Please use this identifier to cite or link to this item: https://doi.org/10.1214/009117904000000450
Title: Normal approximation under local dependence
Authors: Chen, L.H.Y. 
Shao, Q.-M. 
Keywords: Concentration inequality
Local dependence
Nonuniform Berry-Esseen bound
Normal approximation
Random field
Stein's method
Uniform Berry-Esseen bound
Issue Date: Jul-2004
Source: Chen, L.H.Y., Shao, Q.-M. (2004-07). Normal approximation under local dependence. Annals of Probability 32 (3 A) : 1985-2028. ScholarBank@NUS Repository. https://doi.org/10.1214/009117904000000450
Abstract: 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.
Source Title: Annals of Probability
URI: http://scholarbank.nus.edu.sg/handle/10635/103638
ISSN: 00911798
DOI: 10.1214/009117904000000450
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