation of conditional quantiles. Zbl 0678.62049
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1989
A characterization of Gumbel’s family of extreme value distributions. Zbl 0701.62060
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1989
Complete convergence of moving average processes. Zbl 0756.60031
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1992
On nonparametric likelihood ratio estimation of survival probabilities for censored data. Zbl 0851.62026
Li, Gang
1995
Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem. Zbl 1064.62526
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1997
Improved penalization for determining the number of factors in approximate factor models. Zbl 1202.62081
Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2010
Kernel-based functional principal components. Zbl 0997.62024
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2000
A note on the strong law of large numbers for positively dependent random variables. Zbl 0661.60048
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1988
A note on Linnik’s distribution. Zbl 0698.60019
Devroye, Luc
1990
Two measures of sample entropy. Zbl 0805.62009
Ebrahimi, Nader; Pflughoeft, Kurt; Soofi, Ehsan S.
1994
The likelihood ratio test for a separable covariance matrix. Zbl 1071.62052
Lu, Nelson; Zimmerman, Dale L.
2005
Complete convergence for weighted sums of NA sequences. Zbl 0967.60032
Liang, Han-Ying; Su, Chun
1999
A triptych of discrete distributions related to the stable law. Zbl 0794.60007
Devroye, Luc
1993
Simultaneous confidence bands for ratios of survival functions via empirical likelihood. Zbl 1045.62097
McKeague, Ian W.; Zhao, Yichuan
2002
Elliptical copulas: Applicability and limitations. Zbl 1116.62352
Frahm, Gabriel; Junker, Markus; Szimayer, Alexander
2003
Asymptotic normality of the kernel estimate of a probability density function under association. Zbl 0958.62048
Roussas, George G.
2000
A simple expression for the multivariate Hermite polynomials. Zbl 0969.62040
Withers, C. S.
2000
On the maximum likelihood estimation of parameters of Weibull distribution based on complete and censored data. Zbl 1148.62081
Balakrishnan, N.; Kateri, M.
2008
Complete convergence for weighted sums of negatively associated random variables. Zbl 0960.60027
Liang, Han-Ying
2000
Sooner and later waiting time problems for Bernoulli trials: Frequency and run quotas. Zbl 0695.60016
Ebneshahrashoob, M.; Sobel, Milton
1990
The space-fractional Poisson process. Zbl 1270.60048
Orsingher, Enzo; Polito, Federico
2012
Variable selection for semiparametric varying coefficient partially linear models. Zbl 1171.62026
Zhao, Peixin; Xue, Liugen
2009
On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions. Zbl 0749.62033
Deheuvels, Paul
1991
Uniform strong estimation under $$\alpha$$-mixing, with rates. Zbl 0757.62024
Cai, Zongwu; Roussas, George G.
1992
Successes, runs and longest runs. Zbl 0594.62013
Philippou, Andreas N.; Makri, Frosso S.
1986
Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion. Zbl 0906.62104
Le Breton, Alain
1998
Variable selection in infinite-dimensional problems. Zbl 1320.62163
Aneiros, Germán; Vieu, Philippe
2014
On the probability of forming polygons from a broken stick. Zbl 1474.60024
Verreault, William
2022
Large deviations for super-heavy tailed random walks. Zbl 1474.60123
Nakata, Toshio
2022
Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients. Zbl 1478.60181
Wang, Ruifang; Xu, Yong; Yue, Hongge
2022
Sharp and simple bounds for the raw moments of the binomial and Poisson distributions. Zbl 1478.60069
Ahle, Thomas D.
2022
The Riemann-Liouville field and its GMC as $$H \to 0$$, and skew flattening for the rough Bergomi model. Zbl 1478.60152
Forde, Martin; Fukasawa, Masaaki; Gerhold, Stefan; Smith, Benjamin
2022
Gaussian fluctuation for Gaussian Wishart matrices of overall correlation. Zbl 1481.60012
Nourdin, Ivan; Pu, Fei
2022
When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence. Zbl 1478.60095
Zhang, Rui-Ray
2022
Some new bounds for the mean value function of the residual lifetime process. Zbl 1487.60163
Pekalp, Mustafa Hilmi
2022
Limit theorems for dependent random variables with infinite means. Zbl 07578049
Bernou, Ismahen; Boukhari, Fakhreddine
2022
Ulam-Hyers stability of Caputo type fractional stochastic neutral differential equations. Zbl 1458.34011
2021
The number of zeros in elephant random walks with delays. Zbl 1478.60089
2021
A note on the von Weizsäcker theorem. Zbl 1466.60067
Tappe, Stefan
2021
On formulations of skew factor models: skew factors and/or skew errors. Zbl 1456.62036
Lee, Sharon X.; McLachlan, Geoffrey J.
