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Normal approximation by Stein's method

Author: Louis H Y Chen; Larry Joel Goldstein; Qi-Man Shao
Publisher: New York : Springer, 2011.
Series: Probability and its applications (Springer-Verlag)
Edition/Format:   Print book : EnglishView all editions and formats

Stein's method has offered a completely novel way of evaluating the quality of normal approximations. This volume contains thorough coverage of the method's fundamentals. It includes a large number  Read more...


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Document Type: Book
All Authors / Contributors: Louis H Y Chen; Larry Joel Goldstein; Qi-Man Shao
OCLC Number: 702004879
Description: xii, 405 pages : illustrations, color portrait ; 24 cm.
Contents: 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.
Series Title: Probability and its applications (Springer-Verlag)
Responsibility: Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao.
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From the reviews: "This book gives a complete and comprehensive overview of normal approximation using Stein's method. It serves both as an introductory textbook to graduate students who aim at Read more...

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