32 citations · 167 across the 40 of their papers we have counts for
4 papers · 1 filter
Integration by parts and representation of information functionals
Ivan Nourdin, Giovanni Peccati, Yvik Swan
We introduce a new formalism for computing expectations of functionals of arbitrary random vectors, by using generalised integration by parts formulae. In doing so we extend recent…
Rates of convergence towards the Fréchet distribution
Carine Bartholmé, Yvik Swan
We develop Stein's method for the Fréchet distribution and apply it to compute rates of convergence in distribution of renormalized sample maxima to the Fréchet distribution.
On Hodges and Lehmann's " result"
Marc Hallin, Thomas Verdebout, Yvik Swan
While the asymptotic relative efficiency (ARE) of Wilcoxon rank-based tests for location and regression with respect to their parametric Student competitors can be arbitrarily larg…
Entropy and the fourth moment phenomenon
Ivan Nourdin, Giovanni Peccati, Yvik Swan
We develop a new method for bounding the relative entropy of a random vector in terms of its Stein factors. Our approach is based on a novel representation for the score function o…