Stein's method for functions of multivariate normal random variables
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Publication:2179639
DOI10.1214/19-AIHP1011zbMath1446.60020arXiv1507.08688MaRDI QIDQ2179639
Publication date: 13 May 2020
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.08688
rate of convergenceStein's methoddelta methodsequence comparisonmultivariate normal approximationfunctions of multivariate normal random variables
Related Items (8)
Bounds for the chi-square approximation of the power divergence family of statistics ⋮ Inference via randomized test statistics ⋮ Bounds for the chi-square approximation of Friedman's statistic by Stein's method ⋮ Nearly optimal central limit theorem and bootstrap approximations in high dimensions ⋮ Improved bounds in Stein's method for functions of multivariate normal random vectors ⋮ Higher-order Stein kernels for Gaussian approximation ⋮ An asymptotic expansion for the normalizing constant of the Conway-Maxwell-Poisson distribution ⋮ New error bounds for Laplace approximationviaStein’s method
Uses Software
Cites Work
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