Distances between distributions via Stein's method
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Publication:2135198
DOI10.1007/s10959-021-01075-8OpenAlexW3128970320MaRDI QIDQ2135198
Publication date: 4 May 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.11518
Stein's methodKolmogorov distanceWasserstein distancetotal variation distanceStein factorsStein equationsintegral probability metrics
Approximations to statistical distributions (nonasymptotic) (62E17) Applications of operator theory in probability theory and statistics (47N30)
Related Items (3)
On infinite covariance expansions ⋮ How a probabilistic analogue of the mean value theorem yields stein-type covariance identities ⋮ Stein’s method and approximating the multidimensional quantum harmonic oscillator
Cites Work
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