Cramer-type moderate deviation of normal approximation for unbounded exchangeable pairs

被引：2

作者：

Zhang, Zhuo-Song ^{[1
]}

机构：

[1] Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117546, Singapore

来源：

BERNOULLI | 2023年 / 29卷 / 01期

基金：

澳大利亚研究理事会;

关键词：

Stein?s method; exchangeable pair approach; Cram?r-type moderate deviation; sums of local statistics; general Curie-Weiss model; STEINS METHOD; NONNORMAL APPROXIMATION; POISSON APPROXIMATION; RATES; CONVERGENCE; THEOREMS; BOUNDS; MODEL; SUMS; CLT;

D O I：

10.3150/21-BEJ1457

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In Stein's method, the exchangeable pair approach is commonly used to estimate the approximation errors in normal approximation. In this paper, we establish a Cramer-type moderate deviation theorem of normal approxi-mation for unbounded exchangeable pairs. As applications, Cramer-type moderate deviation theorems for the sums of local statistics and general Curie-Weiss model are obtained.

引用

页码：274 / 299

页数：26

共 26 条

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[9] BERRY-ESSEEN BOUNDS OF NORMAL AND NONNORMAL APPROXIMATION FOR UNBOUNDED EXCHANGEABLE PAIRS
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[10] CRAMER-TYPE MODERATE DEVIATION FOR THE MAXIMUM OF THE PERIODOGRAM WITH APPLICATION TO SIMULTANEOUS TESTS IN GENE EXPRESSION TIME SERIES
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