From Stein identities to moderate deviations
By Louis H. Y. Chen, Xiao Fang, Qi-Man Shao. 2009
54 citations recorded by the source corpus.
Stein’s method is applied to obtain a general Cramer-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.
Subfields: Mathematical Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/517e412411ed8901d4ffec688b45dc79a807203b
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In Mathematical Physics
- Sourav Chatterjee
- Lee H. Dicker
- Nathan Ross
- Giovanni Peccati
- Ivan Nourdin
- S. Armstrong
- Jean-Christophe Mourrat
- Tuomo Kuusi
In Statistics and Probability
- Sourav Chatterjee
- Victor Chernozhukov
- Giovanni Peccati
- Nathan Ross
- Martin J. Wainwright
- Elizabeth Meckes
- Fang Han
- Alberto Abadie
Citations in the corpus
- A short survey of Stein's method (2014, background): “[35]) and even in the analysis of simulations (Stein et al.”