On Stein factors for Laplace approximation and their application to random sums
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Publication:6152253
DOI10.1016/J.SPL.2023.109996MaRDI QIDQ6152253FDOQ6152253
Authors: Kalyan Barman, N. S. Upadhye
Publication date: 13 February 2024
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
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Cites Work
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- Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I
- Variance-gamma approximation via Stein's method
- On Stein's method for infinitely divisible laws with finite first moment
- Approximation of stable law in Wasserstein-1 distance by Stein's method
- An iterative technique for bounding derivatives of solutions of Stein equations
- New error bounds for Laplace approximationviaStein’s method
- Convergence rate of random geometric sum distributions to the Laplace law
- Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT
- A kernel bound for non-symmetric stable distribution and its applications
- Non-integrable stable approximation by Stein's method
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