13 citations · 13 across the 3 of their papers we have counts for
3 papers
math.ST2023
Bounds for distributional approximation in the multivariate delta method by Stein's method
Robert E. Gaunt, Heather Sutcliffe
We obtain bounds to quantify the distributional approximation in the delta method for vector statistics (the sample mean of independent random vectors) for normal and non-norma…
math.ST2023★ 13 cited
The Variance-Gamma Distribution: A Review
Adrian Fischer, Robert E. Gaunt, Andrey Sarantsev
The variance-gamma (VG) distributions form a four-parameter family which includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous ap…
math.PR2023
The variance-gamma ratio distribution
Robert E. Gaunt, Siqi Li
Let and be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio is derived. Some basic d…