Approximate Computation of Expectations: the Canonical Stein Operator
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References listed on IDEAS
- Christophe Ley & Yves-Caoimhin Swan, 2013. "Parametric Stein Operators and Variance Bounds," Working Papers ECARES ECARES 2013-28, ULB -- Universite Libre de Bruxelles.
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- Ehm, Werner, 1991. "Binomial approximation to the Poisson binomial distribution," Statistics & Probability Letters, Elsevier, vol. 11(1), pages 7-16, January.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Badescu, Alexandru & Cui, Zhenyu & Ortega, Juan-Pablo, 2016. "A note on the Wang transform for stochastic volatility pricing models," Finance Research Letters, Elsevier, vol. 19(C), pages 189-196.
- Ley, Christophe & Swan, Yvik, 2016. "A general parametric Stein characterization," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 67-71.
More about this item
Keywordsdensity approach; stein's method; comparison of distribution;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-09-05 (All new papers)
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