We generalize Catoni's M-estimator, put forward in [3] by Catoni under finite variance
assumption, to the case in which distributions can have finite α-th moment with α∈(1, 2). Our …

Discrimination can occur when the underlying unbiased labels are overwritten by an agent
with potential bias, resulting in biased datasets that unfairly harm specific groups and cause …

First-order covariance inequalities via Stein's method Page 1 Bernoulli 26(3), 2020, 2051–2081
https://doi.org/10.3150/19-BEJ1182 First-order covariance inequalities via Stein’s method …

By the Lindeberg principle, we develop in this paper an approximation to one dimensional
(possibly) asymmetric α-stable distributions with α∈(0, 2) in the smooth Wasserstein …

We develop Stein's method for α α-stable approximation with α ∈ (0, 1 α∈(0, 1, continuing
the recent line of research by Xu (Ann Appl Probab 29 (1): 458–504, 2019) and Chen et al.(J …

By a delicate analysis for the Stein's equation associated with the α-stable law
approximation with α∈(0, 2), we prove a quantitative stable central limit theorem in …

By a delicate analysis for the Stein's equation associated to the $\alpha $-stable law
approximation with $\alpha\in (0, 2) $, we prove a quantitative stable central limit theorem in …

In this article, we first review the connection between Lévy processes and infinitely divisible
random variables, and discuss the classification of infinitely divisible distributions. Next, we …

In this article, we develop Stein characterization for two-sided tempered stable distribution.
Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions …

In this article, we consider an integral Stein equation for Laplace distribution and solve it
using the semigroup approach. Next, we derive regularity estimates for the solution of the …