Coverart for item
The Resource Normal approximation by Stein's method, Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao

Normal approximation by Stein's method, Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao

Label
Normal approximation by Stein's method
Title
Normal approximation by Stein's method
Statement of responsibility
Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao
Creator
Contributor
Subject
Language
eng
Summary
Since its introduction in 1972, Stein's method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizing equation approach, it is able to provide approximation error bounds in a wide variety of situations, even in the presence of complicated dependence. Use of the method thus opens the door to the analysis of random phenomena arising in areas including statistics, physics, and molecular biology. Though Stein's method for normal approximation is now mature, the literature has so far lacked a complete self contained treatment. This volume contains thorough coverage of the method's fundamentals, includes a large number of recent developments in both theory and applications, and will help accelerate the appreciation, understanding, and use of Stein's method by providing the reader with the tools needed to apply it in new situations. It addresses researchers as well as graduate students in Probability, Statistics and Combinatorics
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorDate
1940-
http://library.link/vocab/creatorName
Chen, Louis H. Y.
Dewey number
519.2/4
Index
index present
Language note
English
LC call number
QA273.6
LC item number
.C44 2011
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1950-
http://library.link/vocab/relatedWorkOrContributorName
  • Goldstein, Larry
  • Shao, Qi-Man
Series statement
Probability and its applications
http://library.link/vocab/subjectName
  • Distribution (Probability theory)
  • Approximation theory
  • Approximation theory
  • Distribution (Probability theory)
Label
Normal approximation by Stein's method, Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao
Instantiates
Publication
Bibliography note
Includes bibliographical references and indexes
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Preface -- 1. Introduction -- 2. Fundamentals of Stein's Method -- 3. Berry-Esseen Bounds for Independent Random Variables -- 4.L1̂ Bounds -- 5.L1̂ by Bounded Couplings -- 6 L1̂: Applications -- 7. Non-uniform Bounds for Independent Random Variables -- 8. Uniform and Non-uniform Bounds under Local Dependence -- 9. Uniform and Non-Uniform Bounds for Non-linear Statistics -- 10. Moderate Deviations -- 11. Multivariate Normal Approximation -- 12. Discretized normal approximation -- 13. Non-normal Approximation -- 14. Extensions -- References -- Author Index -- Subject Index -- Notation
Control code
682911856
Dimensions
unknown
Extent
1 online resource (xii, 405 pages)
Form of item
online
Isbn
9783642150074
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-15007-4
http://library.link/vocab/ext/overdrive/overdriveId
978-3-642-15006-7
Specific material designation
remote
System control number
(OCoLC)682911856
Label
Normal approximation by Stein's method, Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao
Publication
Bibliography note
Includes bibliographical references and indexes
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Preface -- 1. Introduction -- 2. Fundamentals of Stein's Method -- 3. Berry-Esseen Bounds for Independent Random Variables -- 4.L1̂ Bounds -- 5.L1̂ by Bounded Couplings -- 6 L1̂: Applications -- 7. Non-uniform Bounds for Independent Random Variables -- 8. Uniform and Non-uniform Bounds under Local Dependence -- 9. Uniform and Non-Uniform Bounds for Non-linear Statistics -- 10. Moderate Deviations -- 11. Multivariate Normal Approximation -- 12. Discretized normal approximation -- 13. Non-normal Approximation -- 14. Extensions -- References -- Author Index -- Subject Index -- Notation
Control code
682911856
Dimensions
unknown
Extent
1 online resource (xii, 405 pages)
Form of item
online
Isbn
9783642150074
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-15007-4
http://library.link/vocab/ext/overdrive/overdriveId
978-3-642-15006-7
Specific material designation
remote
System control number
(OCoLC)682911856

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