81 citations · 158 across the 66 of their papers we have counts for
Showing 2016 · math.PRShow all
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math.PR2016★ 4 cited
An algebra of Stein operators
Robert E. Gaunt, Guillaume Mijoule, Yvik Swan
We build upon recent advances on the distributional aspect of Stein's method to propose a novel and flexible technique for computing Stein operators for random variables that can b…
math.PR2016
A Stein characterisation of the generalized hyperbolic distribution
Robert E. Gaunt
The generalized hyperbolic (GH) distributions form a five parameter family of probability distributions that includes many standard distributions as special or limiting cases, such…
math.PR2016★ 3 cited
The rate of convergence of some asymptotically chi-square distributed statistics by Stein's method
Robert E. Gaunt, Gesine Reinert
We build on recent works on Stein's method for functions of multivariate normal random variables to derive bounds for the rate of convergence of some asymptotically chi-square dist…