English
Related papers

Related papers: A Berry-Esseen bound for the uniform multinomial o…

200 papers

Applying Stein's method, an inductive technique and size bias coupling yields a Berry-Esseen theorem for normal approximation without the usual restriction that the coupling be bounded. The theorem is applied to counting the number of…

Probability · Mathematics 2013-02-26 Larry Goldstein

In this paper, we establish optimal Berry--Esseen bounds for the generalized $U$-statistics. The proof is based on a new Berry--Esseen theorem for exchangeable pair approach by Stein's method under a general linearity condition setting. As…

Probability · Mathematics 2021-04-09 Zhuo-Song Zhang

It is shown that the absolute constant in the Berry--Esseen inequality for i.i.d. Bernoulli random variables is strictly less than the Esseen constant, if $1\le n\le 500000$, where $n$ is a number of summands. This result is got both with…

Probability · Mathematics 2018-10-24 Anatolii Zolotukhin , Sergei Nagaev , Vladimir Chebotarev

In this paper, we prove a Berry--Esseen bound with optimal order for self-normalized sums of local dependent random variables under some mild dependence conditions. The proof is based on Stein's method and a randomized concentration…

Probability · Mathematics 2021-04-09 Zhuo-Song Zhang

We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

Probability · Mathematics 2019-07-24 Martin Raič

We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…

Dynamical Systems · Mathematics 2026-03-17 Juho Leppänen

We take another look at using Stein's method to establish uniform Berry-Esseen bounds for Studentized nonlinear statistics, highlighting variable censoring and an exponential randomized concentration inequality for a sum of censored…

Statistics Theory · Mathematics 2025-09-04 Dennis Leung , Qi-Man Shao , Liqian Zhang

We will prove the Berry-Esseen theorem for the number counting function of the circular $\beta$-ensemble (C$\beta$E), which will imply the central limit theorem for the number of points in arcs of the unit circle in mesoscopic and…

Probability · Mathematics 2023-12-15 Renjie Feng , Gang Tian , Dongyi Wei

We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to 2-runs in a sequence of…

Probability · Mathematics 2014-07-07 Xiao Fang

This paper establishes a non-uniform Berry--Esseen bound in normal approximation for exchangeable pairs using Stein's method via a concentration inequality approach. The main theorem extends and improves several results in the literature,…

Probability · Mathematics 2025-02-18 Lê Vǎn Thành , Nguyen Ngoc Tu

An exchangeable pair approach is commonly taken in the normal and non-normal approximation using Stein's method. It has been successfully used to identify the limiting distribution and provide an error of approximation. However, when the…

Probability · Mathematics 2021-04-28 Qi-Man Shao , Zhuo-Song Zhang

We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possible if not best possible. They are more general or sharper…

Probability · Mathematics 2007-05-23 Louis H. Y. Chen , Qi-Man Shao

We obtain rates of convergence in limit theorems of partial sums $S_n$ for certain sequences of dependent, identically distributed random variables, which arise naturally in statistical mechanics, in particular, in the context of the…

Probability · Mathematics 2009-08-14 Peter Eichelsbacher , Matthias Löwe

Berry Esseen type bounds to the normal, based on zero- and size-bias couplings, are derived using Stein's method. The zero biasing bounds are illustrated with an application to combinatorial central limit theorems where the random…

Probability · Mathematics 2007-05-23 Larry Goldstein

Using a modification of Stein's method, we generalize the results of Bentkus, G{\"o}tze, and Tikhomirov \cite{bentkus1997berry} to obtain Berry-Esseen bounds for a broad class of statistics of sequences of $\phi$-mixing, non-stationary…

Probability · Mathematics 2026-04-07 Brendan Williams , Yeor Hafouta

We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…

Probability · Mathematics 2023-03-01 Maximilian Janisch , Thomas Lehéricy

New Berry--Esseen-type bounds, with explicit constant factors, for the distribution of the Student statistic and, equivalently, for that of the self-normalized sum of independent zero-mean random variables are obtained. These bounds are…

Statistics Theory · Mathematics 2015-03-17 Iosif Pinelis

We establish a general Berry-Esseen type bound which gives optimal bounds in many situations under suitable moment assumptions. By combining the general bound with Palm theory, we deduce a new error bound for assessing the accuracy of…

Probability · Mathematics 2020-09-01 Louis H. Y. Chen , Adrian Röllin , Aihua Xia

An infinite urn scheme is defined by a probability mass function $(p_j)_{j\geq1}$ over positive integers. A random allocation consists of a sample of $N$ independent drawings according to this probability distribution where $N$ may be…

Statistics Theory · Mathematics 2016-09-29 Anna Ben-Hamou , Stéphane Boucheron , Mesrob I. Ohannessian

For uniformly expanding maps on the interval, analogous versions of the Berry-Ess\'een theorem are known but only with an unexplicit upper bound in $O(1/\sqrt{n})$ without any constants being specified. In this paper, we use the recent…

Dynamical Systems · Mathematics 2009-10-29 Loïc Dubois
‹ Prev 1 2 3 10 Next ›