Search Results - subject:"Stein characterizations"

A unified approach to Stein characterizations

Ley, Christophe; Swan, Yvik - European Centre for Advanced Research in Economics and … - 2011

This article deals with Stein characterizations of probability distributions. We provide a general framework for … Stein characterizations, (ii) permits to identify clearly minimal conditions under which these results hold and (iii …) provides a straightforward tool for constructing new Stein characterizations. Our parametric interpretation of Stein …

Persistent link: https://www.econbiz.de/10009149204

Stein's Density Approach for Discrete Distributions and Information Inequalities

Ley, Christophe; Swan, Yvik - European Centre for Advanced Research in Economics and … - 2012

Abstract: We inscribe Stein's density approach for discrete distributionsin a new, exible framework, hereby extending and unifying a large portionof the relevant literature.We use this to derive a Stein identity whose powerwe illustrate by obtaining a wide variety of so-called inequalities...

Persistent link: https://www.econbiz.de/10010593066

Stein's density approach for discrete distributions and information inequalities

Ley, Christophe; Swan, Yvik - European Centre for Advanced Research in Economics and … - 2012

We inscribe Stein's density approach for discrete distributions in a new, flexible framework, hereby extending and unifying a large portion of the relevant literature. We use this to derive a Stein identity whose power we illustrate by obtaining a wide variety of so-called inequalities between...

Persistent link: https://www.econbiz.de/10009399133