Gaunt, Robert E.; Li, Siqi The variance-gamma ratio distribution. (English) Zbl 1525.60023 C. R., Math., Acad. Sci. Paris 361, 1151-1161 (2023). MSC: 60E05 62E15 PDFBibTeX XMLCite \textit{R. E. Gaunt} and \textit{S. Li}, C. R., Math., Acad. Sci. Paris 361, 1151--1161 (2023; Zbl 1525.60023) Full Text: DOI arXiv
Gaunt, Robert E. On the moments of the variance-gamma distribution. (English) Zbl 1522.60026 Stat. Probab. Lett. 201, Article ID 109884, 4 p. (2023). Reviewer: Noureddine Daili (Sétif) MSC: 60E05 62E15 PDFBibTeX XMLCite \textit{R. E. Gaunt}, Stat. Probab. Lett. 201, Article ID 109884, 4 p. (2023; Zbl 1522.60026) Full Text: DOI arXiv
Azmoodeh, Ehsan; Gasbarra, Dario; Gaunt, Robert E. An asymptotic approach to proving sufficiency of Stein characterisations. (English) Zbl 1512.60011 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 127-152 (2023). MSC: 60E10 62E10 60F05 60H07 PDFBibTeX XMLCite \textit{E. Azmoodeh} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 127--152 (2023; Zbl 1512.60011) Full Text: arXiv Link
Gaunt, Robert E.; Li, Siqi Bounding Kolmogorov distances through Wasserstein and related integral probability metrics. (English) Zbl 1510.60010 J. Math. Anal. Appl. 522, No. 1, Article ID 126985, 24 p. (2023). Reviewer: Carlo Sempi (Lecce) MSC: 60E05 PDFBibTeX XMLCite \textit{R. E. Gaunt} and \textit{S. Li}, J. Math. Anal. Appl. 522, No. 1, Article ID 126985, 24 p. (2023; Zbl 1510.60010) Full Text: DOI arXiv
Gaunt, Robert E. The basic distributional theory for the product of zero mean correlated normal random variables. (English) Zbl 1528.60017 Stat. Neerl. 76, No. 4, 450-470 (2022). MSC: 60E05 60F05 62E15 PDFBibTeX XMLCite \textit{R. E. Gaunt}, Stat. Neerl. 76, No. 4, 450--470 (2022; Zbl 1528.60017) Full Text: DOI arXiv OA License
Gaunt, Robert E. Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances. (English) Zbl 1494.60025 J. Math. Anal. Appl. 514, No. 1, Article ID 126274, 32 p. (2022). Reviewer: Andriy Olenko (Melbourne) MSC: 60F05 60E15 PDFBibTeX XMLCite \textit{R. E. Gaunt}, J. Math. Anal. Appl. 514, No. 1, Article ID 126274, 32 p. (2022; Zbl 1494.60025) Full Text: DOI arXiv
Gaunt, Robert E. Functional inequalities and monotonicity results for modified Lommel functions of the first kind. (English) Zbl 1491.33007 Result. Math. 77, No. 1, Paper No. 1, 16 p. (2022). MSC: 33C20 26A48 26D07 PDFBibTeX XMLCite \textit{R. E. Gaunt}, Result. Math. 77, No. 1, Paper No. 1, 16 p. (2022; Zbl 1491.33007) Full Text: DOI arXiv
Gaunt, Robert E. Stein’s method and the distribution of the product of zero mean correlated normal random variables. (English) Zbl 07532120 Commun. Stat., Theory Methods 50, No. 2, 280-285 (2021). MSC: 60E05 62E15 62-XX PDFBibTeX XMLCite \textit{R. E. Gaunt}, Commun. Stat., Theory Methods 50, No. 2, 280--285 (2021; Zbl 07532120) Full Text: DOI arXiv Link
Gaunt, Robert E. A simple proof of the characteristic function of Student’s \(t\)-distribution. (English) Zbl 07530988 Commun. Stat., Theory Methods 50, No. 14, 3380-3383 (2021). MSC: 60E05 62E15 62-XX PDFBibTeX XMLCite \textit{R. E. Gaunt}, Commun. Stat., Theory Methods 50, No. 14, 3380--3383 (2021; Zbl 07530988) Full Text: DOI arXiv
