Normal approximation under local dependence. (Q1879812)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Normal approximation under local dependence.
scientific article

    Statements

    Normal approximation under local dependence. (English)
    0 references
    0 references
    0 references
    15 September 2004
    0 references
    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.
    0 references
    Stein's method
    0 references
    normal approximation
    0 references
    local dependence
    0 references
    concentration inequality
    0 references
    uniform Berry-Esseen bound
    0 references
    nonuniform Berry-Esseen bound
    0 references
    random field
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers