A general parametric Stein characterization

DOI10.1016/j.spl.2016.01.008zbMath1382.60050OpenAlexW2267545524MaRDI QIDQ273837

Yvik Swan, Christophe Ley

Publication date: 22 April 2016

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

Full work available at URL: https://orbi.uliege.be/handle/2268/191210

zbMATH Keywords

Stein's methodparametric distributionsStein operators

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Parametric Stein operators and variance bounds
• Fundamentals of Stein's method
• An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
• Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
• Stein's density approach and information inequalities
• Chi-square approximation by Stein's method with application to Pearson's statistic
• Characterization of the convergence in total variation and extension of the fourth moment theorem to invariant measures of diffusions
• Matrix concentration inequalities via the method of exchangeable pairs
• Normal Approximation by Stein’s Method
• Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn

This page was built for publication: A general parametric Stein characterization