81 citations · 158 across the 66 of their papers we have counts for
6 papers · 1 filter
An asymptotic expansion for the normalizing constant of the Conway-Maxwell-Poisson distribution
Robert E. Gaunt, Satish Iyengar, Adri B. Olde Daalhuis +1
The Conway-Maxwell-Poisson distribution is a two-parameter generalisation of the Poisson distribution that can be used to model data that is under- or over-dispersed relative to th…
Multivariate normal approximation of the maximum likelihood estimator via the delta method
Andreas Anastasiou, Robert E. Gaunt
We use the delta method and Stein's method to derive, under regularity conditions, explicit upper bounds for the distributional distance between the distribution of the maximum lik…
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…
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…
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…
A Probabilistic proof of some integral formulas involving the Meijer -function
Robert E. Gaunt
New integral formulas involving the Meijer -function are derived using recent results concerning distributional characterisations and distributional transformations in probabili…