Gaunt, Robert E. New error bounds for Laplace approximation via Stein’s method. (English) Zbl 1482.60036 ESAIM, Probab. Stat. 25, 325-345 (2021). MSC: 60F05 62E17 PDFBibTeX XMLCite \textit{R. E. Gaunt}, ESAIM, Probab. Stat. 25, 325--345 (2021; Zbl 1482.60036) Full Text: DOI arXiv
Anastasiou, Andreas; Gaunt, Robert E. Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator. (English) Zbl 1482.60031 Electron. J. Stat. 15, No. 2, 5758-5810 (2021). MSC: 60F05 62E17 62F10 62F12 PDFBibTeX XMLCite \textit{A. Anastasiou} and \textit{R. E. Gaunt}, Electron. J. Stat. 15, No. 2, 5758--5810 (2021; Zbl 1482.60031) Full Text: DOI arXiv Link
Gaunt, Robert E. Bounds for an integral of the modified Bessel function of the first kind and expressions involving it. (English) Zbl 1478.33001 J. Math. Anal. Appl. 502, No. 1, Article ID 125216, 16 p. (2021). MSC: 33C10 PDFBibTeX XMLCite \textit{R. E. Gaunt}, J. Math. Anal. Appl. 502, No. 1, Article ID 125216, 16 p. (2021; Zbl 1478.33001) Full Text: DOI arXiv
Gaunt, Robert E.; Merkle, Milan On bounds for the mode and median of the generalized hyperbolic and related distributions. (English) Zbl 1466.60024 J. Math. Anal. Appl. 493, No. 1, Article ID 124508, 19 p. (2021). MSC: 60E05 33C10 PDFBibTeX XMLCite \textit{R. E. Gaunt} and \textit{M. Merkle}, J. Math. Anal. Appl. 493, No. 1, Article ID 124508, 19 p. (2021; Zbl 1466.60024) Full Text: DOI arXiv
Gaunt, Robert E. Stein’s method for functions of multivariate normal random variables. (English. French summary) Zbl 1446.60020 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1484-1513 (2020). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 60F05 PDFBibTeX XMLCite \textit{R. E. Gaunt}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 1484--1513 (2020; Zbl 1446.60020) Full Text: DOI arXiv Euclid
Gaunt, Robert E. Bounds for modified Lommel functions of the first kind and their ratios. (English) Zbl 1435.33005 J. Math. Anal. Appl. 486, No. 1, Article ID 123893, 18 p. (2020). MSC: 33C10 PDFBibTeX XMLCite \textit{R. E. Gaunt}, J. Math. Anal. Appl. 486, No. 1, Article ID 123893, 18 p. (2020; Zbl 1435.33005) Full Text: DOI arXiv
Gaunt, Robert E. Inequalities for some integrals involving modified Lommel functions of the first kind. (English) Zbl 1443.33007 Result. Math. 75, No. 1, Paper No. 7, 15 p. (2020). Reviewer: Uğur Duran (Hatay) MSC: 33C20 26D15 PDFBibTeX XMLCite \textit{R. E. Gaunt}, Result. Math. 75, No. 1, Paper No. 7, 15 p. (2020; Zbl 1443.33007) Full Text: DOI arXiv
Gaunt, Robert E. Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein’s method. I. (English) Zbl 1430.60026 J. Theor. Probab. 33, No. 1, 465-505 (2020). MSC: 60F05 62E17 PDFBibTeX XMLCite \textit{R. E. Gaunt}, J. Theor. Probab. 33, No. 1, 465--505 (2020; Zbl 1430.60026) Full Text: DOI arXiv
Gaunt, Robert E.; Iyengar, Satish; Olde Daalhuis, Adri B.; Simsek, Burcin An asymptotic expansion for the normalizing constant of the Conway-Maxwell-Poisson distribution. (English) Zbl 1415.62005 Ann. Inst. Stat. Math. 71, No. 1, 163-180 (2019). MSC: 62E15 60E05 62E20 PDFBibTeX XMLCite \textit{R. E. Gaunt} et al., Ann. Inst. Stat. Math. 71, No. 1, 163--180 (2019; Zbl 1415.62005) Full Text: DOI arXiv
