13 citations · 13 across the 18 of their papers we have counts for
4 papers · 2 filters
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…