Yes, these are labeled statements, as described in the Java Langage Specification, Java SE 8 Edition, in section 14.7:
LabeledStatement:
Identifier : Statement
LabeledStatementNoShortIf:
Identifier : StatementNoShortIf
The Identifier is declared to be the label of the immediately
contained Statement.
Unlike C and C++, the Java programming language has no goto statement;
identifier statement labels are used with break or continue statements
(§14.15, §14.16) appearing anywhere within the labeled statement.
The scope of a label of a labeled statement is the immediately
contained Statement.
It is a compile-time error if the name of a label of a labeled
statement is used within the scope of the label as a label of another
labeled statement.
There is no restriction against using the same identifier as a label
and as the name of a package, class, interface, method, field,
parameter, or local variable. Use of an identifier to label a
statement does not obscure (§6.4.2) a package, class, interface,
method, field, parameter, or local variable with the same name. Use of
an identifier as a class, interface, method, field, local variable or
as the parameter of an exception handler (§14.20) does not obscure a
statement label with the same name.
A labeled statement is executed by executing the immediately contained
Statement.
If the statement is labeled by an Identifier and the contained
Statement completes abruptly because of a break with the same
Identifier, then the labeled statement completes normally. In all
other cases of abrupt completion of the Statement, the labeled
statement completes abruptly for the same reason.