Normal approximation under local dependence

• 成果类型: Article
• 署名作者: Chen, LHY; Shao, QM
• 署名单位: National University of Singapore; National University of Singapore; University of Oregon
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117904000000450
• 发表日期: 2004
• 页码: 1985-2028
• 关键词: CENTRAL-LIMIT-THEOREM; CONVERGENCE; remainder; sums

摘要

We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possible if not best possible. They are more general or sharper than many existing ones in the literature. The proofs couple Stein's method with the concentration inequality approach.