2021
Robust concentration inequalities in maximal exponential models. Zbl 1465.62088
Siri, Paola; Trivellato, Barbara
2021
On the restrictiveness of the usual stochastic order and the likelihood ratio order. Zbl 1457.60036
Fried, Sela
2021
An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case. Zbl 1457.60030
Grabchak, Michael
2021
A test for the increasing log-odds rate family. Zbl 1461.62053
Lando, Tommaso
2021
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences. Zbl 1457.60051
Dedecker, Jérôme; Merlevède, Florence
2021
Strongly consistent model selection for general causal time series. Zbl 1461.62155
Kengne, William
2021
On the probability that a binomial variable is at most its expectation. Zbl 1457.60015
Janson, Svante
2021
Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps. Zbl 1482.60080
Przybyłowicz, Paweł; Szölgyenyi, Michaela; Xu, Fanhui
2021
A note on the reduction principle for the nodal length of planar random waves. Zbl 1482.60068
Vidotto, Anna
2021
On the stability of the martingale optimal transport problem: a set-valued map approach. Zbl 1477.49068
Neufeld, Ariel; Sester, Julian
2021
MSO 0-1 law for recursive random trees. Zbl 1482.60050
Malyshkin, Y. A.; Zhukovskii, M. E.
2021
Random covering sets in metric space with exponentially mixing property. Zbl 1455.60030
Hu, Zhang-nan; Li, Bing
2021
Fitting sparse linear models under the sufficient and necessary condition for model identification. Zbl 1456.62143
Huang, Jian; Jiao, Yuling; Kang, Lican; Liu, Yanyan
2021
Expected duration of the no-information minimum rank problem. Zbl 1455.60065
Demers, Simon
2021
Median regression from twice censored data. Zbl 1456.62077
Subramanian, Sundarraman
2021
On relationships between the Pearson and the distance correlation coefficients. Zbl 1455.62113
Edelmann, Dominic; Móri, Tamás F.; Székely, Gábor J.
2021
On the spectral gap of Boltzmann measures on the unit sphere. Zbl 1453.60056
Li, Biao; Ma, Yutao; Zhang, Zhengliang
2021
On joint probability distribution of the number of vertices and area of the convex hulls generated by a Poisson point process. Zbl 1455.60038
Formanov, Sh. K.; Khamdamov, I. M.
2021
Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients. Zbl 1455.60080
Zhang, Hua
2021
Jensen-information generating function and its connections to some well-known information measures. Zbl 1460.94028
Kharazmi, Omid; Balakrishnan, Narayanaswamy
2021
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure. Zbl 1460.91298
Leipus, Remigijus; Paukštys, Saulius; Šiaulys, Jonas
2021
A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions. Zbl 1461.62054
Pycke, Jean-Renaud
2021
Simple functions of independent beta random variables that follow beta distributions. Zbl 1457.60024
Jones, M. C.; Balakrishnan, N.
2021
A consistent estimator for skewness of partial sums of dependent data. Zbl 1461.62159
Nasari, Masoud M.; Ould-Haye, Mohamedou
2021
A $$k$$NN procedure in semiparametric functional data analysis. Zbl 1461.62240
Novo, Silvia; Aneiros, Germán; Vieu, Philippe
2021
Estimation of all parameters in the reflected Ornstein-Uhlenbeck process from discrete observations. Zbl 1474.62297
Hu, Yaozhong; Xi, Yuejuan
2021
On telegraph processes, their first passage times and running extrema. Zbl 1482.60128
Ratanov, Nikita
2021
Non-parametric estimation of Gini index with right censored observations. Zbl 1478.62084
Kattumannil, Sudheesh K.; Dewan, Isha; Sreelaksmi, N.
