Abstract
Stein’s method is applied to study the rate of convergence in the normal approximation for sums of non-linear functionals of correlated Gaussian random variables, for the exceedances of r-scans of i.i.d. random variables, and in a multinomial setting.
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Dembo, A., Rinott, Y. (1996). Some Examples of Normal Approximations by Stein’s Method. In: Aldous, D., Pemantle, R. (eds) Random Discrete Structures. The IMA Volumes in Mathematics and its Applications, vol 76. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0719-1_3
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DOI: https://doi.org/10.1007/978-1-4612-0719-1_3
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