Approximate Computation of Expectations: the Canonical Stein Operator
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|Date of creation:||Aug 2014|
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- Christophe Ley & Yves-Caoimhin Swan, 2013. "Parametric Stein Operators and Variance Bounds," Working Papers ECARES ECARES 2013-28, ULB -- Universite Libre de Bruxelles.
- Alison L. Gibbs & Francis Edward Su, 2002. "On Choosing and Bounding Probability Metrics," International Statistical Review, International Statistical Institute, vol. 70(3), pages 419-435, December.
- Ehm, Werner, 1991. "Binomial approximation to the Poisson binomial distribution," Statistics & Probability Letters, Elsevier, vol. 11(1), pages 7-16, January.
- Cacoullos, T. & Papathanasiou, V., 1989. "Characterizations of distributions by variance bounds," Statistics & Probability Letters, Elsevier, vol. 7(5), pages 351-356, April.
- R. Korwar, 1991. "On characterizations of distributions by mean absolute deviation and variance bounds," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(2), pages 287-295, June.
- Claude Lefèvre & Vasilis Papathanasiou & Sergey Utev, 2002. "Generalized Pearson Distributions and Related Characterization Problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(4), pages 731-742, December.
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