2021
On martingale transformations of multidimensional Brownian motion. Zbl 1482.60060
2021
On a denseness result for quasi-infinitely divisible distributions. Zbl 1476.60037
Kutlu, Merve
2021
Bounds on the rate of convergence for Markovian queuing models with catastrophes. Zbl 1482.60122
Zeifman, Alexander
2021
On the laws of large numbers for pseudo-independent random variables under sublinear expectation. Zbl 1482.60045
Guo, Xiaofan; Li, Xinpeng
2021
Some inequalities for absolute moments of feasible acceptable random variables. Zbl 1482.60025
Eghbal, Negar
2021
Multivariate max-stable processes and homogeneous functionals. Zbl 1482.60054
Hashorva, Enkelejd; Kume, Alfred
2021
On stochastic comparisons of finite $$\alpha$$-mixture models. Zbl 1475.60042
2021
Maxima and near-maxima of a Gaussian random assignment field. Zbl 1482.60069
Mordant, Gilles; Segers, Johan
2021
On the tight constant in the multivariate Dvoretzky-Kiefer-Wolfowitz inequality. Zbl 1474.60048
Naaman, Michael
2021
Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition. Zbl 1478.62239
Bonnet, Anna; Martinez Herrera, Miguel; Sangnier, Maxime
2021
Generalizations of Efron’s theorem. Zbl 1474.60037
Oudghiri, Yannis
2021
On the occasional exactness of the distributional transform approximation for direct Gaussian copula models with discrete margins. Zbl 1474.62170
Hughes, John
2021
Prabhakar Lévy processes. Zbl 07425373
Gajda, Janusz; Beghin, Luisa
2021
On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable. Zbl 1481.62008
Cui, Yifan; Tchetgen Tchetgen, Eric
2021
A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers. Zbl 1489.60034
Rosalsky, Andrew; Thành, Lê Vǎn
2021
Exponential contraction of switching jump diffusions with a hidden Markov chain. Zbl 1474.60187
Tran, Ky Quan
2021
Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models. Zbl 1434.62096
Jiang, Hong; Qian, Jianwei; Sun, Yuqin
2020
A nonparametric test for comparison of mean past lives. Zbl 1435.62150
Bhattacharyya, Dhrubasish; Khan, Ruhul Ali; Mitra, Murari
2020
Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics. Zbl 1436.62057
Lando, Tommaso; Bertoli-Barsotti, Lucio
2020
A test of exponentiality against DMTTF alternatives via L-statistics. Zbl 1447.62046
Bhattacharyya, Dhrubasish; Khan, Ruhul Ali; Mitra, Murari
2020
Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients. Zbl 1481.34087
Cui, Jing; Bi, Nana
2020
Stein’s method for the single server queue in heavy traffic. Zbl 1450.60054
Gaunt, Robert E.; Walton, Neil
2020
Schoenberg coefficients and curvature at the origin of continuous isotropic positive definite kernels on spheres. Zbl 1456.42007
Arafat, Ahmed; Gregori, Pablo; Porcu, Emilio
2020
Construction of optimal fractional Order-of-Addition designs via block designs. Zbl 1435.62303
Chen, Jianbin; Mukerjee, Rahul; Lin, Dennis K. J.
2020
A note on optional Snell envelopes and reflected backward SDEs. Zbl 1460.60054
Marzougue, Mohamed
2020
Solvability of anticipated backward stochastic Volterra integral equations. Zbl 1453.60111
Wen, Jiaqiang; Shi, Yufeng
2020
A hypothesis-testing perspective on the $$G$$-normal distribution theory. Zbl 1459.62027
Peng, Shige; Zhou, Quan
2020
On error bounds for high-dimensional asymptotic distribution of $$L_2$$-type test statistic for equality of means. Zbl 1459.62026
Hyodo, Masashi; Nishiyama, Takahiro; Pavlenko, Tatjana
2020
The Marcinkiewics-Zygmund strong law of large numbers for dependent random variables. Zbl 1434.60099
Boukhari, Fakhreddine
2020
Interplay of financial and insurance risks in dependent discrete-time risk models. Zbl 1436.62501
Yang, Yang; Jiang, Tao; Wang, Kaiyong; Yuen, Kam C.
2020
Conditional law and occupation times of two-sided sticky Brownian motion. Zbl 1450.60044
Can, Bugra; Çağlar, Mine
2020
Wasserstein upper bounds of the total variation for smooth densities. Zbl 1453.60050
Chae, Minwoo; Walker, Stephen G.
2020
Exact tests via multiple data splitting. Zbl 1456.62107
DiCiccio, Cyrus J.; DiCiccio, Thomas J.; Romano, Joseph P.
2020
A note on the identifiability of latent variable models for mixed longitudinal data. Zbl 1455.62102
Tabrizi, Elham; Bahrami Samani, Ehsan; Ganjali, Mojtaba
2020
Monotonicity properties of the Poisson approximation to the binomial distribution. Zbl 1453.60062
Pinelis, Iosif
2020
Functional CLT for nonstationary strongly mixing processes. Zbl 1471.60044
2020
Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space. Zbl 1434.62028
Makigusa, Natsumi; Naito, Kanta
2020
Recursive estimators of integrated squared density derivatives. Zbl 1459.62045
2020
A Kesten-type bound for sums of randomly weighted subexponential random variables. Zbl 1440.62195
Chen, Yiqing
2020
Pattern occurrences in random planar maps. Zbl 1456.05144
Drmota, Michael; Stufler, Benedikt
2020
Gaussian fluctuations for edge counts in high-dimensional random geometric graphs. Zbl 1453.60015
Grygierek, Jens; Thäle, Christoph
2020
Hypothesis testing for the identity of high-dimensional covariance matrices. Zbl 1440.62078
Qian, Manling; Tao, Li; Li, Erqian; Tian, Maozai
2020
Estimating the complexity index of functional data: some asymptotics. Zbl 1440.62407
Bongiorno, E. G.; Goia, A.; Vieu, P.
2020
The conditional law of the Bacry-Muzy and Riemann-Liouville log correlated Gaussian fields and their GMC, via Gaussian Hilbert and fractional Sobolev spaces. Zbl 1434.60131
Forde, Martin; Smith, Benjamin
2020
Talagrand’s quadratic transportation cost inequalities for reflected SPDEs driven by space-time white noise. Zbl 1434.60162
Li, Ruinan; Li, Yumeng
2020
Objective Bayesian analysis for the Lomax distribution. Zbl 1436.62094
Ferreira, Paulo H.; Ramos, Eduardo; Ramos, Pedro L.; Gonzales, Jhon F. B.; Tomazella, Vera L. D.; Ehlers, Ricardo S.; Silva, Eveliny B.; Louzada, Francisco
2020
Some remark on the asymptotic variance in a drift accelerated diffusion. Zbl 1437.60049
Ouled Said, A.
2020
On generating fully discrete samples of the stochastic heat equation on an interval. Zbl 1437.60038
Hildebrandt, Florian
2020
Characterization results for symmetric continuous distributions based on the properties of $$k$$-records and spacings. Zbl 1451.62021
2020
A note on the exact simulation of spherical Brownian motion. Zbl 1450.60002
Mijatović, Aleksandar; Mramor, Veno; Uribe Bravo, Gerónimo
2020
On some new moments of Gamma type. Zbl 1458.33005
Kadankova, Tetyana; Simon, Thomas; Wang, Min
2020
Local stability in a transient Markov chain. Zbl 1450.60035
Adan, Ivo; Foss, Sergey; Shneer, Seva; Weiss, Gideon
2020
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure. Zbl 1447.62052
Li, Rong; Bi, Xiuchun; Zhang, Shuguang
2020
On the entrance at infinity of Feller processes with no negative jumps. Zbl 1450.60034
Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen
2020
Variance function of Boolean additive convolution. Zbl 1453.60044
Fakhfakh, Raouf
2020
Asymptotic behaviour of solution and non-existence of global solution to a class of conformable time-fractional stochastic equation. Zbl 1448.60146
Nane, Erkan; Nwaeze, Eze R.; Omaba, McSylvester Ejighikeme
2020
Bounds on tail probabilities for quadratic forms in dependent sub-Gaussian random variables. Zbl 1453.60064
Zajkowski, Krzysztof
2020
Optimal stopping problems for running minima with positive discounting rates. Zbl 1464.60036
Gapeev, Pavel V.
