Stein’s method and the distribution of the product of zero mean correlated normal random variables
Author:
Affiliation:
1. School of Mathematics, The University of Manchester, Manchester, UK
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2019.1634210
Reference27 articles.
1. Bounds for the normal approximation of the maximum likelihood estimator
2. The Probability Function of the Product of Two Normally Distributed Variables
3. Mathematical forms of the distribution of the product of two normal variables
4. Craig’sXYdistribution and the statistics of Lagrangian power in two-dimensional turbulence
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3. The basic distributional theory for the product of zero mean correlated normal random variables;Statistica Neerlandica;2022-04-15
4. Identifying the distribution of linear combinations of gamma random variables via Stein’s method;Communications in Statistics - Theory and Methods;2021-06-26
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