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Approximate Computation of Expectations: the Canonical Stein Operator

Listed author(s):
  • Christophe Ley
  • Gesine Reinert
  • Yves-Caoimhin Swan
Registered author(s):

    No abstract is available for this item.

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    File Function: 2014-36-LEY_REINERT_SWAN-approximate
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    Paper provided by ULB -- Universite Libre de Bruxelles in its series Working Papers ECARES with number ECARES 2014-36.

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    Length: 44 p.
    Date of creation: Aug 2014
    Publication status: Published by:
    Handle: RePEc:eca:wpaper:2013/174858
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    1. Ehm, Werner, 1991. "Binomial approximation to the Poisson binomial distribution," Statistics & Probability Letters, Elsevier, vol. 11(1), pages 7-16, January.
    2. Yosef Rinott & Vladimir Rotar, 2000. "Normal approximations by Stein's method," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 23(1), pages 15-29.
    3. Cacoullos, T. & Papathanasiou, V., 1989. "Characterizations of distributions by variance bounds," Statistics & Probability Letters, Elsevier, vol. 7(5), pages 351-356, April.
    4. Christophe Ley & Yves-Caoimhin Swan, 2013. "Parametric Stein Operators and Variance Bounds," Working Papers ECARES ECARES 2013-28, ULB -- Universite Libre de Bruxelles.
    5. 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.
    6. 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.
    7. 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.
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