81 citations · 158 across the 66 of their papers we have counts for
17 papers · 1 filter
Stein's method for the matrix normal distribution
Robert E. Gaunt, Frédéric Ouimet, Donald Richards
This work presents the first systematic development of Stein's method for matrix distributions. We establish the basic essential ingredients of Stein's method for matrix normal app…
Stein's Method of Moments on the Sphere
Adrian Fischer, Robert E. Gaunt, Yvik Swan
We use Stein characterizations to obtain new moment-type estimators for the parameters of three classical spherical distributions (namely the Fisher-Bingham, the von Mises-Fisher,…
Stein's method of moments for truncated multivariate distributions
Adrian Fischer, Robert E. Gaunt, Yvik Swan
We use Stein characterisations to derive new moment-type estimators for the parameters of several truncated multivariate distributions in the i.i.d. case; we also derive the asympt…
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…
Stein's Method of Moments
Bruno Ebner, Adrian Fischer, Robert E. Gaunt +2
Stein operators allow to characterise probability distributions via differential operators. Based on these characterisations, we develop a new method of point estimation for margin…
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…