2 papers
math.PR2026
Explicit Gamma-Stein Bounds for Satterthwaite's Approximation
Gabriel Bailly, Ferdinand Rapin, Yvik Swan +1
We derive explicit Gamma--Stein bounds for the Satterthwaite approximation of weighted sums of independent chi-square random variables and, more generally, of independent Gamma ran…
math.PR2026
Stein's method for the Wishart distribution
Gabriel Bailly, Robert E. Gaunt, Frédéric Ouimet +2
In this work, we develop Stein's method for the Wishart distribution on the cone of positive definite matrices. We establish the basic ingredients of a Wishart Stein framework: we…