Non-uniform bound on normal approximation for call function of locally dependent random variables (Q5064705)

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scientific article; zbMATH DE number 7491361
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    Non-uniform bound on normal approximation for call function of locally dependent random variables
    scientific article; zbMATH DE number 7491361

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      16 March 2022
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      non-uniform bound
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      Stein's method
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      local dependence
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      call function
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      normal approximation
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      collateralized debt obligation
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      central limit theorem
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