Distributional transformations, orthogonal polynomials, and Stein characterizations

A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's higher order derivatives. The class includes the size...

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Bibliographic Details
Main Authors: Goldstein, L, Reinert, G
Format: Journal article
Published: Springer 2005