Add to ORKGThis corresponds to the second section of https://arxiv.org/abs/1601.03301 New results added and applications provided. arXiv admin note: text overlap with arXiv:1601.03301In this paper we propose a new, simple and explicit mechanism allowing to derive Stein operators for random variables whose characteristic function satisfies a simple ODE. We apply this to study random variables which can be represented as linear combinations of (non necessarily independent) gamma distributed random variables. The connection with Malliavin calculus for random variables in the second Wiener chaos is detailed. An application to McKay Type I random variables is also outlined
This article deals with Stein characterizations of probability distributions. We provide a general f...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
This corresponds to the second section of https://arxiv.org/abs/1601.03301 New results added and app...
This corresponds to the second section of https://arxiv.org/abs/1601.03301 New results added and app...
In this paper we propose a new, simple and explicit mechanism allowing to derive Stein operators for...
In extending Stein's method to new target distributions, the first step is to find a Stein operator ...
In extending Stein's method to new target distributions, the first step is to find a Stein operator ...
13 pagesInternational audienceWe provide a general result for finding Stein operators for the produc...
In this paper, we extend Stein’s method to products of independent beta, gamma, generalised gamma an...
In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations fo...
In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations fo...
For a centered random variable X in a Wiener space, differentiable in the sense of Malliavin, the fu...
International audienceWe investigate the problem of finding necessary and sufficient conditions for ...
International audienceWe investigate the problem of finding necessary and sufficient conditions for ...
This article deals with Stein characterizations of probability distributions. We provide a general f...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
This corresponds to the second section of https://arxiv.org/abs/1601.03301 New results added and app...
This corresponds to the second section of https://arxiv.org/abs/1601.03301 New results added and app...
In this paper we propose a new, simple and explicit mechanism allowing to derive Stein operators for...
In extending Stein's method to new target distributions, the first step is to find a Stein operator ...
In extending Stein's method to new target distributions, the first step is to find a Stein operator ...
13 pagesInternational audienceWe provide a general result for finding Stein operators for the produc...
In this paper, we extend Stein’s method to products of independent beta, gamma, generalised gamma an...
In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations fo...
In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations fo...
For a centered random variable X in a Wiener space, differentiable in the sense of Malliavin, the fu...
International audienceWe investigate the problem of finding necessary and sufficient conditions for ...
International audienceWe investigate the problem of finding necessary and sufficient conditions for ...
This article deals with Stein characterizations of probability distributions. We provide a general f...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...