Abstract
Stein's method is used to derive asymptotic expansions for expectations of smooth functions of sums of independent random variables, together with Lyapounov estimates of the error in the approximation.
Barbour, A D (1986). Asymptotic expansions based on smooth functions in the central limit theorem. Probability Theory and Related Fields, 72(2):289-303.
Abstract
Stein's method is used to derive asymptotic expansions for expectations of smooth functions of sums of independent random variables, together with Lyapounov estimates of the error in the approximation.
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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 |
| Scopus Subject Areas: | Physical Sciences > Analysis
Physical Sciences > Statistics and Probability Social Sciences & Humanities > Statistics, Probability and Uncertainty |
| Uncontrolled Keywords: | Statistics, Probability and Uncertainty, Statistics and Probability, Analysis |
| Language: | English |
| Date: | 1986 |
| Deposited On: | 20 Oct 2009 07:34 |
| Last Modified: | 03 Nov 2023 03:05 |
| Publisher: | Springer |
| ISSN: | 0178-8051 |
| Additional Information: | The original publication is available at www.springerlink.com |
| OA Status: | Closed |
| Free access at: | Related URL. An embargo period may apply. |
| Publisher DOI: | https://doi.org/10.1007/BF00699108 |
| Related URLs: | http://user.math.uzh.ch/barbour/pub/Barbour/AsympExpanPois.pdf (Author) |
Barbour, A D