From Stein identities to moderate deviations
From MaRDI portal
Publication:1942117
DOI10.1214/12-AOP746zbMath1275.60029arXiv0911.5373MaRDI 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
Stein's method; moderate deviations; Berry-Esseen bounds; dependent random variables; Curie-Weiss model; exchangeable pairs; combinatorial central limit theorem; Stein identity; anti-voter model; general system of binary codes; zero-bias coupling
Related Items
On moderate deviations in Poisson approximation, Stein's method for conditional central limit theorem, From \(p\)-Wasserstein bounds to moderate deviations, Max-sum test based on Spearman's footrule for high-dimensional independence tests, Distribution of the sum-of-digits function of random integers: a survey, Stein's method for nonlinear statistics: a brief survey and recent progress, Error bounds in local limit theorems using Stein's method, Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications, Asymptotic distribution of the maximum interpoint distance for high-dimensional data, 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, 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, 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, Cramér-type moderate deviation theorems for nonnormal approximation, Largest entries of sample correlation matrices from equi-correlated normal populations, Local limit theorems via Landau-Kolmogorov inequalities, Limit theorems in the imitative monomer-dimer mean-field model via Stein’s method, On generalized moment identity and its applications: a unified approach, Exponential bounds for normal approximation of the number of descents and inversions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distribution of the sum-of-digits function of random integers: a survey
- Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
- Applications of Stein's method for concentration inequalities
- Stein's method on Wiener chaos
- A new method of normal approximation
- Stein's method for diffusion approximations
- Poisson approximation for dependent trials
- The distribution of leading digits and uniform distribution mod 1
- Stein's method and the zero bias transformation with application to simple random sampling
- On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted \(U\)-statistics
- Normal approximation under local dependence.
- Stein's method for concentration inequalities
- Berry-Esseen bounds for combinatorial central limit theorems and pattern occurrences, using zero and size biasing
- Limit theorems for sums of dependent random variables occurring in statistical mechanics
- An Introduction to Stein's Method
- CLT-related large deviation bounds based on Stein's method
- A non-uniform Berry-Esseen bound via Stein's method
