Rates of convergence of variance-gamma approximations via Stein's method
<p>Stein's method is a powerful technique that can be used to obtain bounds for approximation errors in a weak convergence setting. The method has been used to obtain approximation results for a number of distributions, such as the normal, Poisson and Gamma distributions. A major strength...
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| 格式: | Thesis |
| 语言: | English |
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2013
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