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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Barbour, A D (1986). Asymptotic expansions based on smooth functions in the central limit theorem. Probability Theory and Related Fields, 72(2):289-303.
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.
Item Type: | Journal Article, refereed, original work |
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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: | 07 Jan 2025 04:44 |
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) |