scientific article; zbMATH DE number 7662449
From MaRDI portal
Publication:5881786
Ehsan Azmoodeh, Robert E. Gaunt, Dario Gasbarra
Publication date: 13 March 2023
Full work available at URL: https://arxiv.org/abs/2109.08579
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
characteristic functionStein's methodordinary differential equationasymptotic analysisGaussian polynomialStein characterisation
Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fundamentals of Stein's method
- Hamburger moment problem for powers and products of random variables
- Stein's method for comparison of univariate distributions
- Stein's method for steady-state diffusion approximations of \(\mathrm{M}/\mathrm{Ph}/n+\mathrm{M}\) systems
- Stein's density approach and information inequalities
- Stein characterizations for linear combinations of gamma random variables
- On the rate of convergence in the multivariate CLT
- Stein's method on Wiener chaos
- Stein's method of exchangeable pairs for the Beta distribution and generalizations
- Cumulants on the Wiener space
- Upper bounds for Stein-type operators
- Stein's method for diffusion approximations
- Poisson approximation for dependent trials
- The moment problem for polynomial forms in normal random variables
- Closed form summation for classical distributions: variations on a theme of de Moivre
- Products of normal, beta and gamma random variables: Stein operators and distributional theory
- Stein operators for variables form the third and fourth Wiener chaoses
- The Gamma Stein equation and noncentral de Jong theorems
- An algebra of Stein operators
- Degree asymptotics with rates for preferential attachment random graphs
- A bound on the Wasserstein-2 distance between linear combinations of independent random variables
- Chi-square approximation by Stein's method with application to Pearson's statistic
- Some new Stein operators for product distributions
- On algebraic Stein operators for Gaussian polynomials
- On Stein's method for products of normal random variables and zero bias couplings
- New rates for exponential approximation and the theorems of Rényi and Yaglom
- Variance-gamma approximation via Stein's method
- Characterizations of GIG laws: a survey
- Stein's method meets computational statistics: a review of some recent developments
- Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach
- Normal Approximations with Malliavin Calculus
- Stein's method and the Laplace distribution
- Quantitative clts on a gaussian space: a survey of recent developments
- Normal Approximation by Stein’s Method
- Two new proofs of the Erdös–Kac Theorem, with bound on the rate of convergence, by Stein's method for distributional approximations
- Stochastic Calculus
- New error bounds for Laplace approximationviaStein’s method
- Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn
- Orthogonal polynomials in Stein's method
This page was built for publication: