Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances
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Publication:2673004
DOI10.1016/j.jmaa.2022.126274zbMath1494.60025arXiv2008.06088OpenAlexW3049372518MaRDI QIDQ2673004
Publication date: 13 June 2022
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.06088
Related Items (5)
Bounds for an integral involving the modified lommel function of the first kind ⋮ The variance-gamma ratio distribution ⋮ Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings ⋮ Bounding Kolmogorov distances through Wasserstein and related integral probability metrics ⋮ Improved bounds in Stein's method for functions of multivariate normal random vectors
Uses Software
Cites Work
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