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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Autors principals: Chen, Louis Hsioa Yun, 1940-, Goldstein, Larry Joel, 1944- (Autor), Shao, Qi-Man, 1962-...., mathématicien (Autor)
Format: Livre numérique
Idioma:Anglais
Publicat: Berlin, Heidelberg : Springer Berlin Heidelberg [20..].
Cham : Springer Nature
Edició:1st ed. 2011.
Col·lecció:Probability and Its Applications
Matèries:
Accés en línia:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Nota: Description d'après consultation du 09 avril 2013
Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
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
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100 1 |a Chen, Louis Hsioa Yun,  |d 1940- 
245 1 0 |a Normal approximation by Stein s method   |c by Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao. 
250 |a 1st ed. 2011. 
260 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg. 
260 |a Cham :  |b Springer Nature,  |c [20..]. 
490 0 |a Probability and Its Applications 
500 |a Description d'après consultation du 09 avril 2013 
500 |a Archives Springer e-books (Licence nationale) 
500 |a Archives Springer e-books (Licence nationale) 
504 |a Bibliogr. Index 
505 1 |a 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. 
506 |a Accès en ligne pour les établissements français bénéficiaires des licences nationales 
506 |a Accès soumis à abonnement pour tout autre établissement 
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520 |a 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. 
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700 1 |a Shao, Qi-Man,  |d 1962-....,  |c mathématicien.  |4 aut 
700 1 |a Stein, Charles,  |d 1920-2016.  |4 dte 
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776 0 |t Normal Approximation by Stein's Method  |b Texte imprimé  |z 9783642150081 
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