Gaunt, Robert E. Inequalities for integrals of the modified Struve function of the first kind. II. (English) Zbl 1408.33012 Result. Math. 74, No. 1, Paper No. 57, 10 p. (2019). MSC: 33C10 26D15 PDFBibTeX XMLCite \textit{R. E. Gaunt}, Result. Math. 74, No. 1, Paper No. 57, 10 p. (2019; Zbl 1408.33012) Full Text: DOI arXiv
Gaunt, Robert E. Stein operators for variables form the third and fourth Wiener chaoses. (English) Zbl 1407.60036 Stat. Probab. Lett. 145, 118-126 (2019). MSC: 60F05 60G15 60H07 PDFBibTeX XMLCite \textit{R. E. Gaunt}, Stat. Probab. Lett. 145, 118--126 (2019; Zbl 1407.60036) Full Text: DOI arXiv
Gaunt, Robert E.; Mijoule, Guillaume; Swan, Yvik An algebra of Stein operators. (English) Zbl 1410.60032 J. Math. Anal. Appl. 469, No. 1, 260-279 (2019). MSC: 60F05 PDFBibTeX XMLCite \textit{R. E. Gaunt} et al., J. Math. Anal. Appl. 469, No. 1, 260--279 (2019; Zbl 1410.60032) Full Text: DOI arXiv
Gaunt, Robert E. Bounds for modified Struve functions of the first kind and their ratios. (English) Zbl 1396.33009 J. Math. Anal. Appl. 468, No. 1, 547-566 (2018). MSC: 33C10 PDFBibTeX XMLCite \textit{R. E. Gaunt}, J. Math. Anal. Appl. 468, No. 1, 547--566 (2018; Zbl 1396.33009) Full Text: DOI arXiv
Gaunt, Robert E. Products of normal, beta and gamma random variables: Stein operators and distributional theory. (English) Zbl 1393.60020 Braz. J. Probab. Stat. 32, No. 2, 437-466 (2018). MSC: 60E05 62E17 60F05 PDFBibTeX XMLCite \textit{R. E. Gaunt}, Braz. J. Probab. Stat. 32, No. 2, 437--466 (2018; Zbl 1393.60020) Full Text: DOI arXiv Euclid
Gaunt, Robert E. Inequalities for integrals of the modified Struve function of the first kind. (English) Zbl 1393.33007 Result. Math. 73, No. 2, Paper No. 65, 10 p. (2018). MSC: 33C10 26D15 PDFBibTeX XMLCite \textit{R. E. Gaunt}, Result. Math. 73, No. 2, Paper No. 65, 10 p. (2018; Zbl 1393.33007) Full Text: DOI arXiv
Gaunt, Robert E. Inequalities for integrals of modified Bessel functions and expressions involving them. (English) Zbl 1390.33014 J. Math. Anal. Appl. 462, No. 1, 172-190 (2018). MSC: 33C10 26D15 PDFBibTeX XMLCite \textit{R. E. Gaunt}, J. Math. Anal. Appl. 462, No. 1, 172--190 (2018; Zbl 1390.33014) Full Text: DOI arXiv
Gaunt, Robert E. A probabilistic proof of some integral formulas involving the Meijer \(G\)-function. (English) Zbl 1382.33018 Ramanujan J. 45, No. 1, 253-264 (2018). MSC: 33C60 60E10 PDFBibTeX XMLCite \textit{R. E. Gaunt}, Ramanujan J. 45, No. 1, 253--264 (2018; Zbl 1382.33018) Full Text: DOI arXiv
Gaunt, Robert E. Derivative formulas for Bessel, Struve and Anger-Weber functions. (English) Zbl 1424.26004 J. Class. Anal. 11, No. 1, 69-78 (2017). MSC: 26A24 33C10 33C99 PDFBibTeX XMLCite \textit{R. E. Gaunt}, J. Class. Anal. 11, No. 1, 69--78 (2017; Zbl 1424.26004) Full Text: DOI arXiv
Gaunt, Robert E. A Stein characterisation of the generalized hyperbolic distribution. (English) Zbl 1393.60029 ESAIM, Probab. Stat. 21, 303-316 (2017). MSC: 60F05 60E05 62F10 PDFBibTeX XMLCite \textit{R. E. Gaunt}, ESAIM, Probab. Stat. 21, 303--316 (2017; Zbl 1393.60029) Full Text: DOI arXiv
Gaunt, Robert E. Inequalities for modified Bessel functions and their integrals. (English) Zbl 1297.26051 J. Math. Anal. Appl. 420, No. 1, 373-386 (2014). MSC: 26D15 26D20 33C10 PDFBibTeX XMLCite \textit{R. E. Gaunt}, J. Math. Anal. Appl. 420, No. 1, 373--386 (2014; Zbl 1297.26051) Full Text: DOI arXiv