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Stein’s Method for Asymmetric α -stable Distributions, with Application to the Stable CLT
Journal article
Chen,Peng, Nourdin,Ivan, Xu,Lihu. Stein’s Method for Asymmetric α -stable Distributions, with Application to the Stable CLT[J]. Journal of Theoretical Probability, 2020, 34(3), 1382-1407.
Authors:
Chen,Peng
;
Nourdin,Ivan
;
Xu,Lihu
Favorite
|
TC[WOS]:
6
TC[Scopus]:
7
IF:
0.8
/
0.7
|
Submit date:2021/03/11
Asymmetric Α-stable Distribution
Fractional Laplacian
Leave-one-out Approach
Normal Attraction
Stable Central Limit Theorem
Stein’s Method
Approximation to stable law by the Lindeberg principle
Journal article
Chen,Peng, Xu,Lihu. Approximation to stable law by the Lindeberg principle[J]. Journal of Mathematical Analysis and Applications, 2019, 480(2), 123338.
Authors:
Chen,Peng
;
Xu,Lihu
Favorite
|
TC[WOS]:
13
TC[Scopus]:
12
IF:
1.2
/
1.3
|
Submit date:2021/03/11
a Kolmogorov Forward Equation
Asymmetric Α-stable Distribution
Stable Central Limit Theorem
The Lindeberg Principle