scientific article

zbMath0721.60016MaRDI QIDQ4000424

Charles M. Stein

Publication date: 18 September 1992

Full work available at URL: https://projecteuclid.org/euclid.lnms/1215466568#toc

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Stein's methodcentral limit theoremsums of weakly dependent random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (only showing first 100 items - show all)

A Peccati-Tudor type theorem for Rademacher chaoses ⋮ Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels ⋮ Novel goodness-of-fit tests for binomial count time series ⋮ A Pólya Approximation to the Poisson-Binomial Law ⋮ A non-uniform bound on binomial approximation withw-functions ⋮ An Improvement of a Uniform Bound on a Combinatorial Central Limit Theorem ⋮ Stein's Method and Stochastic Orderings ⋮ Bounds for the chi-square approximation of the power divergence family of statistics ⋮ Computing (Bivariate) Poisson Moments Using Stein–Chen Identities ⋮ KOLMOGOROV BOUNDS FOR THE NORMAL APPROXIMATION OF THE NUMBER OF TRIANGLES IN THE ERDŐS–RÉNYI RANDOM GRAPH ⋮ A Berry-Esseen bound for the lightbulb process ⋮ An Improvement of a Non Uniform Bound on Normal Approximation of Randomized Orthogonal Array Sampling Designs ⋮ Bounds on Normal Approximations for the number of Descents and Inversions ⋮ A Short and Elementary Proof of the Central Limit Theorem by Individual Swapping ⋮ A Uniform Bound on a Combinatorial Central Limit Theorem ⋮ Stein’s method and Plancherel measure of the symmetric group ⋮ An improvement of a non-uniform bound for combinatorial central limit theorem ⋮ Approximation Results for Sums of Independent Random Variables ⋮ On infinite covariance expansions ⋮ On the size of chaos via Glauber calculus in the classical mean-field dynamics ⋮ The stein characterization ofM-Wright distributions ⋮ A Stein characterisation of the generalized hyperbolic distribution ⋮ On the gap distribution of prime factors ⋮ Local limit theorems for occupancy models ⋮ Global Optimization via Schrödinger–Föllmer Diffusion ⋮ On the proximity of sequences of probability distributions ⋮ Minimum L^q‐distance estimators for non‐normalized parametric models ⋮ Bernstein-Jackson inequalities on Gaussian Hilbert spaces ⋮ An improvement of a nonuniform bound for unbounded exchangeable pairs ⋮ Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity ⋮ Some impossibility results for inference with cluster dependence with large clusters ⋮ Anticoncentration and Berry-Esseen bounds for random tensors ⋮ Stein's method for conditional central limit theorem ⋮ Bounds for the chi-square approximation of Friedman's statistic by Stein's method ⋮ Stein's method, smoothing and functional approximation ⋮ Stein's method and random character ratios ⋮ Stein's method meets computational statistics: a review of some recent developments ⋮ Bounding Kolmogorov distances through Wasserstein and related integral probability metrics ⋮ NONSTATIONARY LOSS QUEUES VIA CUMULANT MOMENT APPROXIMATIONS ⋮ APPROXIMATING AND STABILIZING DYNAMIC RATE JACKSON NETWORKS WITH ABANDONMENT ⋮ Moments of permutation statistics and central limit theorems ⋮ Some inequalities on Riemannian manifolds linking entropy, Fisher information, Stein discrepancy and Wasserstein distance ⋮ Gaps between prime divisors and analogues in Diophantine geometry ⋮ Stein's density method for multivariate continuous distributions ⋮ Convergence rate for geometric statistics of point processes having fast decay of dependence ⋮ On a Stein method based approximation for a two-dimensional Markov chain ⋮ Local limit theorems for collective risk models ⋮ On the Approximation Error of Mean-Field Models ⋮ Stein's method, Gaussian processes and palm measures, with applications to queueing ⋮ Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs ⋮ Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics ⋮ Multivariate stable approximation by Stein's method ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Normal Approximation on a Finite Wiener Chaos ⋮ Exponential bounds for normal approximation of the number of descents and inversions ⋮ Linear functions on the classical matrix groups ⋮ Unnamed Item ⋮ Higher-order Stein kernels for Gaussian approximation ⋮ Half-normal approximation for statistics of symmetric simple random walk ⋮ Normal approximation for random sums ⋮ Stein's Method for Compound Geometric Approximation ⋮ Frequency Detection and Change Point Estimation for Time Series of Complex Oscillation ⋮ Non uniform exponential bounds on normal approximation by Stein’s method and monotone size bias couplings ⋮ Stability estimates for the sharp spectral gap bound under a curvature-dimension condition ⋮ Step Size in Stein's Method of Exchangeable Pairs ⋮ The Berry-Esseen bound in de Jong's CLT ⋮ A surrogate by exchangeability approach to the Curie-Weiss model ⋮ Orthogonal polynomials in Stein's method ⋮ Random subgraph counts and U-statistics: multivariate normal approximation via exchangeable pairs and embedding ⋮ An Improvement of Poisson Approximation for Sums of Dependent Bernoulli Random Variables ⋮ CLT-related large deviation bounds based on Stein's method ⋮ Orthogonal polynomials for seminonparametric instrumental variables model ⋮ Asymptotic Behavior of k-Word Matches Between two Uniformly Distributed Sequences ⋮ Normal approximation for quasi-associated random fields ⋮ Optimal Stein-type goodness-of-fit tests for count data ⋮ Berry-Esseen bounds for combinatorial central limit theorems and pattern occurrences, using zero and size biasing ⋮ Poisson approximation for the expectation of call function with application in collateralized debt obligation ⋮ Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit ⋮ A first-order Stein characterization for absolutely continuous bivariate distributions ⋮ Rate of convergence of trinomial formula to Black-Scholes formula ⋮ Number of visits in arbitrary sets for \(\phi\)-mixing dynamics ⋮ Explicit constants in the nonuniform local limit theorem for Poisson binomial random variables ⋮ A Uniform Bound on a Combinatorial Central Limit Theorem for Randomized Orthogonal Array Sampling Designs ⋮ Modelling and diagnostic tests for Poisson and negative-binomial count time series ⋮ Central Limit Theorem in high dimensions: The optimal bound on dimension growth rate ⋮ Non uniform bound on a combinatorial central limit theorem ⋮ Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin–Whitt Regime ⋮ A Phase Transition for the Distribution of Matching Blocks ⋮ Convergence Rate of Random Geometric Sum Distributions to the Laplace Law ⋮ An Improvement of Normal Approximation of Randomized Orthogonal Array Sampling Designs ⋮ Estimating the Error of a Permutational Central Limit Theorem ⋮ Dirichlet approximation of equilibrium distributions in Cannings models with mutation ⋮ Almost sure convergence on chaoses ⋮ Zero Biasing and Jack Measures ⋮ Critical Behavior of Mean-Field XY and Related Models ⋮ Normal approximation for call function via Stein’s method ⋮ New error bounds for Laplace approximationviaStein’s method ⋮ Joint Vertex Degrees in the Inhomogeneous Random Graph Model ℊ(n,{p_ij}) ⋮ The law of iterated logarithm for negatively associated random variables

This page was built for publication: