On Stein factors for Laplace approximation and their application to random sums

DOI10.1016/J.SPL.2023.109996MaRDI QIDQ6152253zbMATH OpenFDO

Authors Kalyan Barman, N. S. Upadhye

Publication date 13 February 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceLaplace approximationStein's methodrandom sumsStein factors

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• scientific article; zbMATH DE number 3438144 (Why is no real title available?)
• scientific article; zbMATH DE number 1889798 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• A kernel bound for non-symmetric stable distribution and its applications
• A unified approach to Stein's method for stable distributions
• An iterative technique for bounding derivatives of solutions of Stein equations
• Approximation of stable law in Wasserstein-1 distance by Stein's method
• Convergence rate of random geometric sum distributions to the Laplace law
• New error bounds for Laplace approximationviaStein’s method
• Non-integrable stable approximation by Stein's method
• Normal Approximation by Stein’s Method
• On Stein's method for infinitely divisible laws with finite first moment
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• Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT
• Stein's method for diffusion approximations
• Variance-gamma approximation via Stein's method
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