Non-uniform Berry-Esseen bound by unbounded exchangeable pairs approach

被引:0
|
作者
Da-li Liu
Zheng Li
Han-chao Wang
Zeng-jing Chen
机构
[1] Shandong University,Institute for Financial Studies
[2] Shandong University,School of Mathematics
[3] Shandong University,Institute for Financial Studies
[4] Shandong University,School of Mathematics
关键词
non-uniform Berry-Esseen bounds; Stein’s method; exchangeable pairs; 60F05;
D O I
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中图分类号
学科分类号
摘要
In this paper, a new technique is introduced to obtain non-uniform Berry-Esseen bounds for normal and nonnormal approximations by unbounded exchangeable pairs. This technique does not rely on the concentration inequalities developed by Chen and Shao [4,5] and can be applied to the quadratic forms and the general Curie-Weiss model.
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页码:256 / 268
页数:12
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