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05/30/2023
Point estimation through Stein's method
In Stein's method, one can characterize probability distributions with d...
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05/10/2023
Bounds for distributional approximation in the multivariate delta method by Stein's method
We obtain bounds to quantify the distributional approximation in the del...
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03/09/2023
The Variance-Gamma Distribution: A Review
The variance-gamma (VG) distributions form a four-parameter family which...
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09/19/2022
Normal approximation for the posterior in exponential families
In this paper we obtain quantitative Bernstein-von Mises type bounds on ...
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09/16/2022
On the moments of the variance-gamma distribution
We obtain new closed-form formulas for the moments and absolute moments ...
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07/20/2022
Comparing directed networks via denoising graphlet distributions
Network comparison is a widely-used tool for analyzing complex systems, ...
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11/01/2021
Bounds for the chi-square approximation of Friedman's statistic by Stein's method
Friedman's chi-square test is a non-parametric statistical test for r≥2 ...
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06/29/2021
Bounds for the chi-square approximation of the power divergence family of statistics
It is well-known that each statistic in the family of power divergence o...
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06/05/2021
The basic distributional theory for the product of zero mean correlated normal random variables
The product of two zero mean correlated normal random variables has rece...
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05/07/2021
Stein's Method Meets Statistics: A Review of Some Recent Developments
Stein's method is a collection of tools for analysing distributional com...
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05/11/2020
Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator
We obtain explicit Wasserstein distance error bounds between the distrib...
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02/05/2020
On the mode and median of the generalized hyperbolic and related distributions
Except for certain parameter values, a closed form formula for the mode ...
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12/03/2019
A simple proof of the characteristic function of Student's t-distribution
This note presents a simple proof of the characteristic function of Stud...
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06/11/2019
Stein's method and the distribution of the product of zero mean correlated normal random variables
Over the last 80 years there has been much interest in the problem of fi...
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07/11/2018
A note on the distribution of the product of zero mean correlated normal random variables
The problem of finding an explicit formula for the probability density f...
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04/02/2017