A MULTIVARIATE VERSION OF STEIN'S IDENTITY WITH APPLICATIONS TO MOMENT CALCULATIONS AND ESTIMATION OF CONDITIONALLY SPECIFIED DISTRIBUTIONS

DOI10.1081/STA-100108446zbMath1009.62551MaRDI QIDQ4540569

José María Sarabia, Barry C. Arnold, Enrique F. Castillo

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15)

Related Items (3)

Computing (Bivariate) Poisson Moments Using Stein–Chen Identities ⋮ Variations on the classical multivariate normal theme ⋮ On Stein's identity and its applications

Cites Work

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• Conditional distributions and the bivariate normal distribution
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• Some Generalized Functions for the Size Distribution of Income
• A note on the characterization of bivariate densities by conditional densities
• Bivariate Distributions With Exponential Conditionals
• The centered normal conditionals distribution
• Measures of dependence in normal models and exponential models by information gain
• Estimation and Moment Recursion Relations for Multimodal Distributions of the Exponential Family

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