Normal Approximation under Local Dependence
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چکیده
By Louis H.Y. Chen † and Qi-Man Shao ‡ National University of Singapore and University of Oregon §¶ We establish both uniform and non-uniform 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.
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تاریخ انتشار 2003