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• W2300949940 abstract "The generalized hyperbolic (GH) distributions form a five parameter family of probability distributions that includes many standard distributions as special or limiting cases, such as the generalized inverse Gaussian distribution, Student's $t$-distribution and the variance-gamma distribution, and thus the normal, gamma and Laplace distributions. In this paper, we consider the GH distribution in the context of Stein's method. In particular, we obtain a Stein characterisation of the GH distribution that leads to a Stein equation for the GH distribution. This Stein equation reduces to the Stein equations from the current literature for the aforementioned distributions that arise as limiting cases of the GH superclass." @default.
• W2300949940 created "2016-06-24" @default.
• W2300949940 creator A5077276149 @default.
• W2300949940 date "2016-03-17" @default.
• W2300949940 modified "2023-09-27" @default.
• W2300949940 title "A Stein characterisation of the generalized hyperbolic distribution" @default.
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• W2300949940 hasPublicationYear "2016" @default.
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