Identifying the limiting distribution by a general approach of Stein's method

DOI10.1007/S11425-016-0322-3MaRDI QIDQ525892zbMATH OpenOpenAlexFDO

Authors Zhuo-Song Zhang, Q. M. Shao

Publication date 5 May 2017

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-016-0322-3

zbMATH Keywords

Stein's methodBerry-Esseen boundslimiting distributionCurie-Weiss modelexchangeable pair

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Exchangeability for stochastic processes (60G09)

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Cites work

• scientific article; zbMATH DE number 3438144 (Why is no real title available?)
• A short survey of Stein's method
• Applications of Stein's method for concentration inequalities
• Limit theorems for sums of dependent random variables occurring in statistical mechanics
• Limit theorems for sums of dependent random variables occurring in statistical mechanics
• Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
• Normal Approximation by Stein’s Method
• On the Gaussian fluctuations of the critical Curie-Weiss model in statistical mechanics
• Poisson approximation for dependent trials
• Stein's method for diffusion approximations
• Stein's method for invariant measures of diffusions via Malliavin calculus
• Stein's method for the beta distribution and the Pólya-Eggenberger urn
• Stein's method of exchangeable pairs for the Beta distribution and generalizations
• The central limit problem for random vectors with symmetries

Cited in

(8)

• Stein's method for dependent random variables occuring in statistical mechanics
• Berry-Esseen bounds for generalized \(U\)-statistics
• Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs
• Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
• Self-normalization: taming a wild population in a heavy-tailed world
• Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs
• Cramér-type moderate deviation theorems for nonnormal approximation
• About the Stein equation for the generalized inverse Gaussian and Kummer distributions

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