Stein's density method for multivariate continuous distributions

DOI10.1214/22-EJP883zbMath1519.60036arXiv2101.05079OpenAlexW3118741295MaRDI QIDQ6165208

Y. Swan, Gesine D. Reinert, Guillaume Mijoule, Martin Raič

Publication date: 4 July 2023

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.05079

zbMATH Keywords

Stein's methoddensity methodelliptical distributionsStein operatorsStein equationsStein kernelsmultivariate continuous distributions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

Rates of Fisher information convergence in the central limit theorem for nonlinear statistics ⋮ A Stein characterisation of the distribution of the product of correlated normal random variables

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