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Normal approximations by Stein's method

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Author Info
Yosef Rinott
Vladimir Rotar

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Abstract

Stein's method for normal approximations is explained, with some examples and applications. In the study of the asymptotic distribution of the sum of dependent random variables, Stein's method may be a very useful tool. We have attempted to write an elementary introduction. For more advanced introductions to Stein's method, see Stein (1986), Barbour (1997) and Chen (1998).

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Publisher Info
Article provided by Springer in its journal Decisions in Economics and Finance.

Volume (Year): 23 (2000)
Issue (Month): 1 ()
Pages: 15-29
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Handle: RePEc:spr:decfin:v:23:y:2000:i:1:p:15-29

Note: Received: 6 December 1999
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  1. Yun-Xia Li & Jian-Feng Wang, 2008. "An application of Stein’s method to limit theorems for pairwise negative quadrant dependent random variables," Metrika, Springer, vol. 67(1), pages 1-10, January. [Downloadable!] (restricted)
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This page was last updated on 2009-11-14.

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