Normal approximation under local dependence

• Louis H. Y. Chen ^[1] ; Qi-Man Shao ^[2]
  1. [1] National University of Singapore

     National University of Singapore

     Singapur

     
  2. [2] University of Oregon
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 32, Nº. 3, 1, 2004, págs. 1985-2028
• Idioma: inglés
• DOI: 10.1214/009117904000000450
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• Resumen

  • 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.