A Stein characterisation of the generalized hyperbolic distribution (Q4578055): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2962793080 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1603.05675 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A bound on the Wasserstein-2 distance between linear combinations of independent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein's method for diffusion approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002919 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Normal Variance-Mean Mixtures and z Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2863698 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Poisson approximation for dependent trials / rank
 
Normal rank
Property / cites work
 
Property / cites work: Normal Approximation by Stein’s Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5484939 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Closed form summation for classical distributions: variations on a theme of de Moivre / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein's method of exchangeable pairs for the Beta distribution and generalizations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributional transformations without orthogonality relations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hyperbolic distributions in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2782356 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rates of convergence in the Blume-Emery-Griffiths model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Malliavin-Stein method for variance-gamma approximation on Wiener space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance-gamma approximation via Stein's method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform bounds for expressions involving modified Bessel functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Stein's method for products of normal random variables and zero bias couplings / rank
 
Normal rank
Property / cites work
 
Property / cites work: Chi-square approximation by Stein's method with application to Pearson's statistic / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the rate of convergence in the multivariate CLT / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterizations of GIG laws: a survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein's method for comparison of univariate distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix concentration inequalities via the method of exchangeable pairs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3579593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: New rates for exponential approximation and the theorems of Rényi and Yaglom / rank
 
Normal rank
Property / cites work
 
Property / cites work: Degree asymptotics with rates for preferential attachment random graphs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized gamma approximation with rates for urns, walks and trees / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stein's method and the Laplace distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fundamentals of Stein's method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Orthogonal polynomials in Stein's method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of the generalized hyperbolic distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4404195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4000424 / rank
 
Normal rank

Latest revision as of 07:10, 16 July 2024

scientific article; zbMATH DE number 6914407
Language Label Description Also known as
English
A Stein characterisation of the generalized hyperbolic distribution
scientific article; zbMATH DE number 6914407

    Statements

    A Stein characterisation of the generalized hyperbolic distribution (English)
    0 references
    0 references
    0 references
    7 August 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    Stein's method
    0 references
    generalized hyperbolic distribution
    0 references
    characterisations of probability distributions
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references