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math.ST2024
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…
math.ST2024
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,…
math.ST2024
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…