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Berry–Esseen bound and Cramér-type moderate deviations of the maximum likelihood estimator in Rayleigh diffusion process 瑞利扩散过程中最大似然估计量的Berry-Esseen界和cram<s:1> -type中等偏差
IF 0.7 4区 数学
Statistics & Probability Letters Pub Date : 2026-04-01 Epub Date: 2025-12-19 DOI: 10.1016/j.spl.2025.110628
Minhan Wen , Ruoning Guan , Hui Jiang
{"title":"Berry–Esseen bound and Cramér-type moderate deviations of the maximum likelihood estimator in Rayleigh diffusion process","authors":"Minhan Wen ,&nbsp;Ruoning Guan ,&nbsp;Hui Jiang","doi":"10.1016/j.spl.2025.110628","DOIUrl":"10.1016/j.spl.2025.110628","url":null,"abstract":"<div><div>In this paper, we consider the asymptotic properties of the maximum likelihood estimator of the drift coefficient in the Rayleigh diffusion process. Via the parameter-dependent change of measure method and precise asymptotic analysis techniques, we obtain the optimal Cramér-type moderate deviations and uniform Berry–Esseen bound.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"231 ","pages":"Article 110628"},"PeriodicalIF":0.7,"publicationDate":"2026-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145841475","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Weak laws of large numbers together with convergence rates for random sums of random fields 随机场随机和的弱大数定律及收敛速率
IF 0.7 4区 数学
Statistics & Probability Letters Pub Date : 2026-04-01 Epub Date: 2025-12-24 DOI: 10.1016/j.spl.2025.110630
Phan Tri Kien , Nguyen Van Quang , Nguyen Van Huan
{"title":"Weak laws of large numbers together with convergence rates for random sums of random fields","authors":"Phan Tri Kien ,&nbsp;Nguyen Van Quang ,&nbsp;Nguyen Van Huan","doi":"10.1016/j.spl.2025.110630","DOIUrl":"10.1016/j.spl.2025.110630","url":null,"abstract":"<div><div>The aim of this paper is to establish weak laws of large numbers together with convergence rates for random sums of <span><math><mi>M</mi></math></span>-orthogonal fields and adapted fields. Some well-known results are extended to double sums with random indices.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"231 ","pages":"Article 110630"},"PeriodicalIF":0.7,"publicationDate":"2026-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145841454","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the duality for real mixture models 关于实际混合模型的对偶性
IF 0.7 4区 数学
Statistics & Probability Letters Pub Date : 2026-04-01 Epub Date: 2025-11-27 DOI: 10.1016/j.spl.2025.110604
Farouk Mselmi
{"title":"On the duality for real mixture models","authors":"Farouk Mselmi","doi":"10.1016/j.spl.2025.110604","DOIUrl":"10.1016/j.spl.2025.110604","url":null,"abstract":"<div><div>The concept of duality in natural exponential families, as introduced by Letac (2022), establishes a connection to the theory of large deviations. In this paper, we derive the Laplace transform, the link function, and the variance function of dual measures in certain real mixture models. We present examples ranging from simple cases to more complex ones requiring deeper analysis. Furthermore, we prove the existence and infinite divisibility of dual measures in models with intricate structures, particularly those involving the special Lambert function, and determine their associated link and variance functions. The dual measure does not always exist, and in such cases, we provide examples of real mixture models that lack a dual measure.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"230 ","pages":"Article 110604"},"PeriodicalIF":0.7,"publicationDate":"2026-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145624240","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A functional limit theorem for self-normalized partial sum processes in the M1 topology M1拓扑中自归一化部分和过程的泛函极限定理
IF 0.7 4区 数学
Statistics & Probability Letters Pub Date : 2026-04-01 Epub Date: 2025-11-21 DOI: 10.1016/j.spl.2025.110607
Danijel Krizmanić
{"title":"A functional limit theorem for self-normalized partial sum processes in the M1 topology","authors":"Danijel Krizmanić","doi":"10.1016/j.spl.2025.110607","DOIUrl":"10.1016/j.spl.2025.110607","url":null,"abstract":"<div><div>For a stationary sequence of random variables we derive a self-normalized functional limit theorem under joint regular variation with index <span><math><mrow><mi>α</mi><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>2</mn><mo>)</mo></mrow></mrow></math></span> and weak dependence conditions. The convergence takes place in the space of real-valued càdlàg functions on <span><math><mrow><mo>[</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>]</mo></mrow></math></span> with the Skorokhod <span><math><msub><mrow><mi>M</mi></mrow><mrow><mn>1</mn></mrow></msub></math></span> topology.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"230 ","pages":"Article 110607"},"PeriodicalIF":0.7,"publicationDate":"2026-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145624242","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An asymptotically exact multiple testing procedure under dependence 依赖条件下的渐近精确多重检验过程
