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Here I try to propose a taxonomy of the different productions on Stein's method and its applications. References will be included when I find the time. A bibtex file and pdf file of all references will be provided.
Continuous univariate distributions
Continuous univariate distributions
Pearson family of distributions
Pearson family of distributions
- Beta
- Cauchy
- Exponential
- Gamma
- Half normal
- Normal
- Poisson
- Semi circular
- Stable distributions
- Variance gamma
General theories
General theories
- Pearson
- Exponential family
- Density approach
- Orthogonal polynomial approach
- PGF approach
- CF approach
Discrete distributions
Discrete distributions
- Binomial
- Poisson
- Geometric
Multivariate distributions
Multivariate distributions
- Multivariate normal
- Multivariate Student
- Diffusions
Processes
Processes
- Diffusions
- Poisson processes
- Gaussian processes
Applications
Applications
- Analysis
- GOF tests
- Estimation
- Finance
- Machine learning
- MCMC
- Stochastic orderings
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