A Stein characterisation of the generalized hyperbolic distribution
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Publication:4578055
DOI10.1051/ps/2017007zbMath1393.60029arXiv1603.05675OpenAlexW2962793080MaRDI QIDQ4578055
Publication date: 7 August 2018
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.05675
Central limit and other weak theorems (60F05) Point estimation (62F10) Probability distributions: general theory (60E05)
Related Items (9)
New bounds for the solution and derivatives of the Stein equation for the generalized inverse Gaussian and Kummer distributions ⋮ Stein's method in two limit theorems involving the generalized inverse Gaussian distribution ⋮ Products of normal, beta and gamma random variables: Stein operators and distributional theory ⋮ On combining the zero bias transform and the empirical characteristic function to test normality ⋮ On bounds for the mode and median of the generalized hyperbolic and related distributions ⋮ About the Stein equation for the generalized inverse Gaussian and Kummer distributions ⋮ Rate of convergence of generalized inverse Gaussian and Kummer distributions to the gamma distribution via Stein's method ⋮ Some new Stein operators for product distributions ⋮ An algebra of Stein operators
Uses Software
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