Stein's method and multinomial approximation

DOI10.1214/AOAP/1177005648MaRDI QIDQ1201313zbMATH OpenOpenAlexFDO

Authors Wei-Liem Loh

Publication date 17 January 1993

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1177005648

zbMATH Keywords

multinomial approximationmultivariate hypergeometric distributionmultivariate Poisson-binomial distributionsmoothness estimatesStein equationStein's method

Mathematics Subject Classification ID

Combinatorial probability (60C05) Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

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Cited in

(29)

• Multivariate approximation in total variation. I: Equilibrium distributions of Markov jump processes
• Stein's method and birth-death processes
• Stein's method and Narayana numbers
• A precise local limit theorem for the multinomial distribution and some applications
• Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
• Characterizations of GIG laws: a survey
• On the characterization of Brownian bridge measure on the pinned path space over a compact Riemannian manifold
• The Stein-Dirichlet-Malliavin method
• Stein's method and stochastic orderings
• On some applications of Stein's method
• A three-parameter binomial approximation
• Discretized normal approximation by Stein's method
• Approximation of projections of random vectors
• Kerstan's Method in the Multivariate Poisson Approximation: An Expansion in the Exponent
• scientific article; zbMATH DE number 1552203 (Why is no real title available?)
• Distribution of the sum-of-digits function of random integers: a survey
• scientific article; zbMATH DE number 2172656 (Why is no real title available?)
• Stein's method for comparison of univariate distributions
• On Stein's method and perturbations
• Closeness of convolutions of probability measures
• Bounds for the chi-square approximation of Friedman's statistic by Stein's method
• A probability approximation framework: Markov process approach
• Stein's density method for multivariate continuous distributions
• On a Stein method based approximation for a two-dimensional Markov chain
• Stein’s method and approximating the multidimensional quantum harmonic oscillator
• Multivariate stable approximation by Stein's method
• Uniform propagation of chaos for a dollar exchange econophysics model
• Relative error of scaled Poisson approximation for tail distributions via Stein's method
• Adjusted chi-square test for degree-corrected block models

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