On Stein's method for products of normal random variables and zero bias couplings

DOI10.3150/16-BEJ848zbMath1407.60035arXiv1309.4344MaRDI QIDQ2405158

Robert E. Gaunt

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.4344

zbMATH Keywords

Stein's methodcouplingzero biasingdistributional transformationproducts of normal random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Approximations to statistical distributions (nonasymptotic) (62E17)

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