Approximate Computation of Expectations: the Canonical Stein Operator

Christophe Ley, Gesine Reinert and Yvik Swan

Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Keywords: density approach; stein's method; comparison of distribution (search for similar items in EconPapers)
Pages: 44 p.
Date: 2014-08
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