162 citations · 840 across the 63 of their papers we have counts for
28 papers · 1 filter
Stein's method for distributions modelling competing and complementary risk problems
Anum Fatima, Gesine Reinert
Competing and Complementary risk (CCR) problems are often modelled using a class of distributions of the maximum, or minimum, of a random number of i.i.d. random variables; we call…
Multivariate Central Limit Theorems for Random Clique Complexes
Tadas Temčinas, Vidit Nanda, Gesine Reinert
Motivated by open problems in applied and computational algebraic topology, we establish multivariate normal approximation theorems for three random vectors which arise organically…
On infinite covariance expansions
Marie Ernst, Gesine Reinert, Yvik Swan
In this paper we provide a probabilistic representation of Lagrange's identity which we use to obtain Papathanasiou-type variance expansions of arbitrary order. Our expansions lead…
First order covariance inequalities via Stein's method
Marie Ernst, Gesine Reinert, Yvik Swan
We propose probabilistic representations for inverse Stein operators (i.e. solutions to Stein equations) under general conditions; in particular we deduce new simple expressions fo…
Stein-type covariance identities: Klaassen, Papathanasiou and Olkin-Shepp type bounds for arbitrary target distributions
Marie Ernst, Gesine Reinert, Yvik Swan
In this paper, we present a minimal formalism for Stein operators which leads to different probabilistic representations of solutions to Stein equations. These in turn provide a wi…
A Bound on the Rate of Convergence in the Central Limit Theorem for Renewal Processes under Second Moment Conditions
Gesine Reinert, Ce Yang
A famous result in renewal theory is the Central Limit Theorem for renewal processes. As in applications usually only observations from a finite time interval are available, a boun…