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...
Enregistré dans:
| Auteurs principaux: | , , |
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| 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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| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
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 |
Table des matières:
- 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.