Stein-type covariance identities: Klaassen, Papathanasiou and Olkin-Shepp type bounds for arbitrary target distributions

In this paper, we present a minimal formalism for Stein operators which leads to different probabilistic representations of solutions to Stein equations. These in turn provide a wide family of Stein-Covariance identities which we put to use for revisiting the very classical topic of bounding the var...

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书目详细资料
Main Authors: Ernst, M, Reinert, G, Swan, Y
格式: Working paper
出版: 2018