Robert E. Gaunt
Manchester University
H-index: 19
North America-United States
Top articles of Robert E. Gaunt
Absolute moments of the variance-gamma distribution
arXiv preprint arXiv:2404.13709
2024/4/21
Improved bounds in Stein’s method for functions of multivariate normal random vectors
Journal of Theoretical Probability
2024/3
A Stein characterisation of the distribution of the product of correlated normal random variables
arXiv preprint arXiv:2402.02264
2024/2/3
The distribution of the product of independent variance-gamma random variables
arXiv preprint arXiv:2401.17446
2024/1/30
On the cumulative distribution function of the variance-gamma distribution
Bulletin of the Australian Mathematical Society
2024/1/29
Modified method of moments for generalized Laplace distributions
Communications in Statistics-Simulation and Computation
2024/1/23
Stein estimation in a multivariate setting
arXiv preprint arXiv:2312.09344
2023/12/14
On P\'olya's random walk constants
arXiv preprint arXiv:2311.11326
2023/11/19
On the moments of the variance-gamma distribution
Statistics & Probability Letters
2023/10/1
A probabilistic proof of some integral formulas involving incomplete gamma functions
arXiv preprint arXiv:2309.10004
2023/9/17
Asymptotic approximations for the distribution of the product of correlated normal random variables
arXiv preprint arXiv:2309.07734
2023/9/14
Bounds for the chi-square approximation of Friedman’s statistic by Stein’s method
Bernoulli
2023/8
Bounding Kolmogorov distances through Wasserstein and related integral probability metrics
Journal of Mathematical Analysis and Applications
2023/6/1
Point estimation through Stein's method
arXiv preprint arXiv:2305.19031
2023/5/30
Bounds for distributional approximation in the multivariate delta method by Stein's method
arXiv preprint arXiv:2305.06234
2023/5/10
Comparing directed networks via denoising graphlet distributions
Journal of Complex Networks
2023/4
An asymptotic approach to proving sufficiency of Stein characterisations
ALEA Lat. Am. J. Probab. Math. Stat.
2023/2
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