On Stein factors in Stein's method for normal approximation
Probability
2024-12-10 v2
Abstract
Building on the rather large literature concerning the regularity of the solution of the standard normal Stein equation, we provide a complete description of the best possible uniform bounds for the derivatives of the solution of the standard normal Stein equation when the test functions belong to the class of real-valued functions whose -th order derivative is Lipschitz.
Keywords
Cite
@article{arxiv.2410.05475,
title = {On Stein factors in Stein's method for normal approximation},
author = {Robert E. Gaunt},
journal= {arXiv preprint arXiv:2410.05475},
year = {2024}
}
Comments
4 pages