Generalizing Stein's lemma

MaRDI QIDQ6600239zbMATH OpenFDO

Authors Moawia Alghalith

Publication date 9 September 2024

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

zbMATH Keywords

covariancevarianceprobability distributionStein's lemmaexact Taylor expansion

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Recommendations

• On an extension of Stein's lemma
• On the generalization of Stein's lemma for elliptical class of distributions
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Cites work

• scientific article; zbMATH DE number 3557007 (Why is no real title available?)
• A natural identity for exponential families with applications in multiparameter estimation
• Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
• On the generalization of Stein's lemma for elliptical class of distributions
• Some Stein-type inequalities for multivariate elliptical distributions and applications
• Stein's lemma for truncated elliptical random vectors

Cited in

(1)

• On an extension of Stein's lemma

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