Incorporating side information into Robust Matrix Factorization with Bayesian Quantile Regression
Publication date: Available online 17 June 2020Source: Statistics & Probability LettersAuthor(s): Andrey Babkin (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 18, 2020 Category: Statistics Source Type: research

CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index
Publication date: Available online 13 June 2020Source: Statistics & Probability LettersAuthor(s): K. Kubilius (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 14, 2020 Category: Statistics Source Type: research

A note on the exact simulation of spherical Brownian motion
Publication date: Available online 12 June 2020Source: Statistics & Probability LettersAuthor(s): Aleksandar Mijatović, Veno Mramor, Gerónimo Uribe Bravo (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 13, 2020 Category: Statistics Source Type: research

Stein’s method and Narayana numbers
Publication date: Available online 12 June 2020Source: Statistics & Probability LettersAuthor(s): Jason Fulman, Adrian Röllin (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 13, 2020 Category: Statistics Source Type: research

Innovated scalable dynamic learning for time-varying graphical models
Publication date: Available online 12 June 2020Source: Statistics & Probability LettersAuthor(s): Zemin Zheng, Liwan Li, Jia Zhou, Yinfei Kong (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 13, 2020 Category: Statistics Source Type: research

On the expected runtime of multiple testing algorithms with bounded error
Publication date: Available online 12 June 2020Source: Statistics & Probability LettersAuthor(s): Georg Hahn (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 13, 2020 Category: Statistics Source Type: research

GARCH quasi-likelihood ratios for SV model and the diffusion limit
Publication date: Available online 12 June 2020Source: Statistics & Probability LettersAuthor(s): Xinyu Song, Yazhen Wang (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 13, 2020 Category: Statistics Source Type: research

Revisiting integral functionals of geometric Brownian motion
Publication date: Available online 5 June 2020Source: Statistics & Probability LettersAuthor(s): Elena Boguslavskaya, Lioudmila Vostrikova (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 6, 2020 Category: Statistics Source Type: research

A note on optional Snell envelopes and reflected backward SDEs
Publication date: Available online 4 June 2020Source: Statistics & Probability LettersAuthor(s): Mohamed Marzougue (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 5, 2020 Category: Statistics Source Type: research

Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models
Publication date: Available online 3 June 2020Source: Statistics & Probability LettersAuthor(s): Xiuzhen Zhang, Zhiping Lu, Yangye Wang, Riquan Zhang (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 4, 2020 Category: Statistics Source Type: research

Data sharpening via firth’s adjusted score function
Publication date: Available online 30 May 2020Source: Statistics & Probability LettersAuthor(s): W. John Braun, James Stafford, Patrick Brown (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - June 1, 2020 Category: Statistics Source Type: research

On gamma-Gompertz life expectancy
Publication date: Available online 28 May 2020Source: Statistics & Probability LettersAuthor(s): Fredy Castellares, Silvio C. Patrício, Artur J. Lemonte (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - May 29, 2020 Category: Statistics Source Type: research

A general exact optimal sample allocation algorithm: With bounded cost and bounded sample sizes
Publication date: Available online 27 May 2020Source: Statistics & Probability LettersAuthor(s): Tommy Wright (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - May 27, 2020 Category: Statistics Source Type: research

Consistency of ℓ1 penalized negative binomial regressions
Publication date: Available online 23 May 2020Source: Statistics & Probability LettersAuthor(s): Fang Xie, Zhijie Xiao (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - May 24, 2020 Category: Statistics Source Type: research

Editorial Board
Publication date: August 2020Source: Statistics & Probability Letters, Volume 163Author(s): (Source: Statistics and Probability Letters)
Source: Statistics and Probability Letters - May 24, 2020 Category: Statistics Source Type: research