From Stein identities to moderate deviations

DOI10.1214/12-AOP746zbMath1275.60029arXiv0911.5373OpenAlexW3100585225MaRDI QIDQ1942117

Xiao Fang, Louis H. Y. Chen, Qui-Man Shao

Publication date: 15 March 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.5373

zbMATH Keywords

Stein's methodmoderate deviationsBerry-Esseen boundsdependent random variablesCurie-Weiss modelexchangeable pairscombinatorial central limit theoremStein identityanti-voter modelgeneral system of binary codeszero-bias coupling

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (23)

Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme ⋮ A refined Cramér-type moderate deviation for sums of local statistics ⋮ On generalized moment identity and its applications: a unified approach ⋮ Stein's method for conditional central limit theorem ⋮ Cramér-type moderate deviations under local dependence ⋮ Stein's method for nonlinear statistics: a brief survey and recent progress ⋮ From \(p\)-Wasserstein bounds to moderate deviations ⋮ Max-sum test based on Spearman's footrule for high-dimensional independence tests ⋮ Central moment inequalities using Stein's method ⋮ Spectral radii of products of random rectangular matrices ⋮ Limiting behavior of largest entry of random tensor constructed by high-dimensional data ⋮ Exponential bounds for normal approximation of the number of descents and inversions ⋮ Distribution of the sum-of-digits function of random integers: a survey ⋮ On moderate deviations in Poisson approximation ⋮ Error bounds in local limit theorems using Stein's method ⋮ Cramér-type moderate deviation theorems for nonnormal approximation ⋮ Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications ⋮ Largest entries of sample correlation matrices from equi-correlated normal populations ⋮ Limit theorems in the imitative monomer-dimer mean-field model via Stein’s method ⋮ Asymptotic distribution of the maximum interpoint distance for high-dimensional data ⋮ Local limit theorems via Landau-Kolmogorov inequalities ⋮ Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs ⋮ New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems

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