References
- Arnold, B. C., E. Castillo, and J. M. Sarabia. 2001. A multivariate version of Stein’s identity with applications to moment calculations and estimation of conditionally specified distributions. Communications in Statistics- Theory and Methods 30 (12):2517–42. doi: 10.1081/STA-100108446.
- Arnold, B. C., and D. Strauss. 1988. Bivariate distributions with exponential conditionals. Journal of the American Statistical Association 83 (402):522–7. doi: 10.1080/01621459.1988.10478627.
- Chatterjee, S., and E. Meckes. 2008. Multivariate normal approximation using exchangeable pairs. ALEA 4:257–83.
- Chen, L. H., L. Goldstein, and Q.-M. Shao. 2011. Normal approximation by Stein’s method. Heidelberg: Springer-Verlag.
- Gorham, J. 2017. Measuring sample quality with Stein’s method. PhD thesis, Stanford University.
- Liu, J. S. 1994. Siegel’s formula via Stein’s identities. Statistics & Probability Letters 21 (3):247–51. doi: 10.1016/0167-7152(94)90121-X.
- Luk, H. M. 1994. Stein’s method for the gamma distribution and related statistical applications. PhD thesis, University of Southern California.
- Nadarajah, S. 2005. Reliability for some bivariate gamma distributions. Mathematical Problems in Engineering 2005 (2):151–63. doi: 10.1155/MPE.2005.151.
- Nourdin, I., G. Peccati, and A. Réveillac. 2010. Multivariate normal approximation using stein’s method and malliavin calculus. Annales De L’IHP Probabilités Et Statistiques 46 (1):45–58.
- Pickett, A. 2004. Rates of convergence of Chi-square approximations via Stein’s method. PhD thesis, University of Oxford.
- Reinert, G., and A. Röllin. 2009. Multivariate normal approximation with stein’s method of exchangeable pairs under a general linearity condition. The Annals of Probability 37 (6):2150–73. doi: 10.1214/09-AOP467.
- Sen, S., R. Lamichhane, and N. Diawara. 2014. A bivariate distribution with conditional gamma and its multivariate form. Journal of Modern Applied Statistical Methods 13 (2):169–84. doi: 10.22237/jmasm/1414814880.
- Stein, C. 1986. Approximate computation of expectations. In: Shanti S. Gupta (ed.), Lecture Notes-Monograph Series. Hayward, California: IMS.