A general parametric Stein characterization

DOI10.1016/J.SPL.2016.01.008MaRDI QIDQ273837zbMATH OpenOpenAlexFDO

Authors Christophe Ley, Yvik Swan

Publication date 22 April 2016

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

Full work available at URL https://orbi.uliege.be/handle/2268/191210

zbMATH Keywords

parametric distributionsStein operatorsStein's method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10)

Cites work

• An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
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• scientific article; zbMATH DE number 3438144 (Why is no real title available?)
• Matrix concentration inequalities via the method of exchangeable pairs
• Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
• Normal Approximation by Stein’s Method
• Parametric Stein operators and variance bounds
• Stein's density approach and information inequalities
• Stein's method for the beta distribution and the Pólya-Eggenberger urn

Cited in

(3)

• CR-invariance of the Steinness index
• scientific article; zbMATH DE number 4201375 (Why is no real title available?)
• Stein characterizations for linear combinations of gamma random variables

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