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...

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Detalhes bibliográficos
Principais autores: Dӧbler, C, Gaunt, RE, Vollmer, SJ
Formato: Journal article
Idioma:English
Publicado em: Institute of Mathematical Statistics and Bernoulli Society 2017

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