par Ley, Christophe 
;Swan, Yvik
Référence Electronic communications in probability, 18, page (1-14), 7
Publication Publié, 2013
;Swan, Yvik Référence Electronic communications in probability, 18, page (1-14), 7
Publication Publié, 2013
Article révisé par les pairs
| Résumé : | We provide a new perspective on Stein’s so-called density approachby introducing a new operator and characterizing class which are validfor a much wider family of probability distributions on the real line.We prove an elementary factorization property of this operator andpropose a new Stein identity which we use to derive information inequalitiesin terms of what we call the generalized Fisher informationdistance. We provide explicit bounds on the constants appearing inthese inequalities for several important cases. We conclude with a comparisonbetween our results and known results in the Gaussian case,hereby improving on several known inequalities from the literature. |
