arXiv:math/0410104 Abstract

arXiv:math/0410104 [math.PR]Abstract References Reviews Resources

Normal approximation under local dependence

Published 2004-10-05Version 1

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 than many existing ones in the literature. The proofs couple Stein's method with the concentration inequality approach.

Comments: Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000450

Journal: Annals of Probability 2004, Vol. 32, No. 3A, 1985-2028

DOI: 10.1214/009117904000000450

Categories: math.PR

Subjects: 60F05, 60G60

Keywords: normal approximation, local dependence, proofs couple steins method, nonuniform error bounds, concentration inequality approach

Tags: journal article

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