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A general parametric Stein characterization

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  • Ley, Christophe
  • Swan, Yvik

Abstract

We present a general characterization theorem for parametric probability distributions in terms of a differential operator akin to the so-called Stein operators from the literature on Stein’s method.

Suggested Citation

  • Ley, Christophe & Swan, Yvik, 2016. "A general parametric Stein characterization," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 67-71.
    • Handle: RePEc:eee:stapro:v:111:y:2016:i:c:p:67-71
    DOI: 10.1016/j.spl.2016.01.008
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    References listed on IDEAS

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    1. Christophe Ley & Gesine Reinert & Yvik Swan, 2014. "Approximate Computation of Expectations: the Canonical Stein Operator," Working Papers ECARES ECARES 2014-36, ULB -- Universite Libre de Bruxelles.
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    Cited by:

    1. Ley, Christophe, 2023. "When the score function is the identity function - A tale of characterizations of the normal distribution," Econometrics and Statistics, Elsevier, vol. 26(C), pages 153-160.

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