On local estimates and the Stein method
Cekanavicius, Vydas
Bernoulli, Tome 10 (2004) no. 2, p. 665-683 / Harvested from Project Euclid
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We show that recursive application of the Stein equation reduces uniform and non-uniform local estimates to estimates of the difference operator in total variation. We illustrate our approach by an example of an sth-order signed compound Poisson approximation to the sum of integer-valued random variables.
Publié le : 2004-08-14
Classification:  local estimates,  Stein method,  total variation 
@article{1093265635,
     author = {Cekanavicius, Vydas},
     title = {On local estimates and the Stein method},
     journal = {Bernoulli},
     volume = {10},
     number = {2},
     year = {2004},
     pages = { 665-683},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1093265635}
}

Cekanavicius, Vydas. On local estimates and the Stein method. Bernoulli, Tome 10 (2004) no. 2, pp.  665-683. http://gdmltest.u-ga.fr/item/1093265635/