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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Détails bibliographiques
Auteurs principaux: Chen, Louis Hsioa Yun, 1940-, Goldstein, Larry Joel, 1944- (Auteur), Shao, Qi-Man, 1962-...., mathématicien (Auteur)
Format: Livre numérique
Langue:Anglais
Publié: Berlin, Heidelberg : Springer Berlin Heidelberg [20..].
Cham : Springer Nature
Édition:1st ed. 2011.
Collection:Probability and Its Applications
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Note: Description d'après consultation du 09 avril 2013
Archives Springer e-books (Licence nationale)
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Edition sous un autre format:• Normal approximation by Stein's method, Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao, Heidelberg, Springer, 2011, 1 vol. (XII-405 p.), Probability and its applications, 978-3-642-15006-7
• Normal Approximation by Stein's Method, Texte imprimé, 9783642265655
• Normal Approximation by Stein's Method, Texte imprimé, 9783642150081
Description
Résumé: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 complicated dependence. Use of the method thus opens the door to the analysis of random phenomena arising in areas including statistics, physics, and molecular biology. Though Stein's method for normal approximation is now mature, the literature has so far lacked a complete self contained treatment. This volume contains thorough coverage of the method's fundamentals, includes a large number of recent developments in both theory and applications, and will help accelerate the appreciation, understanding, and use of Stein's method by providing the reader with the tools needed to apply it in new situations. It addresses researchers as well as graduate students in Probability, Statistics and Combinatorics.
Description:Description d'après consultation du 09 avril 2013
Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Bibliographie:Bibliogr. Index
ISBN:9783642150074
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