Orthogonal polynomials in Stein's method
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The paper systematically develops a relationship between the classical families of orthogonal polynomials and Stein's method as applied to the distributions in the Pearson and Ord families, that was also discussed by \textit{P. Diaconis} and \textit{S. Zabell} [Stat. Sci. 6, No. 3, 284-302 (1991)]. Here, the two are related by way of a generator approach to Stein's method, in conjunction with the birth and death processes associated with the orthogonal polynomials of \textit{S. Karlin} and \textit{J.L. McGregor}'s [Trans. Am. Math. Soc. 85, 489-546 (1957; Zbl 0091.13801)] spectral representation. This leads, in particular, to Stein equations for the Student's \(t\) and beta distributions.
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(25)- Fractional linear birth-death stochastic process -- an application of Heun's differential equation
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- An algebra of Stein operators
- Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein's method
- Some new Stein operators for product distributions
- A unified approach to Stein's method for stable distributions
- On algebraic Stein operators for Gaussian polynomials
- New bounds for the solution and derivatives of the Stein equation for the generalized inverse Gaussian and Kummer distributions
- First-order covariance inequalities via Stein's method
- On Stein identity, Chernoff inequality, and orthogonal polynomials
- Integrated Pearson family and orthogonality of the Rodrigues polynomials: a review including new results and an alternative classification of the Pearson system
- An application of the Segal-Bargmann transform to the characterization of Lévy white noise measures
- Hypothesis testing for Fisher-Snedecor diffusion
- An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
- A Stein characterisation of the generalized hyperbolic distribution
- New error bounds for Laplace approximationviaStein’s method
- The prelimit generator comparison approach of Stein's method
- About the Stein equation for the generalized inverse Gaussian and Kummer distributions
- On Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spaces
- scientific article; zbMATH DE number 7662449 (Why is no real title available?)
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