IF 0.7 4区 数学
Statistics & Probability Letters Pub Date : 2026-04-01 Epub Date: 2025-11-22 DOI: 10.1016/j.spl.2025.110609
Swarnadeep Datta , Monitirtha Dey
{"title":"An asymptotically exact multiple testing procedure under dependence","authors":"Swarnadeep Datta ,&nbsp;Monitirtha Dey","doi":"10.1016/j.spl.2025.110609","DOIUrl":"10.1016/j.spl.2025.110609","url":null,"abstract":"<div><div>We propose a simple single-step multiple testing procedure that asymptotically controls the family-wise error rate (FWER) at the desired level exactly under the equicorrelated multivariate Gaussian setup. The method is shown to be asymptotically exact using an explicit plug-in estimator for the equicorrelation, and does not require stepwise adjustments. We establish its theoretical properties, including the convergence to the desired error level (along with an estimate of the rate of convergence), and demonstrate its effectiveness through simulation results. We also spell out related extensions to unknown equicorrelation, block-correlated structures and generalized FWER control.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"230 ","pages":"Article 110609"},"PeriodicalIF":0.7,"publicationDate":"2026-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145624246","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Log-convexity of moments of averages of i.i.d. Gamma and Poisson random variables i.i.d。γ和泊松随机变量的平均矩的对数凸性
IF 0.7 4区 数学
Statistics & Probability Letters Pub Date : 2026-04-01 Epub Date: 2025-12-06 DOI: 10.1016/j.spl.2025.110620
Yanhui Jiao , Yanpeng Li
{"title":"Log-convexity of moments of averages of i.i.d. Gamma and Poisson random variables","authors":"Yanhui Jiao ,&nbsp;Yanpeng Li","doi":"10.1016/j.spl.2025.110620","DOIUrl":"10.1016/j.spl.2025.110620","url":null,"abstract":"<div><div>This note establishes the log-convexity of the sequence of <span><math><mi>p</mi></math></span>th moments of averages of i.i.d. Gamma random variables for <span><math><mrow><mi>p</mi><mo>≥</mo><mn>1</mn></mrow></math></span> by using the properties of the Gamma function. Moreover, for integral <span><math><mrow><mi>p</mi><mo>≥</mo><mn>1</mn></mrow></math></span>, the log-convexity for the sequence of Poisson distribution is also demonstrated.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"231 ","pages":"Article 110620"},"PeriodicalIF":0.7,"publicationDate":"2026-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145705792","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Parameter estimation for non-stationary α-stable Ornstein–Uhlenbeck processes with constant drift 常漂移非平稳α-稳定Ornstein-Uhlenbeck过程的参数估计
IF 0.7 4区 数学
Statistics & Probability Letters Pub Date : 2026-04-01 Epub Date: 2025-12-06 DOI: 10.1016/j.spl.2025.110619
Xuekang Zhang, Sijia Qiao
{"title":"Parameter estimation for non-stationary α-stable Ornstein–Uhlenbeck processes with constant drift","authors":"Xuekang Zhang,&nbsp;Sijia Qiao","doi":"10.1016/j.spl.2025.110619","DOIUrl":"10.1016/j.spl.2025.110619","url":null,"abstract":"<div><div>In this paper, we study the parameter estimation for non-stationary <span><math><mi>α</mi></math></span>-stable Ornstein–Uhlenbeck processes with constant drift based on continuous observations. The consistency and limiting distributions for the estimators are obtained by integration by parts, the strong law of large numbers and the inner clock property for the <span><math><mi>α</mi></math></span>-stable stochastic integral.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"231 ","pages":"Article 110619"},"PeriodicalIF":0.7,"publicationDate":"2026-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145738797","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Power enhancement of permutation-augmented partial-correlation tests via fixed-row permutations 基于定行置换的置换增强型部分相关检验的功率增强
IF 0.7 4区 数学
Statistics & Probability Letters Pub Date : 2026-04-01 Epub Date: 2025-11-21 DOI: 10.1016/j.spl.2025.110591
Tianyi Wang, Guanghui Wang, Zhaojun Wang, Changliang Zou
