9 papers · 1 filter
On Stein factors in Stein's method for normal approximation
Robert E. Gaunt
Building on the rather large literature concerning the regularity of the solution of the standard normal Stein equation, we provide a complete description of the best possible unif…
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…
Asymptotic approximations for the distribution of the product of correlated normal random variables
Robert E. Gaunt, Zixin Ye
We obtain asymptotic approximations for the probability density function of the product of two correlated normal random variables with non-zero means and arbitrary variances. As a…
A Stein characterisation of the distribution of the product of correlated normal random variables
Robert E. Gaunt, Siqi Li, Heather L. Sutcliffe
We obtain a Stein characterisation of the distribution of the product of two correlated normal random variables with non-zero means, and more generally the distribution of the sum…
Absolute moments of the variance-gamma distribution
Robert E. Gaunt
We obtain exact formulas for the absolute raw and central moments of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind a…
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,…