Generalizing Stein's lemma

MaRDI QIDQ6600239

Moawia Alghalith

Publication date: 9 September 2024

Published in: Comptes Rendus Mathématiques de l'Académie des Sciences (Search for Journal in Brave)

zbMATH Keywords

probability distributionvariancecovarianceStein's lemmaexact Taylor expansion

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Cites Work

• Title not available (Why is that?)
• A natural identity for exponential families with applications in multiparameter estimation
• Stein's lemma for truncated elliptical random vectors
• Some Stein-type inequalities for multivariate elliptical distributions and applications
• On the generalization of Stein's lemma for elliptical class of distributions
• Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution

Related Items (1)

On an extension of Stein's lemma

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