2020
Series representations of isotropic vector random fields on balls. Zbl 1460.60045
Lu, Tianshi; Leonenko, Nikolai; Ma, Chunsheng
2020
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### Cited by 23,202 Authors

 301 Balakrishnan, Narayanaswamy 191 Nadarajah, Saralees 141 Wang, Xuejun 128 Cordeiro, Gauss Moutinho 100 Hashorva, Enkelejd 99 Hu, Shuhe 73 Eryılmaz, Serkan N. 71 Prakasa Rao, B. L. S. 70 Ahmadi, Jafar 70 Horváth, Lajos 68 Li, Xiaohu 68 Qin, Hong 65 Wu, Qunying 63 Leonenko, Nikolai N. 63 Sung, Soohak 63 Vieu, Philippe 62 Volodin, Andrei I. 61 Dette, Holger 60 Liang, Hanying 59 Gupta, Arjun Kumar 59 Lemonte, Artur José 57 Lin, Jinguan 57 Yang, Wenzhi 56 Miao, Yu 56 Yang, Hu 55 Chen, Pingyan 54 Ren, Yong 53 Sankaran, Paduthol Godan 52 Hall, Peter Gavin 52 Louzada, Francisco 51 Laksaci, Ali 51 Wang, Yuebao 50 Cramer, Erhard 50 Yan, Litan 50 Yang, Yang 49 Ortega, Edwin Moises Marcos 49 Wu, Yi 48 Bouzebda, Salim 48 Genton, Marc G. 48 Vellaisamy, Palaniappan 47 Kundu, Debasis 46 Macci, Claudio 46 Shen, Aiting 44 Cancho, Vicente Garibay 44 Hu, Taizhong 44 Navarro, Jorge 44 Peng, Zuoxiang 44 Rychlik, Tomasz 44 Shin, Dongwan 44 Withers, Christopher Stroude 43 Chatterjee, Kashinath 43 Zhao, Peng 42 Boente, Graciela 42 Jamalizadeh, Ahad 42 Kamps, Udo 42 Úbeda-Flores, Manuel 42 Zhang, Li-Xin 42 Zhao, Yichuan 42 Zhu, Lixing 41 Bolfarine, Heleno 41 Dębicki, Krzysztof 41 Durante, Fabrizio 41 Koul, Hira Lal 41 Lee, Sangyeol 41 Liu, Min-Qian 41 Raqab, Mohammad Zayed 41 Wang, Dehui 40 Arellano-Valle, Reinaldo Boris 40 Tan, Zhongquan 39 Fu, Ke’ang 39 Ould-Saïd, Elias 39 Shen, Guangjun 39 Zhou, Yong 38 de Uña-Álvarez, Jacobo 38 Hušková, Marie 38 Kokonendji, Célestin Clotaire 38 Nair, N. Unnikrishnan 38 Wesołowski, Jacek 37 Belzunce, Félix 37 Di Crescenzo, Antonio 37 Gijbels, Irène 37 Lin, Zhengyan 37 Peng, Liang 37 Šiaulys, Jonas 36 González-Manteiga, Wenceslao 36 Jones, Michael Chris 36 Marchand, Eric 36 Rosalsky, Andrew 36 Shen, Pao-Sheng 35 Meerschaert, Mark Marvin 35 Pardo, Leandro 35 Qin, Yongsong 35 Van Keilegom, Ingrid 35 Wang, Kaiyong 34 Chesneau, Christophe 34 Jiménez-Gamero, María Dolores 34 Oja, Hannu 34 Ruiz-Medina, María Dolores 34 Schick, Anton 33 Fang, Kai-Tai ...and 23,102 more Authors
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### Cited in 824 Journals

 3,010 Statistics & Probability Letters 2,060 Communications in Statistics. Theory and Methods 1,213 Journal of Statistical Planning and Inference 994 Journal of Multivariate Analysis 827 Computational Statistics and Data Analysis 630 Journal of Statistical Computation and Simulation 577 Communications in Statistics. Simulation and Computation 511 Stochastic Processes and their Applications 508 Statistics 495 The Annals of Statistics 465 Statistical Papers 414 Journal of Nonparametric Statistics 369 Journal of Applied Statistics 360 Metrika 339 Annals of the Institute of Statistical Mathematics 303 Bernoulli 302 Electronic Journal of Statistics 300 Journal of Applied Probability 284 Journal of Mathematical Analysis and Applications 258 Computational Statistics 248 Insurance Mathematics & Economics 244 Journal of the Korean Statistical Society 243 Test 237 Journal of Theoretical Probability 234 Stochastic Analysis and Applications 232 Journal of Econometrics 227 Methodology and Computing in Applied Probability 224 Journal of Computational and Applied Mathematics 216 Journal of Inequalities and Applications 197 Applied Mathematics and Computation 175 Journal of Statistical Theory and Practice 172 The Canadian Journal of Statistics 165 Scandinavian Journal of Statistics 157 Journal of Time Series Analysis 147 Extremes 143 Biometrics 141 Statistics and Computing 136 Lithuanian Mathematical Journal 136 Stochastics 131 The Annals of Probability 131 Statistical Methodology 130 The Annals of Applied Probability 129 Acta Mathematicae Applicatae Sinica. English Series 125 Advances in Applied Probability 122 Econometric Theory 113 Brazilian Journal of Probability and Statistics 109 Journal of the American Statistical Association 106 Statistical Science 105 Acta Mathematica Sinica. English Series 105 Statistical Methods and Applications 104 Probability in the Engineering and Informational Sciences 102 Comptes Rendus. Mathématique. Académie