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Revision as of 15:17, 10 February 2024

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Normal approximation under local dependence.
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    Normal approximation under local dependence. (English)
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    15 September 2004
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    This paper is concerned with normal approximation under local dependence by using Stein's method. Local dependence roughly means that certain subsets of the random variables are independent of those outside their respective ``neighborhoods''. No structure on the index set is assumed. Both uniform and nonuniform error bounds of the Berry-Esseen type are obtained and shown to be more general or sharper than many existing results in the literature.
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    Stein's method
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    normal approximation
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    local dependence
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    concentration inequality
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    uniform Berry-Esseen bound
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    nonuniform Berry-Esseen bound
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    random field
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