Stein’s method and the distribution of the product of zero mean correlated normal random variables (Q5079037): Difference between revisions

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scientific article; zbMATH DE number 7532120

Language	Label	Description	Also known as
English	Stein’s method and the distribution of the product of zero mean correlated normal random variables	scientific article; zbMATH DE number 7532120

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instance of

scholarly article

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title

Stein’s method and the distribution of the product of zero mean correlated normal random variables (English)

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DOI

10.1080/03610926.2019.1634210

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author

Robert E. Gaunt

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published in

Communications in Statistics - Theory and Methods

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publication date

25 May 2022

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full work available at URL

https://arxiv.org/abs/1906.04785

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https://www.research.manchester.ac.uk/portal/en/publications/steins-method-and-the-distribution-of-the-product-of-zero-mean-correlated-normal-random-variables(fefff680-a6aa-48e0-8843-2e981ff03e6c).html

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Mathematics Subject Classification ID

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product of correlated normal random variables

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probability density function

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Stein's method

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describes a project that uses

DLMF

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MaRDI profile type

MaRDI publication profile

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OpenAlex ID

W2953253958

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cites work

Bounds for the normal approximation of the maximum likelihood estimator

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The Probability Function of the Product of Two Normally Distributed Variables

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Mathematical forms of the distribution of the product of two normal variables

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Q3546890

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On Stein's method for products of normal random variables and zero bias couplings

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Products of normal, beta and gamma random variables: Stein operators and distributional theory

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A note on the distribution of the product of zero‐mean correlated normal random variables

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An algebra of Stein operators

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Chi-square approximation by Stein's method with application to Pearson's statistic

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Measuring sample quality with diffusions

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MOMENTS OF THE DISTRIBUTIONS OF POWERS AND PRODUCTS OF NORMAL VARIATES

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Stein's method for comparison of univariate distributions

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Distances between nested densities and a measure of the impact of the prior in Bayesian statistics

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Q3939092

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On the distribution of the product of correlated normal random variables

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Q3579593

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Fundamentals of Stein's method

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The Distribution of Products of Beta, Gamma and Gaussian Random Variables

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Q4404195

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Q2870400

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Sitelinks

Mathematics(1 entry)

mardi Publication:5079037

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+Normal rank
@@ Property / cites work @@
+Bounds for the normal approximation of the maximum likelihood estimator
+Normal rank
@@ Property / cites work @@
+The Probability Function of the Product of Two Normally Distributed Variables
+Normal rank
@@ Property / cites work @@
+Mathematical forms of the distribution of the product of two normal variables
+Normal rank
@@ Property / cites work @@
+Q3546890
@@ Property / cites work: Q3546890 / rank @@
+Normal rank
@@ Property / cites work @@
+On Stein's method for products of normal random variables and zero bias couplings
+Normal rank
@@ Property / cites work @@
+Products of normal, beta and gamma random variables: Stein operators and distributional theory
+Normal rank
@@ Property / cites work @@
+A note on the distribution of the product of zero‐mean correlated normal random variables
+Normal rank
@@ Property / cites work @@
+An algebra of Stein operators
@@ Property / cites work: An algebra of Stein operators / rank @@
+Normal rank
@@ Property / cites work @@
+Chi-square approximation by Stein's method with application to Pearson's statistic
+Normal rank
@@ Property / cites work @@
+Measuring sample quality with diffusions
@@ Property / cites work: Measuring sample quality with diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+MOMENTS OF THE DISTRIBUTIONS OF POWERS AND PRODUCTS OF NORMAL VARIATES
+Normal rank
@@ Property / cites work @@
+Stein's method for comparison of univariate distributions
+Normal rank
@@ Property / cites work @@
+Distances between nested densities and a measure of the impact of the prior in Bayesian statistics
+Normal rank
@@ Property / cites work @@
+Q3939092
@@ Property / cites work: Q3939092 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the product of correlated normal random variables
+Normal rank
@@ Property / cites work @@
+Q3579593
@@ Property / cites work: Q3579593 / rank @@
+Normal rank
@@ Property / cites work @@
+Fundamentals of Stein's method
@@ Property / cites work: Fundamentals of Stein's method / rank @@
+Normal rank
@@ Property / cites work @@
+The Distribution of Products of Beta, Gamma and Gaussian Random Variables
+Normal rank
@@ Property / cites work @@
+Q4404195
@@ Property / cites work: Q4404195 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2870400
@@ Property / cites work: Q2870400 / rank @@
+Normal rank