🔥The 9th Round of Easy Loan, Earn $40 Reward is in progress❗️ ⏰ Promotion Period: January 15th - Feburary 15th, 2025 👉 Register now and check more details at gate.io/campaigns/358

Yong Lin and Mian Huang (Shanghai University of Finance and Economics) propose a new penalized composite likelihood approach for simultaneously estimating the number of states and the parameters in an overfitted HMM. In our January issue 🔗sciencedirect.com/science/articl…

Michael Christopher Jones (OU Maths & Stats) and N. Balakrishnan (McMaster University) extend a number of absolute moment-based upper bounds for Gini’s mean difference to general L-moments. In our January issue 🔗sciencedirect.com/science/articl…

Yu Chen, Zongqing Hu and Lei Shu (Study at USTC) and Jie Hu (Dept. of Biostatistics, Epidemiology & Informatics) propose a novel tensor decomposition-based method to exploit these structures for group identification. In our January issue 🔗sciencedirect.com/science/articl…

Ever heard about the win-ratio method? It's used to analyze clinical trials with composite outcome measures. D. Oakes (UR Medicine) discusses the intransitivity of win-ratio preferences and presents some general properties of the method in our January issue: 🔗sciencedirect.com/science/articl…

Panda (Johns Hopkins University), Shen (Univ. of Delaware) et al. prove that by applying a proper data transformation, various dependence measures can be used for universally consistent K-sample testing, helping to detect differences across data groups. In our Jan issue: 🔗sciencedirect.com/science/articl…

Minimum information copulas are obtained by maximizing Shannon entropy under certain constraints. Issey Sukeda and Tomonari Sei (UTokyo | 東京大学) show that the Frank copula is one of them via the hyperbolic Liouville equation. In our January issue 🔗sciencedirect.com/science/articl…

Happy holidays! The Statistics & Probability Letters editorial board wishes you a wonderful 2025 ✨

🎇2025 first post Minyuan Lu and Bu Zhou (Zhejiang University) propose a one-way MANOVA test for high-dimensional data using clustering subspaces. Read the article in our February issue: 🔗sciencedirect.com/science/articl…

JA Christen and F. Javier Rubio (UCL) introduce a parametric hazard model inspired by the damped harmonic oscillator from classical mechanics. It can capture a range of shapes, such as increasing, decreasing, unimodal, bathtub, and oscillatory patterns. 🔗sciencedirect.com/science/articl…

Chaegeun Song and Bing Li (Penn State) introduce a generalized credible set that can achieve any preassigned credible level. The key insight is a simple connection between the Bayesian HPD credible set and the Neyman-Pearson lemma. In our March issue: 🔗sciencedirect.com/science/articl…

In our March issue, Alfred Kume (University of Kent), Tomonari Sei (UTokyo | 東京大学), and Andrew T.A. Wood (ourANU) present two new results relevant to a linear combination of χ-squared random variables. Read the paper here⤵️ 🔗sciencedirect.com/science/articl…

C. Ferrer and R. Vallejos (USM) establish an upper bound for the ESS in spatial statistics, ensuring it does not exceed the actual sample size n by identifying conditions on the correlation matrix of spatial processes. In our March issue: 🔗sciencedirect.com/science/articl…

P Lai, Z Wang & Y Zhag (Nanjing University of Information Science and Technology) propose a semi-supervised estimation method that effectively utilizes unlabeled data to estimate single-index varying-coefficient models. In our March issue: 🔗sciencedirect.com/science/articl…

Nabaneet Das (ReserveBankOfIndia and Indian Statistical Institute, Kolkata) and Subir Kumar Bhandari (Indian Statistical Institute, Kolkata) investigate the extent to which the asymptotic Family-Wise Error Rate resembles its behavior under the assumption of independence. All details in our April issue: 🔗sciencedirect.com/science/articl…

P. C. Marques F. (Insper) investigates the exact distribution of the empirical coverage in split conformal prediction. The distribution-free results lead to a criterion for choosing the minimum calibration sample size in applications. Our April issue: 🔗sciencedirect.com/science/articl…

In our May issue, Víctor Peña (Universitat Politècnica de Catalunya (UPC)) and Michael Jauch, (Florida State University) introduce new identities for the generalized inverse Gaussian distribution with applications to Monte Carlo simulation and distribution function evaluation⤵️ sciencedirect.com/science/articl…

In our May issue, Prabhu Babu (IIT Delhi) and Petre Stoica (Uppsala universitet) revisit the recently proposed cell outlier-resistant method cellMCD (minimum covariance determinant) and derive a version of it called cellMCD+ that has better performance⤵️ sciencedirect.com/science/articl…

T. Fagbohungbe (University of Cincinnati), L. Zhang (Case Western Reserve), and X. Cao (University of Cincinnati) develop a method for estimating the sparsity pattern of inverse cov matrices by employing a generalized likelihood framework for scalable computation. In our April issue⤵️ sciencedirect.com/science/articl…

T: Banu Baydil, Victor De-la-Pena and Haolin Zou (Columbia University), and Heyuan Yao (Northwestern) demonstrate theoretically that the sample Gini coeff is an unbiased estimator of the population Gini coeff for a Gamma-distributed population. In our July issue⤵️ sciencedirect.com/science/articl…

🦋Statistics & Probability Letters is also landing on Bluesky Follow us spletters.bsky.social bsky.app/profile/splett… to check out new posts! Today we talk about 👉A novel approach for estimating multi-attribute Gaussian copula graphical models sciencedirect.com/science/articl…