Generalizing Stein's lemma

MaRDI QIDQ6600239FDOQ6600239

Authors: Moawia Alghalith 

Publication date: 9 September 2024

Published in: Comptes Rendus Mathématiques de l'Académie des Sciences (Search for Journal in Brave)

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zbMATH Keywords

covariancevarianceprobability distributionStein's lemmaexact Taylor expansion

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Cites Work

• A natural identity for exponential families with applications in multiparameter estimation
• Some Stein-type inequalities for multivariate elliptical distributions and applications
• Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
• Title not available (Why is that?)
• On the generalization of Stein's lemma for elliptical class of distributions
• Stein's lemma for truncated elliptical random vectors

Cited In (1)

• On an extension of Stein's lemma

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