A MULTIVARIATE VERSION OF STEIN'S IDENTITY WITH APPLICATIONS TO MOMENT CALCULATIONS AND ESTIMATION OF CONDITIONALLY SPECIFIED DISTRIBUTIONS

DOI10.1081/STA-100108446zbMATH Open1009.62551MaRDI QIDQ4540569FDOQ4540569

Authors: Barry C. Arnold, José María Sarabia, Enrique Castillo 

Publication date: 28 July 2002

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

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Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Title not available (Why is that?)
• Some Generalized Functions for the Size Distribution of Income
• Conditional specification of statistical models.
• Bivariate Distributions With Exponential Conditionals
• Estimation and Moment Recursion Relations for Multimodal Distributions of the Exponential Family
• A natural identity for exponential families with applications in multiparameter estimation
• Bivariate distributions with Pareto conditionals
• Conditional distributions and the bivariate normal distribution
• A note on the characterization of bivariate densities by conditional densities
• Measures of dependence in normal models and exponential models by information gain
• The centered normal conditionals distribution

Cited In (14)

• An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
• On Stein's method for multivariate self-decomposable laws with finite first moment
• A first-order Stein characterization for absolutely continuous bivariate distributions
• A MOMENT IDENTITY
• How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
• The tail Stein's identity with applications to risk measures
• The heat equation and Stein's identity: connections, applications
• On Stein's identity and its applications
• Stokes' theorem, Stein's identity and completeness
• Computing (Bivariate) Poisson Moments Using Stein–Chen Identities
• Stein-Haff identity for the exponential family
• Title not available (Why is that?)
• Title not available (Why is that?)
• Variations on the classical multivariate normal theme

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