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

DOI10.16929/AS/2021.2559.174MaRDI QIDQ2138227zbMATH OpenFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1724296 (Why is no real title available?)
• scientific article; zbMATH DE number 47283 (Why is no real title available?)
• scientific article; zbMATH DE number 3438144 (Why is no real title available?)
• A Note on Electrical Networks and the Inverse Gaussian Distribution
• A Stein characterisation of the generalized hyperbolic distribution
• About the Stein equation for the generalized inverse Gaussian and Kummer distributions
• Characterizations of GIG laws: a survey
• Fundamentals of Stein's method
• Hyperbolic distributions in finance
• Independence properties of the Matsumoto-Yor type
• Inequalities for modified Bessel functions and their integrals
• Intermediate Probability
• Normal Approximation by Stein’s Method
• Normal Variance-Mean Mixtures and z Distributions
• Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein's method
• Statistical properties of the generalized inverse Gaussian distribution
• Trees with random conductivities and the (reciprocal) inverse Gaussian distribution

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

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Uses Software

• GAUSSIAN

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