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

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...

書誌詳細
主要な著者:	Ernst, M, Reinert, G, Swan, Y
フォーマット:	Working paper
出版事項:	2018

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