Normal Approximation by Stein’s Method

DOI10.1007/978-3-642-15007-4zbMath1213.62027OpenAlexW364436601MaRDI QIDQ3588664

Louis H. Y. Chen, Qui-Man Shao, Larry Goldstein

Publication date: 9 September 2010

Published in: Probability and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-15007-4

zbMATH Keywords

central limit theoremKolmogorov distanceBerry-Esseen boundsWasserstein distancebounded couplings

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Approximations to statistical distributions (nonasymptotic) (62E17) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Numerical approximation and computational geometry (primarily algorithms) (65D99)

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