Cram\'er-type moderate deviation of normal approximation for unbounded exchangeable pairs
Probability
2022-09-26 v2
Abstract
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 Cram\'er-type moderate deviation theorem of normal approximation for unbounded exchangeable pairs. As applications, Cram\'er-type moderate deviation theorems for the sums of local statistics and general Curie--Weiss model are obtained.
Keywords
Cite
@article{arxiv.1901.09526,
title = {Cram\'er-type moderate deviation of normal approximation for unbounded exchangeable pairs},
author = {Zhuo-Song Zhang},
journal= {arXiv preprint arXiv:1901.09526},
year = {2022}
}
Comments
28 pages