des Sciences, Paris 101 Physica A 100 Probability Theory and Related Fields 99 Statistical Inference for Stochastic Processes 98 Advances in Difference Equations 95 Journal of Statistical Physics 95 European Journal of Operational Research 89 Sequential Analysis 89 Linear Algebra and its Applications 86 Lifetime Data Analysis 86 Stochastics and Dynamics 86 The Annals of Applied Statistics 85 Fuzzy Sets and Systems 82 Applied Mathematics. Series B (English Edition) 82 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 81 Journal of Systems Science and Complexity 77 Journal of Mathematical Sciences (New York) 75 Econometric Reviews 74 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 73 Abstract and Applied Analysis 72 Mathematical Methods of Statistics 72 Science China. Mathematics 72 Journal of Probability and Statistics 70 AStA. Advances in Statistical Analysis 68 Mathematical Problems in Engineering 66 Kybernetika 65 Electronic Journal of Probability 65 Stochastic Models 65 Sankhyā. Series A 64 Frontiers of Mathematics in China 64 Dependence Modeling 63 Metron 62 Quantitative Finance 62 Modern Stochastics. Theory and Applications 60 Discrete Dynamics in Nature and Society 59 Scandinavian Actuarial Journal 57 Economics Letters 57 Applied Mathematical Modelling 57 Australian & New Zealand Journal of Statistics 56 Theory of Probability and its Applications 55 Biometrical Journal 55 Information Sciences 55 Statistical Modelling 52 Acta Applicandae Mathematicae 50 Computers & Mathematics with Applications 49 Theory of Probability and Mathematical Statistics 49 Random Operators and Stochastic Equations 48 Mathematics and Computers in Simulation 48 Applied Mathematics Letters ...and 724 more Journals
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### Cited in 61 Fields

 19,100 Statistics (62-XX) 11,557 Probability theory and stochastic processes (60-XX) 2,688 Numerical analysis (65-XX) 1,809 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 806 Operations research, mathematical programming (90-XX) 639 Biology and other natural sciences (92-XX) 547 Systems theory; control (93-XX) 489 Ordinary differential equations (34-XX) 466 Computer science (68-XX) 437 Partial differential equations (35-XX) 410 Combinatorics (05-XX) 338 Information and communication theory, circuits (94-XX) 303 Harmonic analysis on Euclidean spaces (42-XX) 299 Statistical mechanics, structure of matter (82-XX) 288 Linear and multilinear algebra; matrix theory (15-XX) 272 Dynamical systems and ergodic theory (37-XX) 246 Real functions (26-XX) 244 Functional analysis (46-XX) 226 Measure and integration (28-XX) 200 Special functions (33-XX) 192 Operator theory (47-XX) 157 Calculus of variations and optimal control; optimization (49-XX) 117 Number theory (11-XX) 108 Integral equations (45-XX) 107 Geophysics (86-XX) 97 Integral transforms, operational calculus (44-XX) 95 Approximations and expansions (41-XX) 54 History and biography (01-XX) 52 Convex and discrete geometry (52-XX) 52 Quantum theory (81-XX) 45 Difference and functional equations (39-XX) 43 Differential geometry (53-XX) 37 Abstract harmonic analysis (43-XX) 36 Mathematical logic and foundations (03-XX) 31 Sequences, series, summability (40-XX) 30 Fluid mechanics (76-XX) 28 Global analysis, analysis on manifolds (58-XX) 26 Functions of a complex variable (30-XX) 25 Mechanics of deformable solids (74-XX) 24 Astronomy and astrophysics (85-XX) 23 General topology (54-XX) 21 Group theory and generalizations (20-XX) 19 General and overarching topics; collections (00-XX) 19 Order, lattices, ordered algebraic structures (06-XX) 19 Potential theory (31-XX) 15 Relativity and gravitational theory (83-XX) 15 Mathematics education (97-XX) 12 Mechanics of particles and systems (70-XX) 11 Algebraic geometry (14-XX) 11 Geometry (51-XX) 8 Classical thermodynamics, heat transfer (80-XX) 7 Commutative algebra (13-XX) 6 Manifolds and cell complexes (57-XX) 6 Optics, electromagnetic theory (78-XX) 5 Field theory and polynomials (12-XX) 5 Topological groups, Lie groups (22-XX) 3 Associative rings and algebras (16-XX) 3 Nonassociative rings and algebras (17-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Algebraic topology (55-XX) 1 Category theory; homological algebra (18-XX)