Approximate Computation of Expectations: the Canonical Stein Operator
| Year of publication: |
2014-08
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|---|---|
| Authors: | Ley, Christophe ; Reinert, Gesine ; Swan, Yves-Caoimhin |
| Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
| Subject: | density approach | stein's method | comparison of distribution |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published by: The text is part of a series ECARES Working Papers Number ECARES 2014-36 44 pages long |
| Source: |
Persistent link: https://www.econbiz.de/10010890189