English

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 kk-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

R2 v1 2026-06-28T19:12:06.942Z