Non-uniform Berry-Esseen bound by unbounded exchangeable pairs approach

DOI10.1007/S11766-021-3933-0zbMATH Open1488.60026arXiv1909.13477OpenAlexW3174265329MaRDI QIDQ2244352FDOQ2244352

Zheng Li, Da-li Liu, Zengjing Chen, Hanchao Wang

Publication date: 12 November 2021

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Abstract: In this paper, a new technique is introduced to obtain non-uniform Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs. This technique does not rely on the concentration inequalities developed by Chen and Shao cite{cls1, cls2} and can be applied to the quadratic forms, general Curie-Weiss model and an independence test. In particular, our non-uniform result about the independence test is under 6th moment condition, while the uniform bound in Chen and Shao cite{cs2} requires 24th moment condition.

Full work available at URL: https://arxiv.org/abs/1909.13477

zbMATH Keywords

Stein's methodexchangeable pairsnon-uniform Berry-Esseen bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

Cites Work

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Cited In (2)

• An improvement of a nonuniform bound for unbounded exchangeable pairs
• Stein's method and a cubic mean-field model

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