Robert E. Gaunt

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Person:270212

Available identifiers

zbMath Open gaunt.robert-edwardMaRDI QIDQ270212

List of research outcomes

PublicationDate of PublicationType
Improved bounds in Stein's method for functions of multivariate normal random vectors2024-04-02Paper
A note on the distribution of the product of zero‐mean correlated normal random variables2024-01-16Paper
The basic distributional theory for the product of zero mean correlated normal random variables2023-12-15Paper
Stein estimation in a multivariate setting2023-12-14Paper
The variance-gamma ratio distribution2023-10-26Paper
Comparing directed networks via denoising graphlet distributions2023-09-29Paper
A probabilistic proof of some integral formulas involving incomplete gamma functions2023-09-17Paper
Asymptotic approximations for the distribution of the product of correlated normal random variables2023-09-14Paper
On the moments of the variance-gamma distribution2023-09-04Paper
On the cumulative distribution function of the variance-gamma distribution2023-07-04Paper
Bounds for the chi-square approximation of Friedman's statistic by Stein's method2023-06-02Paper
Point estimation through Stein's method2023-05-30Paper
Bounds for distributional approximation in the multivariate delta method by Stein's method2023-05-10Paper
https://portal.mardi4nfdi.de/entity/Q58817862023-03-13Paper
The Variance-Gamma Distribution: A Review2023-03-09Paper
Bounding Kolmogorov distances through Wasserstein and related integral probability metrics2023-02-20Paper
Stein's method meets computational statistics: a review of some recent developments2023-02-16Paper
On algebraic Stein operators for Gaussian polynomials2022-12-19Paper
The class of polynomial Stein operators for the Gaussian distribution: a noncommutative algebra perspective2022-12-14Paper
Bounds for the chi-square approximation of the power divergence family of statistics2022-11-14Paper
Normal approximation for the posterior in exponential families2022-09-19Paper
Bounds for an integral involving the modified lommel function of the first kind2022-07-08Paper
Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances2022-06-13Paper
Stein’s method and the distribution of the product of zero mean correlated normal random variables2022-05-25Paper
A simple proof of the characteristic function of Student’s t-distribution2022-05-23Paper
Modified Method of Moments for Generalized Laplace Distribution2022-03-21Paper
New error bounds for Laplace approximationviaStein’s method2022-02-16Paper
Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator2022-02-09Paper
Bounding Kolmogorov distances through Wasserstein and related integral probability metrics2022-01-28Paper
Functional inequalities and monotonicity results for modified Lommel functions of the first kind2021-11-10Paper
An asymptotic approach to proving sufficiency of Stein characterisations2021-09-17Paper
Bounds for an integral involving the modified Struve function of the first kind2021-07-28Paper
Bounds for an integral of the modified Bessel function of the first kind and expressions involving it2021-06-14Paper
Some new Stein operators for product distributions2021-06-11Paper
Stein's Method Meets Computational Statistics: A Review of Some Recent Developments2021-05-07Paper
Bounds for an integral involving the modified Lommel function of the first kind2021-03-30Paper
On bounds for the mode and median of the generalized hyperbolic and related distributions2020-10-23Paper
Stein's method for functions of multivariate normal random variables2020-05-13Paper
Multivariate normal approximation of the maximum likelihood estimator via the delta method2020-05-13Paper
Bounds for modified Lommel functions of the first kind and their ratios2020-03-09Paper
Inequalities for some integrals involving modified Lommel functions of the first kind2020-02-25Paper
Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I2020-02-18Paper
Compound Poisson approximation of subgraph counts in stochastic block models with multiple edges2020-02-05Paper
Stein's method for the single server queue in heavy traffic2020-01-20Paper
On algebraic Stein operators for Gaussian polynomials2019-12-10Paper
A simple proof of the characteristic function of Student's $t$-distribution2019-12-03Paper
Inequalities for some integrals involving modified Bessel functions2019-06-26Paper
Stein's method and the distribution of the product of zero mean correlated normal random variables2019-06-11Paper
An asymptotic expansion for the normalizing constant of the Conway-Maxwell-Poisson distribution2019-03-21Paper
Derivative formulas for Bessel, Struve and Anger-Weber functions2019-03-05Paper
Inequalities for integrals of the modified Struve function of the first kind. II.2019-03-01Paper
Stein operators for variables form the third and fourth Wiener chaoses2019-02-20Paper
An algebra of Stein operators2018-10-18Paper
Bounds for modified Struve functions of the first kind and their ratios2018-09-17Paper
Products of normal, beta and gamma random variables: Stein operators and distributional theory2018-08-08Paper
A Stein characterisation of the generalized hyperbolic distribution2018-08-07Paper
Inequalities for integrals of the modified Struve function of the first kind2018-07-23Paper
Inequalities for integrals of modified Bessel functions and expressions involving them2018-05-31Paper
A probabilistic proof of some integral formulas involving the Meijer \(G\)-function2018-02-15Paper
An iterative technique for bounding derivatives of solutions of Stein equations2018-01-18Paper
Inequalities for the modified Bessel function of the second kind and the kernel of the Krätzel integral transformation2017-12-15Paper
On Stein's method for products of normal random variables and zero bias couplings2017-09-21Paper
Chi-square approximation by Stein's method with application to Pearson's statistic2017-08-08Paper
Poisson approximation of subgraph counts in stochastic block models and a graphon model2017-01-12Paper
Uniform bounds for expressions involving modified Bessel functions2016-10-28Paper
The Conway-Maxwell-Poisson distribution: distributional theory and approximation2016-07-19Paper
Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equation2016-04-07Paper
The rate of convergence of some asymptotically chi-square distributed statistics by Stein's method2016-03-06Paper
Inequalities for modified Bessel functions and their integrals2014-07-16Paper
Variance-gamma approximation via Stein's method2014-05-02Paper

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