A non-uniform Berry-Esseen bound via Stein's method

From MaRDI portal
Revision as of 01:53, 30 January 2024 by Import240129110155 (talk | contribs) (Created automatically from import240129110155)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5944093


DOI10.1007/s004400100124zbMath0996.60029MaRDI QIDQ5944093

Qui-Man Shao, Louis H. Y. Chen

Publication date: 23 October 2002

Published in: Probability Theory and Related Fields (Search for Journal in Brave)


60D05: Geometric probability and stochastic geometry

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems


Related Items

The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model, Half-normal approximation for statistics of symmetric simple random walk, Non uniform exponential bounds on normal approximation by Stein’s method and monotone size bias couplings, Bounds for the Concentration Functions of Random Sums under Relaxed Moment Conditions, An improvement of a non-uniform bound for combinatorial central limit theorem, A bound on the rate of convergence in the central limit theorem for renewal processes under second moment conditions, Nonuniform Approximations for Sums of Discrete m-Dependent Random Variables, CLT-related large deviation bounds based on Stein's method, Optimal bounds in normal approximation for many interacting worlds, A refinement of non-uniform estimates of the rate of convergence in the central limit theorem under the existence of moments of orders no higher than two, Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors, Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part, Sharp large deviations for sums of bounded from above random variables, Cramér type moderate deviation theorems for self-normalized processes, Central limit theorems for solutions of the Kac equation: speed of approach to equilibrium in weak metrics, Stein's method for nonlinear statistics: a brief survey and recent progress, Stein's method and zero bias transformation for CDO tranche pricing, Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes, A nonuniform bound to an independent test in high dimensional data analysis via Stein's method, Approximate central limit theorems, Normal approximation under local dependence., From Stein identities to moderate deviations, Stein's method of normal approximation: some recollections and reflections, Distributed adaptive Huber regression, Rates of convergence for random forests via generalized U-statistics, Rate optimal Chernoff bound and application to community detection in the stochastic block models, On the error bound in the normal approximation for Jack measures, Non-uniform Berry-Esseen bound by unbounded exchangeable pairs approach, An isometric study of the Lindeberg-Feller central limit theorem via Stein's method, Esseen-Rozovskii type estimates for the rate of convergence in the Lindeberg theorem, A multivariate Berry-Esseen theorem with explicit constants, On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process, On the error bound in a combinatorial central limit theorem, Stein meets Malliavin in normal approximation, Zero bias transformation and asymptotic expansions, Normal approximation for nonlinear statistics using a concentration inequality approach, Shortening the distance between Edgeworth and Berry-Esseen in the classical case, Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions, Berry-Esseen bounds for standardized subordinators via moduli of smoothness, The Poisson binomial distribution -- old \& new, A simplified second-order Gaussian Poincaré inequality in discrete setting with applications