Normal Approximation by Stein’s Method
Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizing equation approach, it is able to provide approximation error bounds in a wide variety of situations, even in the presence of complicated de...
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| Autor Corporativo: | |
| Otros Autores: | , |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2011.
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| Colección: | Probability and its Applications.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b32925347*spi |
Tabla de Contenidos:
- Preface
- 1.Introduction
- 2.Fundamentals of Stein's Method
- 3.Berry-Esseen Bounds for Independent Random Variables
- 4.L1̂ Bounds
- 5.L1̂ by Bounded Couplings
- 6 L1̂: Applications
- 7.Non-uniform Bounds for Independent Random Variables
- 8.Uniform and Non-uniform Bounds under Local Dependence
- 9.Uniform and Non-Uniform Bounds for Non-linear Statistics
- 10.Moderate Deviations
- 11.Multivariate Normal Approximation
- 12.Discretized normal approximation
- 13.Non-normal Approximation
- 14.Extensions
- References
- Author Index
- Subject Index
- Notation.
