81 citations · 158 across the 66 of their papers we have counts for
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Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equation
Robert E. Gaunt
New bounds for the -th order derivatives of the solutions of the normal and multivariate normal Stein equations are obtained. Our general order bounds involve fewer derivatives…
Variance-Gamma approximation via Stein's method
Robert E. Gaunt
Variance-Gamma distributions are widely used in financial modelling and contain as special cases the normal, Gamma and Laplace distributions. In this paper we extend Stein's method…
On Stein's method for products of normal random variables and zero bias couplings
Robert E. Gaunt
In this paper we extend Stein's method to the distribution of the product of independent mean zero normal random variables. A Stein equation is obtained for this class of distr…
Uniform bounds for expressions involving modified Bessel functions
Robert E. Gaunt
In this paper, we obtain uniform bounds for a number of expressions that involve derivatives and integrals of modified Bessel functions. These uniform bounds are motivated by the n…