Normal approximations by Stein's method
From MaRDI portal
An elementary introduction to Stein's method in the study of normal approximation of the sums of dependent random variables is given. The authors present some of the main ideas and techniques of this method. Theorems and applications are given without complete proofs.
Recommendations
Cited in
(39)- Normal approximations for lattice systems
- Normal approximation under local dependence.
- On normal approximation rates for certain sums of dependent random variables
- Method of moments and sums of random indicators
- The method of cumulants for the normal approximation
- Stein's method for multivariate Brownian approximations of sums under dependence
- Gaussian approximations for phylogenetic branch length statistics under stochastic models of biodiversity
- On the normal approximation for the distribution of the number of simple or compound patterns in a random sequence of multi-state trials
- A Stein-Type Two-Sample Procedure for Comparing Normal Means
- Stein's method and stochastic orderings
- On Stein's method for multivariate normal approximation
- Stein's method, self-normalized limit theory and applications
- The central limit theorem for uniformly strong mixing measures
- EXPLOITING THE WAITING TIME PARADOX: APPLICATIONS OF THE SIZE-BIASING TRANSFORMATION
- LOWER BOUNDS FOR THE NORMAL APPROXIMATION OF A SUM OF INDEPENDENT RANDOM VARIABLES
- Stein's method and random character ratios
- Step size in Stein's method of exchangeable pairs
- Normal Approximation by Stein’s Method
- Two new proofs of the Erdös–Kac Theorem, with bound on the rate of convergence, by Stein's method for distributional approximations
- Discretized normal approximation by Stein's method
- scientific article; zbMATH DE number 89734 (Why is no real title available?)
- Fundamentals of Stein's method
- scientific article; zbMATH DE number 2172656 (Why is no real title available?)
- scientific article; zbMATH DE number 747043 (Why is no real title available?)
- scientific article; zbMATH DE number 850226 (Why is no real title available?)
- Multivariate normal approximations by Stein's method and size bias couplings
- Non-uniform bound on normal approximation for call function of locally dependent random variables
- Normal approximation for functions of hidden Markov models
- Stein's method of normal approximation for dynamical systems
- Distributional regimes for the number of k -word matches between two random sequences
- On normal approximations of distributions in terms of dependency graphs
- Stein's method for conditional central limit theorem
- Stein's method and characteristic functions
- Stein's Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
- An application of Stein's method to limit theorems for pairwise negative quadrant dependent random variables
- Stein's method on Wiener chaos
- Stein's method and characters of compact Lie groups
- A new method of normal approximation
- Stein's method and normal approximation of Poisson functionals
This page was built for publication: Normal approximations by Stein's method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5944947)
