Stein's density method for multivariate continuous distributions
DOI10.1214/22-ejp883zbMath1519.60036arXiv2101.05079OpenAlexW3118741295MaRDI QIDQ6165208
Y. Swan, Gesine D. Reinert, Guillaume Mijoule, Martin Raič
Publication date: 4 July 2023
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.05079
Stein's methoddensity methodelliptical distributionsStein operatorsStein equationsStein kernelsmultivariate continuous distributions
Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)
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