Incomplete split-plot designs: Construction and analysis
Publication date: Available online 15 July 2020Source: Statistics & Probability LettersAuthor(s): B.N. Mandal, Rajender Parsad, Sukanta Dash (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 17, 2020 Category: Statistics Source Type: research

Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions
Publication date: Available online 15 July 2020Source: Statistics & Probability LettersAuthor(s): Miriam Hägele (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 17, 2020 Category: Statistics Source Type: research

Wavelet estimation in OFBM: Choosing scale parameter in different sampling methods and different parameter values
Publication date: Available online 11 July 2020Source: Statistics & Probability LettersAuthor(s): Jeonghwa Lee (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 12, 2020 Category: Statistics Source Type: research

Lack-of-fit of a parametric measurement error AR(1) model
Publication date: Available online 10 July 2020Source: Statistics & Probability LettersAuthor(s): N. Balakrishna, Jiwoong Kim, Hira L. Koul (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 12, 2020 Category: Statistics Source Type: research

Blowup solutions for stochastic parabolic equations
Publication date: Available online 9 July 2020Source: Statistics & Probability LettersAuthor(s): Guangying Lv, Jinlong Wei (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 10, 2020 Category: Statistics Source Type: research

Posterior properties of the Weibull distribution for censored data
Publication date: Available online 10 July 2020Source: Statistics & Probability LettersAuthor(s): Eduardo Ramos, Pedro L. Ramos, Francisco Louzada (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 10, 2020 Category: Statistics Source Type: research

On non-linear dependence of multivariate subordinated Lévy processes
Publication date: Available online 10 July 2020Source: Statistics & Probability LettersAuthor(s): E. Di Nardo, M. Marena, P. Semeraro (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 10, 2020 Category: Statistics Source Type: research

On intersections of independent space–time anisotropic Gaussian fields
Publication date: Available online 10 July 2020Source: Statistics & Probability LettersAuthor(s): Zhenlong Chen, Jun Wang, Dongsheng Wu (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 10, 2020 Category: Statistics Source Type: research

Process convergence of fluctuations of linear eigenvalue statistics of band Toeplitz matrices
Publication date: Available online 8 July 2020Source: Statistics & Probability LettersAuthor(s): Shambhu Nath Maurya, Koushik Saha (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 9, 2020 Category: Statistics Source Type: research

Correlation matrices with average constraints
Publication date: Available online 7 July 2020Source: Statistics & Probability LettersAuthor(s): Jan Tuitman, Steven Vanduffel, Jing Yao (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 8, 2020 Category: Statistics Source Type: research

Sensitivity of the stationary distributions of denumerable Markov chains
Publication date: Available online 6 July 2020Source: Statistics & Probability LettersAuthor(s): Juan Alberto Rojas Cruz (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 7, 2020 Category: Statistics Source Type: research

Exact tests via multiple data splitting
Publication date: Available online 6 July 2020Source: Statistics & Probability LettersAuthor(s): Cyrus DiCiccio, Thomas DiCiccio, Joseph P. Romano (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 7, 2020 Category: Statistics Source Type: research

An explicit solution to the Skorokhod embedding problem for double exponential increments
Publication date: Available online 3 July 2020Source: Statistics & Probability LettersAuthor(s): Giang T. Nguyen, Oscar Peralta (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 5, 2020 Category: Statistics Source Type: research

A general treatment of alternative expectation formulae
Publication date: Available online 3 July 2020Source: Statistics & Probability LettersAuthor(s): Yang Liu (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 5, 2020 Category: Statistics Source Type: research

Convergence rate to equilibrium in Wasserstein distance for reflected jump–diffusions
Publication date: October 2020Source: Statistics & Probability Letters, Volume 165Author(s): Andrey Sarantsev (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - July 3, 2020 Category: Statistics Source Type: research