On normal approximation for strongly mixing random variables
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Publication:996763
DOI10.1007/S10440-007-9122-1zbMATH Open1118.60017OpenAlexW2074432745MaRDI QIDQ996763FDOQ996763
Publication date: 19 July 2007
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-007-9122-1
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normal approximationStein's methodbounded Lipschitz metricstrong mixing conditionweakly dependent random variables
Cites Work
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- An Introduction to Stein's Method
- On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
- About the Berry-Esseen theorem for weakly dependent sequences
- A new method for approximations in probability and operator theories
- \(L_1\) bounds for asymptotic normality of m-dependent sums using Stein's technique
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- Multiple comparisons and sums of dissociated random variables
- On normal approximations to strongly mixing random fields
- Estimate of the bounded Lipschitz metric for sums of weakly dependent random variables
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Cited In (10)
- A Berry-Esseen theorem for sample quantiles under weak dependence
- Sunklodas' approach to normal approximation for time-dependent dynamical systems
- On Normal Approximation for Strongly Mixing Random Fields
- On normal approximation for \(\varphi\)-mixing and \(m\)-dependent random variables
- On normal approximation of discounted and strongly mixing random variables
- Nonparametric link prediction in large scale dynamic networks
- On the discounted global CLT for some weakly dependent random variables
- Estimate of the bounded Lipschitz metric for sums of weakly dependent random variables
- Some estimates of the normal approximation for \(\varphi \)-mixing random variables
- On normal approximations to strongly mixing random fields
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