Approximating by convolution of the normal and compound Poisson laws via Stein’s method
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DOI: 10.1007/s10986-018-9392-5
Abstract: We apply Stein’s method to estimate the closeness of the mixtures of distributions to the convolution of the normal and Poisson laws. To derive the Stein operator, we use a moment generating function. Then we… read more here.
Keywords: stein method; poisson laws; convolution normal;
Stein’s method via induction
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DOI: 10.1214/20-ejp535
Abstract: Applying an inductive technique for Stein and zero bias couplings yields Berry-Esseen theorems for normal approximation with optimal rates in the Kolmogorov metric for two new examples. The conditions of the main results do not… read more here.
Keywords: method; method via; stein; stein method ... See more keywords
Error bounds in local limit theorems using Stein’s method
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DOI: 10.3150/17-bej1013
Abstract: We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in the context… read more here.
Keywords: local limit; bounds local; limit theorems; stein method ... See more keywords