First order covariance inequalities via Stein's method
We propose probabilistic representations for inverse Stein operators (i.e., solutions to Stein equations) under general conditions; in particular, we deduce new simple expressions for the Stein kernel. These representations allow to deduce uniform and nonuniform Stein factors (i.e., bounds on soluti...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Bernoulli Society for Mathematical Statistics and Probability
2020
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