On Stein factors for Laplace approximation and their application to random sums

DOI10.1016/j.spl.2023.109996MaRDI QIDQ6152253

Kalyan Barman, N. S. Upadhye

Publication date: 13 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

rate of convergencerandom sumsStein's methodLaplace approximationStein factors

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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• Stein's method and the Laplace distribution
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• Normal Approximation by Stein’s Method
• On Stein's Method for Infinitely Divisible Laws with Finite First Moment
• New error bounds for Laplace approximationviaStein’s method

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