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相关论文: Berry-Esseen Bounds of Normal and Non-normal Appro…

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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,…

概率论 · 数学 2025-02-18 Lê Vǎn Thành , Nguyen Ngoc Tu

Let $(W,W')$ be an exchangeable pair. Assume that \[E(W-W'|W)=g(W)+r(W),\] where $g(W)$ is a dominated term and $r(W)$ is negligible. Let $G(t)=\int_0^tg(s)\,ds$ and define $p(t)=c_1e^{-c_0G(t)}$, where $c_0$ is a properly chosen constant…

概率论 · 数学 2011-04-13 Sourav Chatterjee , Qi-Man Shao

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…

概率论 · 数学 2021-04-09 Zhuo-Song Zhang

In this paper, a new technique is introduced to obtain non-uniform Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs. This technique does not rely on the concentration inequalities developed by Chen…

统计理论 · 数学 2019-12-24 Dali Liu , Zheng Li , Hanchao Wang , Zengjing Chen

Stein's method of exchangeable pairs is examined through five examples in relation to Poisson and normal distribution approximation. In particular, in the case where the exchangeable pair is constructed from a reversible Markov chain, we…

概率论 · 数学 2009-04-03 Nathan Ross

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…

概率论 · 数学 2022-09-26 Zhuo-Song Zhang

This paper establishes a non-uniform Berry--Esseen bound for non-normal approximation using Stein's method. The main theorem generalizes the result of the authors in [Comptes Rendus Mathematique, 2024] to the context of non-normal…

概率论 · 数学 2025-06-23 Lê Vǎn Thành , Nguyen Ngoc Tu

In this paper we establish a multivariate exchangeable pairs approach within the framework of Stein's method to assess distributional distances to potentially singular multivariate normal distributions. By extending the statistics into a…

概率论 · 数学 2010-04-06 Gesine Reinert , Adrian Röllin

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…

概率论 · 数学 2007-05-23 Louis H. Y. Chen , Qi-Man Shao

We propose a new functional analytic approach to Stein's method of exchangeable pairs that does not require the pair at hand to satisfy any approximate linear regression property. We make use of this theory in order to derive abstract…

概率论 · 数学 2020-08-13 Christian Döbler

We generalize the well-known zero bias distribution and the $\lambda$-Stein pair to an approximate zero bias distribution and an approximate $\lambda,R$-Stein pair, respectively. Berry Esseen type bounds to the normal, based on approximate…

概率论 · 数学 2017-11-27 Nathakhun Wiroonsri

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…

概率论 · 数学 2009-08-14 Peter Eichelsbacher , Matthias Löwe

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…

概率论 · 数学 2013-02-26 Larry Goldstein

We study the inhomogeneous Curie-Weiss model with external field, where the inhomogeneity is introduced by adding a positive weight to every vertex and letting the interaction strength between two vertices be proportional to the product of…

概率论 · 数学 2020-02-25 Sander Dommers , Peter Eichelsbacher

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…

概率论 · 数学 2026-04-07 Brendan Williams , Yeor Hafouta

We show by a surprisingly simple argument that the exchangeability condition, which is key to the exchangeable pair approach in Stein's method for distributional approximation, can be omitted in many standard settings. This is achieved by…

概率论 · 数学 2008-02-07 Adrian Röllin

Applying an inductive technique for Stein and zero bias couplings yields Berry-Esseen theorems for normal approximation for two new examples. The conditions of the main results do not require that the couplings be bounded. Our two…

概率论 · 数学 2020-05-12 Louis H. Y. Chen , Larry Goldstein , Adrian Röllin

Since the introduction of Stein's method in the early 1970s, much research has been done in extending and strengthening it; however, there does not exist a version of Stein's original method of exchangeable pairs for multivariate normal…

概率论 · 数学 2010-05-18 Sourav Chatterjee , Elizabeth Meckes

General Berry-Esseen bounds are developed for the exponential distribution using Stein's method. As an application, a sharp error term is obtained for Hora's result that the spectrum of the Bernoulli-Laplace Markov chain has an exponential…

概率论 · 数学 2008-10-04 Sourav Chatterjee , Jason Fulman , Adrian Rollin

The stratified linear permutation statistic arises in various statistics problems, including stratified and post-stratified survey sampling, stratified and post-stratified experiments, conditional permutation tests, etc. Although we can…

统计理论 · 数学 2026-03-18 Pengfei Tian , Fan Yang , Peng Ding
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