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Multivariate normal approximation using Stein's method and Malliavin calculus
NOURDIN, Ivan; PECCATI, Giovanni; Anthony, Réveillac
2010 • In Annales de l'Institut Henri Poincare (B) Probability & Statistics, 46 (1), p. 45--58
Peer reviewed
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https://hdl.handle.net/10993/13579
DOI
10.1214/08-AIHP308
 

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Disciplines :
Mathematics
Author, co-author :
NOURDIN, Ivan 
PECCATI, Giovanni ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Anthony, Réveillac
Language :
English
Title :
Multivariate normal approximation using Stein's method and Malliavin calculus
Publication date :
2010
Journal title :
Annales de l'Institut Henri Poincare (B) Probability & Statistics
ISSN :
0246-0203
Volume :
46
Issue :
1
Pages :
45--58
Peer reviewed :
Peer reviewed
Additional URL :
http://dx.doi.org/10.1214/08-AIHP308
Commentary :
2641769 (2011c:60081)
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since 20 December 2013

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