CRAMÉR-TYPE MODERATE DEVIATIONS UNDER LOCAL DEPENDENCE
被引:2
|
作者:
Liu, Song-hao
论文数: 0引用数: 0
h-index: 0
机构:
Southern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen, Peoples R ChinaSouthern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen, Peoples R China
Liu, Song-hao
[1
]
Zhang, Zhuo-song
论文数: 0引用数: 0
h-index: 0
机构:
Southern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen, Peoples R ChinaSouthern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen, Peoples R China
Zhang, Zhuo-song
[1
]
机构:
[1] Southern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen, Peoples R China
Stein's method;
Cramer-type moderate deviation;
local dependence;
combinatorial central limit theorem;
Stein identity;
NORMAL APPROXIMATION;
LIMIT-THEOREMS;
CRAMER;
SUMS;
MARTINGALES;
REMAINDER;
BOUNDS;
RATES;
D O I:
10.1214/23-AAP1931
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:
We establish Cramer-type moderate deviation theorems for the sums of locally dependent random variables and combinatorial central limit theorems. Optimal error bounds and convergence ranges are obtained under some mild exponential moment conditions. Our main results are more general or sharper than the results in the literature. The main results follow from a more gen-eral Cramer-type moderate deviation theorem for dependent random variables without any boundedness assumptions, which is of independent interest. The proofs couple Stein's method with a recursive argument.
机构:
Northeastern Univ Qinhuangdao, Sch Math & Stat, Qinhuangdao, Peoples R ChinaNortheastern Univ Qinhuangdao, Sch Math & Stat, Qinhuangdao, Peoples R China
Fan, Xiequan
Shao, Qi-man
论文数: 0引用数: 0
h-index: 0
机构:
Southern Univ Sci & Technol, Natl Ctr Appl Math Shenzhen, Dept Stat & Data Sci, SICM, Shenzhen 518000, Peoples R ChinaNortheastern Univ Qinhuangdao, Sch Math & Stat, Qinhuangdao, Peoples R China
机构:
Northeastern Univ Qinhuangdao, Sch Math & Stat, Qinhuangdao 066004, Hebei, Peoples R China
Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R ChinaNortheastern Univ Qinhuangdao, Sch Math & Stat, Qinhuangdao 066004, Hebei, Peoples R China
Fan, Xiequan
Shao, Qi-Man
论文数: 0引用数: 0
h-index: 0
机构:
Southern Univ Sci & Technol, Natl Ctr Appl Math Shenzhen, Dept Stat & Data Sci, SICM, Shenzhen 518000, Guangdong, Peoples R ChinaNortheastern Univ Qinhuangdao, Sch Math & Stat, Qinhuangdao 066004, Hebei, Peoples R China
Shao, Qi-Man
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES,
2024,
60
(03):
: 2046
-
2074
机构:
Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Beijing Normal Univ, Lab Math & Complex Syst, Beijing 100875, Peoples R ChinaBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
机构:
Chinese Univ Hong Kong, Dept Stat, Hong Kong, Peoples R ChinaChinese Univ Hong Kong, Dept Stat, Hong Kong, Peoples R China
Fang, Xiao
Luo, Li
论文数: 0引用数: 0
h-index: 0
机构:
Chinese Univ Hong Kong, Dept Stat, Hong Kong, Peoples R ChinaChinese Univ Hong Kong, Dept Stat, Hong Kong, Peoples R China
Luo, Li
Shao, Qi-Man
论文数: 0引用数: 0
h-index: 0
机构:
Chinese Univ Hong Kong, Dept Stat, Hong Kong, Peoples R China
Southern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen, Peoples R ChinaChinese Univ Hong Kong, Dept Stat, Hong Kong, Peoples R China