Stokes’ theorem, Stein’s identity and completeness

Dominique Fourdrinier and William E. Strawderman

Statistics & Probability Letters, 2016, vol. 109, issue C, 224-231

Abstract: We study the relation between Stein’s theorem and Stokes’ theorem (or the divergence theorem) and show, using completeness of certain exponential families, that they are equivalent, in a certain sense, by using each to prove a version of the other.

Keywords: Stein’s identity; p-variate normal distribution; Stokes’ theorem; Integration by slices; Minimax estimation (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2015.11.003

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