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

DOI10.1081/STA-100108446MaRDI QIDQ4540569zbMATH OpenFDO

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)

Mathematics Subject Classification ID

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

Recommendations

• On Stein's method for multivariate normal approximation
• Stein's method for functions of multivariate normal random variables
• Stein's density method for multivariate continuous distributions
• Multivariate Stein factors for a class of strongly log-concave distributions
• Stein's method for multivariate Brownian approximations of sums under dependence
• Multivariate normal approximations by Stein's method and size bias couplings
• Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
• Multivariate normal approximation using Stein's method and Malliavin calculus

Cites work

• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• A natural identity for exponential families with applications in multiparameter estimation
• A note on the characterization of bivariate densities by conditional densities
• Bivariate Distributions With Exponential Conditionals
• Bivariate distributions with Pareto conditionals
• Conditional distributions and the bivariate normal distribution
• Conditional specification of statistical models.
• Estimation and Moment Recursion Relations for Multimodal Distributions of the Exponential Family
• Estimation of the mean of a multivariate normal distribution
• Measures of dependence in normal models and exponential models by information gain
• Some Generalized Functions for the Size Distribution of Income
• The centered normal conditionals distribution

Cited in

(14)

• A first-order Stein characterization for absolutely continuous bivariate distributions
• The heat equation and Stein's identity: connections, applications
• Computing (Bivariate) Poisson Moments Using Stein–Chen Identities
• scientific article; zbMATH DE number 3974045 (Why is no real title available?)
• scientific article; zbMATH DE number 1932869 (Why is no real title available?)
• Variations on the classical multivariate normal theme
• On Stein's identity and its applications
• Stein-Haff identity for the exponential family
• An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds
• Stokes' theorem, Stein's identity and completeness
• 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
• On Stein's method for multivariate self-decomposable laws with finite first moment

This page was built for publication: A MULTIVARIATE VERSION OF STEIN'S IDENTITY WITH APPLICATIONS TO MOMENT CALCULATIONS AND ESTIMATION OF CONDITIONALLY SPECIFIED DISTRIBUTIONS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540569)