A non-uniform Berry-Esseen bound via Stein's method

From MaRDI portal
Publication:5944093


DOI10.1007/s004400100124zbMath0996.60029MaRDI QIDQ5944093

Qui-Man Shao, Louis H. Y. Chen

Publication date: 23 October 2002

Published in: Probability Theory and Related Fields (Search for Journal in Brave)


60D05: Geometric probability and stochastic geometry

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems


Related Items

Half-normal approximation for statistics of symmetric simple random walk, Non uniform exponential bounds on normal approximation by Stein’s method and monotone size bias couplings, Bounds for the Concentration Functions of Random Sums under Relaxed Moment Conditions, Nonuniform Approximations for Sums of Discrete m-Dependent Random Variables, CLT-related large deviation bounds based on Stein's method, Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors, Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part, Sharp large deviations for sums of bounded from above random variables, Cramér type moderate deviation theorems for self-normalized processes, Central limit theorems for solutions of the Kac equation: speed of approach to equilibrium in weak metrics, Stein's method for nonlinear statistics: a brief survey and recent progress, Stein's method and zero bias transformation for CDO tranche pricing, Normal approximation under local dependence., From Stein identities to moderate deviations, An isometric study of the Lindeberg-Feller central limit theorem via Stein's method, On the error bound in a combinatorial central limit theorem, Stein meets Malliavin in normal approximation, Zero bias transformation and asymptotic expansions, Normal approximation for nonlinear statistics using a concentration inequality approach, Shortening the distance between Edgeworth and Berry-Esseen in the classical case, Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions, Berry-Esseen bounds for standardized subordinators via moduli of smoothness