Stein operators for variables form the third and fourth Wiener chaoses

DOI10.1016/j.spl.2018.09.001zbMath1407.60036arXiv1805.08830OpenAlexW2890025575MaRDI QIDQ1726825

Robert E. Gaunt

Publication date: 20 February 2019

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

Full work available at URL: https://arxiv.org/abs/1805.08830

zbMATH Keywords

Stein's methodnormal distributionHermite polynomialWiener chaosnon-central chi-square distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (4)

Stein's method for functions of multivariate normal random variables ⋮ Unnamed Item ⋮ Some new Stein operators for product distributions ⋮ On algebraic Stein operators for Gaussian polynomials

Uses Software

• DLMF

Cites Work

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