| Publication | Date of Publication | Type |
|---|
On the cumulative distribution function of the variance-gamma distribution
Bulletin of the Australian Mathematical Society | 2025-01-20 | Paper |
A Stein characterisation of the distribution of the product of correlated normal random variables
Statistics \& Probability Letters | 2024-12-09 | Paper |
Absolute moments of the variance-gamma distribution
Journal of Mathematical Analysis and Applications | 2024-11-20 | Paper |
The distribution of the product of independent variance-gamma random variables
Journal of Mathematical Analysis and Applications | 2024-10-07 | Paper |
On Pólya's random walk constants
Proceedings of the American Mathematical Society | 2024-07-03 | Paper |
Improved bounds in Stein's method for functions of multivariate normal random vectors
Journal of Theoretical Probability | 2024-04-02 | Paper |
A note on the distribution of the product of zero‐mean correlated normal random variables
Statistica Neerlandica | 2024-01-16 | Paper |
The basic distributional theory for the product of zero mean correlated normal random variables
Statistica Neerlandica | 2023-12-15 | Paper |
Stein estimation in a multivariate setting
| 2023-12-14 | Paper |
The variance-gamma ratio distribution
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2023-10-26 | Paper |
Comparing directed networks via denoising graphlet distributions
Journal of Complex Networks | 2023-09-29 | Paper |
A probabilistic proof of some integral formulas involving incomplete gamma functions
| 2023-09-17 | Paper |
Asymptotic approximations for the distribution of the product of correlated normal random variables
| 2023-09-14 | Paper |
On the moments of the variance-gamma distribution
Statistics \& Probability Letters | 2023-09-04 | Paper |
On the cumulative distribution function of the variance-gamma distribution
| 2023-07-04 | Paper |
Bounds for the chi-square approximation of Friedman's statistic by Stein's method
Bernoulli | 2023-06-02 | Paper |
Point estimation through Stein's method
| 2023-05-30 | Paper |
Bounds for distributional approximation in the multivariate delta method by Stein's method
| 2023-05-10 | Paper |
scientific article; zbMATH DE number 7662449 (Why is no real title available?)
| 2023-03-13 | Paper |
The Variance-Gamma Distribution: A Review
| 2023-03-09 | Paper |
Bounding Kolmogorov distances through Wasserstein and related integral probability metrics
Journal of Mathematical Analysis and Applications | 2023-02-20 | Paper |
Stein's method meets computational statistics: a review of some recent developments
Statistical Science | 2023-02-16 | Paper |
On algebraic Stein operators for Gaussian polynomials
Bernoulli | 2022-12-19 | Paper |
The class of polynomial Stein operators for the Gaussian distribution: a noncommutative algebra perspective
| 2022-12-14 | Paper |
Bounds for the chi-square approximation of the power divergence family of statistics
Journal of Applied Probability | 2022-11-14 | Paper |
Normal approximation for the posterior in exponential families
| 2022-09-19 | Paper |
Bounds for an integral involving the modified lommel function of the first kind
Results in Mathematics | 2022-07-08 | Paper |
Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances
Journal of Mathematical Analysis and Applications | 2022-06-13 | Paper |
Stein’s method and the distribution of the product of zero mean correlated normal random variables
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
A simple proof of the characteristic function of Student’s t-distribution
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Modified Method of Moments for Generalized Laplace Distribution
| 2022-03-21 | Paper |
New error bounds for Laplace approximationviaStein’s method
ESAIM: Probability and Statistics | 2022-02-16 | Paper |
Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator
Electronic Journal of Statistics | 2022-02-09 | Paper |
Bounding Kolmogorov distances through Wasserstein and related integral probability metrics
| 2022-01-28 | Paper |
Functional inequalities and monotonicity results for modified Lommel functions of the first kind
Results in Mathematics | 2021-11-10 | Paper |
An asymptotic approach to proving sufficiency of Stein characterisations
| 2021-09-17 | Paper |
Bounds for an integral involving the modified Struve function of the first kind
Proceedings of the American Mathematical Society | 2021-07-28 | Paper |
Bounds for an integral of the modified Bessel function of the first kind and expressions involving it
Journal of Mathematical Analysis and Applications | 2021-06-14 | Paper |
Some new Stein operators for product distributions
Brazilian Journal of Probability and Statistics | 2021-06-11 | Paper |
Stein's Method Meets Computational Statistics: A Review of Some Recent Developments
| 2021-05-07 | Paper |
Bounds for an integral involving the modified Lommel function of the first kind
