Please use this identifier to cite or link to this item:
https://doi.org/10.1214/12-AOP746
| Title: | From stein identities to moderate deviations | Authors: | Chen, L.H.Y. Fang, X. Shao, Q.-M. |
Keywords: | Anti-voter model Berry-Esseen bounds Combinatorial central limit theorem Curie-Weiss model Dependent random variables Exchangeable pairs General system of binary codes Moderate deviations Stein identity Stein's method Zero-bias coupling |
Issue Date: | Jan-2013 | Citation: | Chen, L.H.Y., Fang, X., Shao, Q.-M. (2013-01). From stein identities to moderate deviations. Annals of Probability 41 (1) : 262-293. ScholarBank@NUS Repository. https://doi.org/10.1214/12-AOP746 | Abstract: | Stein's method is applied to obtain a general Cramér-type moderate deviation result for dependent random variables whose dependence is defined in terms of a Stein identity. A corollary for zero-bias coupling is deduced. The result is also applied to a combinatorial central limit theorem, a general system of binary codes, the anti-voter model on a complete graph, and the Curie-Weiss model. A general moderate deviation result for independent random variables is also proved. © Institute of Mathematical Statistics, 2013. | Source Title: | Annals of Probability | URI: | http://scholarbank.nus.edu.sg/handle/10635/103306 | ISSN: | 00911798 | DOI: | 10.1214/12-AOP746 |
| Appears in Collections: | Staff Publications |
Show full item record
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.