Cramer-type moderate deviation of normal approximation for unbounded exchangeable pairs

被引：3
|
作者：
Zhang, Zhuo-Song [1 ]
机构：
[1] Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117546, Singapore
来源：
BERNOULLI | 2023年 / 29卷 / 01期
基金：
澳大利亚研究理事会;
关键词：
Stein?s method; exchangeable pair approach; Cram?r-type moderate deviation; sums of local statistics; general Curie-Weiss model; STEINS METHOD; NONNORMAL APPROXIMATION; POISSON APPROXIMATION; RATES; CONVERGENCE; THEOREMS; BOUNDS; MODEL; SUMS; CLT;
D O I：
10.3150/21-BEJ1457
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In Stein's method, the exchangeable pair approach is commonly used to estimate the approximation errors in normal approximation. In this paper, we establish a Cramer-type moderate deviation theorem of normal approxi-mation for unbounded exchangeable pairs. As applications, Cramer-type moderate deviation theorems for the sums of local statistics and general Curie-Weiss model are obtained.
引用
收藏
页码：274 / 299
页数：26
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