Normal Approximation by Stein's Method

Since its introduction in 1972, Stein's method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizing equation approach, it is able to provide approximation error bounds in a wide variety of situations, even in the presence of complicat...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Chen, Louis H.Y (Autor), Goldstein, Larry (Autor), Shao, Qi-Man (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011.
Edición:1st ed. 2011.
Colección:Probability and Its Applications
Temas:
Probabilities.
Probability Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Preface
  • 1.Introduction
  • 2.Fundamentals of Stein's Method
  • 3.Berry-Esseen Bounds for Independent Random Variables
  • 4.L^1 Bounds
  • 5.L^1 by Bounded Couplings
  • 6 L^1: Applications
  • 7.Non-uniform Bounds for Independent Random Variables
  • 8.Uniform and Non-uniform Bounds under Local Dependence
  • 9.Uniform and Non-Uniform Bounds for Non-linear Statistics
  • 10.Moderate Deviations
  • 11.Multivariate Normal Approximation
  • 12.Discretized normal approximation
  • 13.Non-normal Approximation
  • 14.Extensions
  • References
  • Author Index
  • Subject Index
  • Notation.

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