A Stein characterisation of the distribution of the product of correlated normal random variables

DOI10.1016/j.spl.2024.110269MaRDI QIDQ6650755

Si-Qi Li, Robert E. Gaunt, Heather Sutcliffe

Publication date: 9 December 2024

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

zbMATH Keywords

momentsStein's methodproduct of correlated normal random variablesStein characterisation

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

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