| 2021-03-30 | Paper |
On bounds for the mode and median of the generalized hyperbolic and related distributions
Journal of Mathematical Analysis and Applications | 2020-10-23 | Paper |
Stein's method for functions of multivariate normal random variables
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-05-13 | Paper |
Multivariate normal approximation of the maximum likelihood estimator via the delta method
Brazilian Journal of Probability and Statistics | 2020-05-13 | Paper |
Bounds for modified Lommel functions of the first kind and their ratios
Journal of Mathematical Analysis and Applications | 2020-03-09 | Paper |
Inequalities for some integrals involving modified Lommel functions of the first kind
Results in Mathematics | 2020-02-25 | Paper |
Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I
Journal of Theoretical Probability | 2020-02-18 | Paper |
Compound Poisson approximation of subgraph counts in stochastic block models with multiple edges
Advances in Applied Probability | 2020-02-05 | Paper |
Stein's method for the single server queue in heavy traffic
Statistics \& Probability Letters | 2020-01-20 | Paper |
On algebraic Stein operators for Gaussian polynomials
| 2019-12-10 | Paper |
A simple proof of the characteristic function of Student's $t$-distribution
| 2019-12-03 | Paper |
Inequalities for some integrals involving modified Bessel functions
Proceedings of the American Mathematical Society | 2019-06-26 | Paper |
Stein's method and the distribution of the product of zero mean correlated normal random variables
| 2019-06-11 | Paper |
An asymptotic expansion for the normalizing constant of the Conway-Maxwell-Poisson distribution
Annals of the Institute of Statistical Mathematics | 2019-03-21 | Paper |
Derivative formulas for Bessel, Struve and Anger-Weber functions
Journal of Classical Analysis | 2019-03-05 | Paper |
Inequalities for integrals of the modified Struve function of the first kind. II.
Results in Mathematics | 2019-03-01 | Paper |
Stein operators for variables form the third and fourth Wiener chaoses
Statistics \& Probability Letters | 2019-02-20 | Paper |
An algebra of Stein operators
Journal of Mathematical Analysis and Applications | 2018-10-18 | Paper |
Bounds for modified Struve functions of the first kind and their ratios
Journal of Mathematical Analysis and Applications | 2018-09-17 | Paper |
Products of normal, beta and gamma random variables: Stein operators and distributional theory
Brazilian Journal of Probability and Statistics | 2018-08-08 | Paper |
A Stein characterisation of the generalized hyperbolic distribution
ESAIM: Probability and Statistics | 2018-08-07 | Paper |
Inequalities for integrals of the modified Struve function of the first kind
Results in Mathematics | 2018-07-23 | Paper |
Inequalities for integrals of modified Bessel functions and expressions involving them
Journal of Mathematical Analysis and Applications | 2018-05-31 | Paper |
A probabilistic proof of some integral formulas involving the Meijer \(G\)-function
The Ramanujan Journal | 2018-02-15 | Paper |
An iterative technique for bounding derivatives of solutions of Stein equations
Electronic Journal of Probability | 2018-01-18 | Paper |
Inequalities for the modified Bessel function of the second kind and the kernel of the Krätzel integral transformation
Mathematical Inequalities & Applications | 2017-12-15 | Paper |
On Stein's method for products of normal random variables and zero bias couplings
Bernoulli | 2017-09-21 | Paper |
Chi-square approximation by Stein's method with application to Pearson's statistic
The Annals of Applied Probability | 2017-08-08 | Paper |
Poisson approximation of subgraph counts in stochastic block models and a graphon model
ESAIM: Probability and Statistics | 2017-01-12 | Paper |
Uniform bounds for expressions involving modified Bessel functions
Mathematical Inequalities \& Applications | 2016-10-28 | Paper |
The Conway-Maxwell-Poisson distribution: distributional theory and approximation
| 2016-07-19 | Paper |
Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equation
Journal of Theoretical Probability | 2016-04-07 | Paper |
The rate of convergence of some asymptotically chi-square distributed statistics by Stein's method
| 2016-03-06 | Paper |
Inequalities for modified Bessel functions and their integrals
Journal of Mathematical Analysis and Applications | 2014-07-16 | Paper |
Variance-gamma approximation via Stein's method
Electronic Journal of Probability | 2014-05-02 | Paper |
On P\'olya's random walk constants
| N/A | Paper |
The distribution of the product of independent variance-gamma random variables
| N/A | Paper |
A Stein characterisation of the distribution of the product of correlated normal random variables
| N/A | Paper |
Absolute moments of the variance-gamma distribution
| N/A | Paper |
