On an extension of Stein's lemma

MaRDI QIDQ6600240

Christian Genest

Publication date: 9 September 2024

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

zbMATH Keywords

covarianceStein's lemma

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• An introduction to copulas.
• Estimation of the mean of a multivariate normal distribution
• Stein's lemma for elliptical random vectors
• Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions
• Generalizing Stein's lemma

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