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...
Những tác giả chính: | Ernst, M, Reinert, G, Swan, Y |
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Định dạng: | Working paper |
Được phát hành: |
2018
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