Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein's method

DOI10.1016/j.spl.2019.108683zbMath1437.60011OpenAlexW2998644003MaRDI QIDQ1987671

Essomanda Konzou, Kossi Essona Gneyou, Efoévi Koudou

Publication date: 15 April 2020

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

Full work available at URL: https://doi.org/10.1016/j.spl.2019.108683

zbMATH Keywords

Stein's methodgamma distributionTaylor expansionsKummer distributiongeneralized inverse Gaussian distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

Stein's method in two limit theorems involving the generalized inverse Gaussian distribution

Uses Software

• DLMF

Cites Work

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• Independence properties of the Matsumoto-Yor type
• Fundamentals of Stein's method
• Change of measure technique in characterizations of the gamma and Kummer distributions
• Chi-square approximation by Stein's method with application to Pearson's statistic
• Inequalities for modified Bessel functions and their integrals
• Characterizations of GIG laws: a survey
• Normal Approximation by Stein’s Method
• Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
• A Stein characterisation of the generalized hyperbolic distribution
• Orthogonal polynomials in Stein's method

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