Distributional transformations, orthogonal polynomials, and Stein characterizations
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Publication:1776123
DOI10.1007/s10959-004-2602-6zbMath1072.62002arXivmath/0510240OpenAlexW2036426987MaRDI QIDQ1776123
Larry Goldstein, Gesine D. Reinert
Publication date: 20 May 2005
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0510240
Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (26)
Parametric Stein operators and variance bounds ⋮ Distances between distributions via Stein's method ⋮ Geometric sums, size biasing and zero biasing ⋮ Zero biasing and a discrete central limit theorem ⋮ Products of normal, beta and gamma random variables: Stein operators and distributional theory ⋮ Approximation Results for Sums of Independent Random Variables ⋮ First-order covariance inequalities via Stein's method ⋮ A square bias transformation of probability distributions: some properties and applications ⋮ A Charlier-Parseval approach to Poisson approximation and its applications ⋮ Nearly optimal central limit theorem and bootstrap approximations in high dimensions ⋮ Stein's method meets computational statistics: a review of some recent developments ⋮ Zero bias transformation and asymptotic expansions ⋮ Poisson approximation in \(\chi^2\) distance by the Stein-Chen approach ⋮ An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds ⋮ Unnamed Item ⋮ Stein operators for variables form the third and fourth Wiener chaoses ⋮ Higher-order Stein kernels for Gaussian approximation ⋮ Stein's method for discrete Gibbs measures ⋮ Translated Poisson approximation using exchangeable pair couplings ⋮ Distributional transformations without orthogonality relations ⋮ On Stein Identity, Chernoff Inequality, and Orthogonal Polynomials ⋮ Berry-Esseen bounds for combinatorial central limit theorems and pattern occurrences, using zero and size biasing ⋮ A new characterization of the Gamma distribution and associated goodness-of-fit tests ⋮ Fixed point characterizations of continuous univariate probability distributions and their applications ⋮ Poisson approximation for call function via Stein-Chen method ⋮ THE BRENKE TYPE GENERATING FUNCTIONS AND EXPLICIT FORMS OF MRM-TRIPLES BY MEANS OF Q-HYPERGEOMETRIC SERIES
Cites Work
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- Stein's method and the zero bias transformation with application to simple random sampling
- Closed form summation for classical distributions: variations on a theme of de Moivre
- Normal approximation for hierarchical structures
- Berry-Esseen bounds for combinatorial central limit theorems and pattern occurrences, using zero and size biasing
- An estimate of the remainder in a combinatorial central limit theorem
- Multivariate normal approximations by Stein's method and size bias couplings
- Orthogonal polynomials in Stein's method
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