Stein's method in two limit theorems involving the generalized inverse Gaussian distribution

DOI10.16929/AS/2021.2559.174zbMATH Open1505.60034MaRDI QIDQ2138227FDOQ2138227

Authors: Essomanda Konzou, Efoévi Koudou, Kossi Essona Gneyou 

Publication date: 11 May 2022

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/afrika-statistika/volume-16/issue-1/Steins-method-in-two-limit-theorems-involving-the-generalized-inverse/10.16929/as/2021.2559.174.full

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zbMATH Keywords

generalized hyperbolic distributionStein equationTaylor expansionStein characterizationgeneralized inverse Gaussian distributionreciprocal inverse Gaussian distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

Cites Work

• Normal Variance-Mean Mixtures and z Distributions
• Statistical properties of the generalized inverse Gaussian distribution
• Characterizations of GIG laws: a survey
• Hyperbolic distributions in finance
• Title not available (Why is that?)
• Normal Approximation by Stein’s Method
• Fundamentals of Stein's method
• Title not available (Why is that?)
• Inequalities for modified Bessel functions and their integrals
• Intermediate Probability
• Title not available (Why is that?)
• Independence properties of the Matsumoto-Yor type
• Trees with random conductivities and the (reciprocal) inverse Gaussian distribution
• A Note on Electrical Networks and the Inverse Gaussian Distribution
• A Stein characterisation of the generalized hyperbolic distribution
• Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein's method
• About the Stein equation for the generalized inverse Gaussian and Kummer distributions

Cited In (2)

• Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein's method
• A Stein characterisation of the generalized hyperbolic distribution

Uses Software

• GAUSSIAN

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