81 citations · 158 across the 66 of their papers we have counts for
6 papers · 2 filters
An iterative technique for bounding derivatives of solutions of Stein equations
Christian Döbler, Robert E. Gaunt, Sebastian J. Vollmer
We introduce a simple iterative technique for bounding derivatives of solutions of Stein equations , where is a linear differential operator and is the…
Poisson approximation of subgraph counts in stochastic block models and a graphon model
Matthew Coulson, Robert E. Gaunt, Gesine Reinert
Small subgraph counts can be used as summary statistics for large random graphs. We use the Stein-Chen method to derive Poisson approximations for the distribution of the number of…
Stein's method for functions of multivariate normal random variables
Robert E. Gaunt
By the continuous mapping theorem, if a sequence of -dimensional random vectors converges in distribution to a multivariate normal random variable $Σ^{…
Products of normal, beta and gamma random variables: Stein operators and distributional theory
Robert E. Gaunt
In this paper, we extend Stein's method to products of independent beta, gamma, generalised gamma and mean zero normal random variables. In particular, we obtain Stein operators fo…
Chi-square approximation by Stein's method with application to Pearson's statistic
Robert E. Gaunt, Alastair Pickett, Gesine Reinert
This paper concerns the development of Stein's method for chi-square approximation and its application to problems in statistics. New bounds for the derivatives of the solution of…
The Conway-Maxwell-Poisson distribution: distributional theory and approximation
Fraser Daly, Robert E. Gaunt
The Conway-Maxwell-Poisson (CMP) distribution is a natural two-parameter generalisation of the Poisson distribution which has received some attention in the statistics literature i…