On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities (Q2241516)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities |
scientific article |
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On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities (English)
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9 November 2021
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Chen-Stein approximation
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continuous distributions
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Cramér-Rao identity
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exponential family
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identities
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non-exponential family
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non-normal distributions
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Poisson approximation
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shrinkage estimation
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Stein identity
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SURE
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