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Stein operators allow to characterise probability distributions via differential operators. Based on these characterisations, we develop a new method of point estimation for marginal parameters of strictly stationary and ergodic processes, which we c
Externí odkaz:
http://arxiv.org/abs/2305.19031
In Stein's method, one can characterize probability distributions with differential operators. We use these characterizations to obtain a new class of point estimators for i.i.d.\ observations. These so-called Stein estimators satisfy the desirable c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::86ad178f4b8529a1917911be61c7e74c
http://arxiv.org/abs/2305.19031
http://arxiv.org/abs/2305.19031