The Berry-Esseen bound for identically distributed random variables by Stein method

被引：0

作者：

CAI Guang-hui Department of Mathematics

机构：

来源：

Applied Mathematics:A Journal of Chinese Universities | 2012年 / 04期

基金：

浙江省自然科学基金; 中国国家自然科学基金;

关键词：

Berry-Esseen bound; Stein method; exchangeable pair;

D O I：

暂无

中图分类号：

O211.3 [分布理论];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we obtain the Berry-Esseen bound for identically distributed random variables by Stein method. The results obtained generalize the results of Shao and Su (2006)and Stein (1986).

引用

页码：455 / 461

页数：7

共 15 条

[1]

STEIN'S METHOD AND EXACT BERRY–ESSEEN ASYMPTOTICS FOR FUNCTIONALS OF GAUSSIAN FIELDS[J] . Ivan Nourdin,Giovanni Peccati.The Annals of Probability . 2009 (6)

[2] MULTIVARIATE NORMAL APPROXIMATION WITH STEIN'S METHOD OF EXCHANGEABLE PAIRS UNDER A GENERAL LINEARITY CONDITION [J].

Reinert, Gesine ;

Roellin, Adrian .

ANNALS OF PROBABILITY, 2009, 37 (06) :2150-2173

[3] ON NORMAL APPROXIMATIONS TO U-STATISTICS [J].

Bentkus, Vidmantas ;

Jing, Bing-Yi ;

Zhou, Wang .

ANNALS OF PROBABILITY, 2009, 37 (06) :2174-2199

[4]

Two new proofs of the Erd?s-Kac Theorem, with bound on the rate of convergence, by Stein's method for distributional approximations[J] . HARPER,ADAM J.Mathematical Proceedings of the Cambridge Philoso . 2009 (1)

[5] A Berry-Esseen type inequality for convex bodies with an unconditional basis [J].