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An iterative technique for bounding derivatives of solutions of Stein equations

Abstract:

We introduce a simple iterative technique for bounding derivatives of solutions of Stein equations Lf=h-Eh(Z) where L is a linear differential operator and Z is the limit random variable. Given bounds on just the solutions or certain lower order derivatives of the solution, the technique allows one to deduce bounds for derivatives of any order, in terms of supremum norms of derivatives of the test function h. This approach can be readily applied to many Stein equations from the literature....

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Institution:
University of Oxford
Department:
Oxford, MPLS, Statistics
Dӧbler, RE More by this author
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Institution:
University of Oxford
Department:
Oxford, MPLS, Statistics
Journal:
arXiv Journal website
Publication date:
2015-10-05
URN:
uuid:cc690057-55b4-4652-b670-650ccfba9c7c
Source identifiers:
607656
Local pid:
pubs:607656

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