An iterative technique for bounding derivatives of solutions of Stein equations
We introduce a simple iterative technique for bounding derivatives of solutions of Stein equations Lf=h−Eh(Z), where L is a linear differential operator and Z is the limit random variable. Given bounds on just the solutions or certain lower order derivatives of the solution, the technique allows one...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics and Bernoulli Society
2017
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