{"title":"Power enhancement of permutation-augmented partial-correlation tests via fixed-row permutations","authors":"Tianyi Wang,&nbsp;Guanghui Wang,&nbsp;Zhaojun Wang,&nbsp;Changliang Zou","doi":"10.1016/j.spl.2025.110591","DOIUrl":"10.1016/j.spl.2025.110591","url":null,"abstract":"<div><div>Permutation-based partial-correlation tests guarantee finite-sample Type I error control under any fixed design and exchangeable noise, yet their power can collapse when the permutation-augmented design aligns too closely with the covariate of interest. We remedy this by fixing a design-driven subset of rows and permuting only the remainder. The fixed rows are chosen by a greedy algorithm that maximizes a lower bound on power. This strategy reduces covariate-permutation collinearity while preserving worst-case Type I error control. Simulations confirm that this refinement maintains nominal size and delivers substantial power gains over original unrestricted permutations, especially in high-collinearity regimes.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"230 ","pages":"Article 110591"},"PeriodicalIF":0.7,"publicationDate":"2026-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145624247","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Location tests with noisy proxies for latent variables 使用潜在变量的噪声代理进行定位测试
IF 0.7 4区 数学
Statistics & Probability Letters Pub Date : 2026-04-01 Epub Date: 2025-11-17 DOI: 10.1016/j.spl.2025.110590
Louis Deutsch, Eugene Katsevich
{"title":"Location tests with noisy proxies for latent variables","authors":"Louis Deutsch,&nbsp;Eugene Katsevich","doi":"10.1016/j.spl.2025.110590","DOIUrl":"10.1016/j.spl.2025.110590","url":null,"abstract":"<div><div>We investigate inference in a latent binary variable model where a noisy proxy of the latent variable is available, motivated by the variable perturbation effectiveness problem in single-cell CRISPR screens. The baseline approach is to ignore the perturbation effectiveness problem, while a recent proposal employs a weighted average based on the proxies. Our main goals are to determine how accurate the proxies must be in order for a weighted test to gain power over the unweighted baseline, and to develop tests that are powerful regardless of the accuracy of the proxies. To address the first goal, we compute the Pitman relative efficiency of the weighted test relative to the unweighted test, yielding an interpretable quantification of proxy quality that drives the power of the weighted test. To address the second goal, we propose two strategies. First, we propose a maximum-likelihood based approach that adapts the proxies to the data. Second, we propose an estimator of the Pitman efficiency if a “positive control outcome variable” is available (as is often the case in single-cell CRISPR screens), which facilitates an adaptive choice of whether to use the proxies at all. Our numerical simulations support the Pitman efficiency as the key quantity for determining whether the weighted test gains power over the baseline, and demonstrate that the two proposed adaptive tests can improve on both existing approaches across a range of proxy qualities.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"230 ","pages":"Article 110590"},"PeriodicalIF":0.7,"publicationDate":"2026-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145580285","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Minimum individual aberration two-level baseline designs 最小个体像差两级基线设计
IF 0.7 4区 数学
Statistics & Probability Letters Pub Date : 2026-04-01 Epub Date: 2025-12-18 DOI: 10.1016/j.spl.2025.110625
Shengli Zhao, Min Han, Zhaohui Yan
{"title":"Minimum individual aberration two-level baseline designs","authors":"Shengli Zhao,&nbsp;Min Han,&nbsp;Zhaohui Yan","doi":"10.1016/j.spl.2025.110625","DOIUrl":"10.1016/j.spl.2025.110625","url":null,"abstract":"<div><div>This paper introduces the <span><math><mi>δ</mi></math></span>-pattern, which is used to rank the columns of a baseline design, and proposes the minimum individual aberration (MIA) criterion for selecting baseline designs. We present an algorithm for completely searching MIA baseline designs using two-level orthogonal arrays. MIA baseline designs with run sizes of 8, 12, 16, and 20 are tabulated. Finally, we propose a partial order to rank the columns of a baseline design by their confounding severity.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"231 ","pages":"Article 110625"},"PeriodicalIF":0.7,"publicationDate":"2026-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145792041","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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