Gaunt, Robert E.
- Stein's Method Meets Computational Statistics: A Review of Some Recent Developments
2021/05/07 by Andreas Anastasiou, Anastasiou, Andreas, Alessandro Barp +25 · 10 citations
Mathematics · #Random Matrices and Applications #Advanced Combinatorial Mathematics #Statistical Methods and Bayesian Inference
- Bounding Kolmogorov distances through Wasserstein and related integral probability metrics
2022/01/28 by Robert E. Gaunt, Gaunt, Robert E., Siqi Li +1 · 5 citations
Mathematics · Physics and Astronomy · #Benford’s Law and Fraud Detection #Advanced Statistical Methods and Models #Statistical Mechanics and Entropy
- The Variance-Gamma Distribution: A Review
2023/03/09 by Fischer, Adrian, Gaunt, Robert E., Sarantsev, Andrey · 3 citations
#62-02 #62E15 #62F10 #FOS: Mathematics #Primary 60E05 #Probability (math.PR) #Statistics Theory (math.ST)
- The basic distributional theory for the product of zero mean correlated normal random variables
2021/06/05 by Gaunt, Robert E. · 2 citations
#60E05 #62E15 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- The rate of convergence of some asymptotically chi-square distributed statistics by Stein's method
2016/03/06 by Gaunt, Robert E., Reinert, Gesine · 1 citation
#60F05 #62G10 #62G20 #FOS: Mathematics #Probability (math.PR)
- Stein's Method of Moments
2023/05/30 by Bruno Ebner, Ebner, Bruno, Adrian G. Fischer +7 · 3 citations
Decision Sciences · Mathematics · #FOS: Mathematics #Probability and Risk Models #Random Matrices and Applications #Statistical Methods and Bayesian Inference #Statistics Theory (math.ST)
- Bounds for the chi-square approximation of Friedman's statistic by Stein's method
2021/11/01 by Gaunt, Robert E., Reinert, Gesine · 1 citation
#62E17 #FOS: Mathematics #Primary 60F05 #Probability (math.PR) #Statistics Theory (math.ST)
- Normal approximation for the posterior in exponential families
2022/09/19 by Fischer, Adrian, Gaunt, Robert E., Reinert, Gesine +1 · 1 citation
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Asymptotic approximations for the distribution of the product of correlated normal random variables
2023/09/14 by Gaunt, Robert E., Ye, Zixin · 1 citation
#60E05 #62E15 #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Primary 41A60 #Probability (math.PR)