Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I (Q2297333)
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| English | Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I |
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Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I (English)
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18 February 2020
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Stein's method
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variance-gamma approximation
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distributional transformation
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rate of convergence
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0.9206271767616272
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0.9072612524032592
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0.8767509460449219
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0.8361325263977051
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0.7792416214942932
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