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Stein's method and the Berry-Esseen theorem


Barbour, A D; Hall, P (1984). Stein's method and the Berry-Esseen theorem. Australian Journal of Statistics, 26(1):8-15.

Abstract

Stein's method is used to prove the Lindeberg-Feller theorem and a generalization of the Berry-Esséen theorem. The arguments involve only manipulation of probability inequalities, and form an attractive alternative to the less direct Fourier-analytic methods which are traditionally employed.

Stein's method is used to prove the Lindeberg-Feller theorem and a generalization of the Berry-Esséen theorem. The arguments involve only manipulation of probability inequalities, and form an attractive alternative to the less direct Fourier-analytic methods which are traditionally employed.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Language:English
Date:1984
Deposited On:19 Oct 2009 13:16
Last Modified:05 Apr 2016 13:29
Publisher:Wiley-Blackwell
ISSN:0004-9581
Free access at:Related URL. An embargo period may apply.
Publisher DOI:10.1111/j.1467-842X.1984.tb01262.x
Related URLs:http://user.math.uzh.ch/barbour/pub/Barbour/BHall_SteinBE.pdf (Author)

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