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math.PR2019★ 8 cited
Multivariate stable approximation in Wasserstein distance by Stein's method
Peng Chen, Ivan Nourdin, Lihu Xu +1
By a delicate analysis for the Stein's equation associated to the -stable law approximation with , we prove a quantitative stable central limit theorem in Wasserstei…
math.PR2019★ 4 cited
Non-integrable stable approximation by Stein's method
Peng Chen, Ivan Nourdin, Lihu Xu +2
We develop Stein's method for -stable approximation with , continuing the recent line of research by Xu \cite{lihu} and Chen, Nourdin and Xu \cite{C-N-X} in the case…