Stein operators for variables form the third and fourth Wiener chaoses
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Publication:1726825
DOI10.1016/j.spl.2018.09.001zbMath1407.60036arXiv1805.08830MaRDI QIDQ1726825
Publication date: 20 February 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.08830
Stein's method; normal distribution; Hermite polynomial; Wiener chaos; non-central chi-square distribution
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60H07: Stochastic calculus of variations and the Malliavin calculus
Related Items
Unnamed Item, Some new Stein operators for product distributions, On algebraic Stein operators for Gaussian polynomials, Stein's method for functions of multivariate normal random variables
Uses Software
Cites Work
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