On Stein's identity and its applications

DOI10.1016/j.spl.2009.03.021zbMath1167.62013OpenAlexW2066875094MaRDI QIDQ1030159

Sudheesh Kumar Kattumannil

Publication date: 1 July 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.03.021

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Characterization and structure theory of statistical distributions (62E10)

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Cites Work

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• Estimation of the mean of a multivariate normal distribution
• A natural identity for exponential families with applications in multiparameter estimation
• Random function prediction and Stein's identity.
• A generalized Pearson system useful in reliability analysis
• The heat equation and Stein's identity: connections, applications
• Stein's lemma for elliptical random vectors
• On the generalization of Stein's lemma for elliptical class of distributions
• Characterization of the Pearson family of distributions
• Characterizations of distributions through some identities
• A MULTIVARIATE VERSION OF STEIN'S IDENTITY WITH APPLICATIONS TO MOMENT CALCULATIONS AND ESTIMATION OF CONDITIONALLY SPECIFIED DISTRIBUTIONS

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