All Research Papers Published In Statistics & Probability Letters

Research Article
10.1016/j.spl.2024.110353

A general type of weak comparison theorems for BDSDEs

Apr 01, 2025
Statistics & Probability Letters
Jinghan Wang + 2 more +2

Research Article
10.1016/j.spl.2025.110357

Estimation of the optimal treatment regimes with multiple treatments under proportional hazards model

Apr 01, 2025
Statistics & Probability Letters
Yuexin Fang + 2 more +2

Research Article
1
10.1016/j.spl.2024.110350

Universal distribution of the empirical coverage in split conformal prediction

Apr 01, 2025
Statistics & Probability Letters
Paulo C Marques F

Research Article
2
10.1016/j.spl.2024.110136

On the gamma difference distribution

Apr 25, 2024
Statistics & Probability Letters
Peter J Forrester

The gamma difference distribution is defined as the difference of two independent gamma distributions, with in general different shape and rate parameters. Starting with knowledge of the corresponding characteristic function, a second order linear differential equation specification of the probability density function is given. This is used to derive a Stein-type differential identity relating to the expectation with respect to the gamma difference distribution of a general twice differentiable function g(x). Choosing g(x)=xk gives a second order recurrence for the positive integer moments, which are also shown to permit evaluations in terms of 2F1 hypergeometric polynomials. A hypergeometric function evaluation is given for the absolute continuous moments. Specialising the gamma difference distribution gives the variance gamma distribution. Results of the type obtained herein have previously been obtained for this distribution, allowing for comparisons to be made.

Research Article
4
10.1016/j.spl.2024.110133

Exact post-selection inference for adjusted R squared selection

Apr 15, 2024
Statistics & Probability Letters
Sarah Pirenne + 1 more +1

Research Article
10.1016/j.spl.2024.110132

A novel dual-criterion framework for change point detection

Apr 10, 2024
Statistics & Probability Letters
Qiang Zhang

Research Article
1
10.1016/j.spl.2024.110115

A note on series representation for the [formula omitted]-scale function of a class of spectrally negative Lévy processes

Mar 26, 2024
Statistics & Probability Letters
Ehyter M Martín-González + 2 more +2

Research Article
10.1016/j.spl.2024.110119

Hölder continuity of stochastic heat equation with rough Gaussian noise

Mar 24, 2024
Statistics & Probability Letters
Yuecai Han + 1 more +1

Research Article
10.1016/j.spl.2024.110094

Conditions for equality in Anderson’s theorem

Mar 01, 2024
Statistics & Probability Letters
Filip Bočinec + 1 more +1

Research Article
1
10.1016/j.spl.2024.110080

A theorem on the asymptotics of skew-normal type integrals

Feb 16, 2024
Statistics & Probability Letters
Thomas Fung + 1 more +1

A univariate result intended for analysis of asymptotic tail structure of the general bivariate skew normal distribution is stated and proved. It is used to obtain the asymptotic tail behaviour of the univariate extended skew normal distribution. The approach to this encompasses a compact restatement of the general theorem under an additional condition.