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A Survey on Error Exponents in Distributed Hypothesis Testing: Connections with Information Theory, Interpretations, and Applications. [PDF]

Entropy (Basel)
Espinosa S, Silva JF, Céspedes S.
europepmc   +1 more source

Model averaging estimation of panel data models with many instruments and boosting. [PDF]

J Appl Stat
Hao H, Huang B, Lee TH.
europepmc   +1 more source

Stein's method for Fréchet approximation: a regularly varying functions approach

Paul Mansanarez, Guillaume Poly, Yvik Swan   +2 more
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Stein's method and poisson process convergence

Journal of Applied Probability, 1988
Stein's method of obtaining rates of convergence, well known in normal and Poisson approximation, is considered here in the context of approximation by Poisson point processes, rather than their one-dimensional distributions. A general technique is sketched, whereby the basic ingredients necessary for the application of Stein's method may be derived ...
A. Barbour
openaire   +3 more sources

Central limit theorems for spatial averages of the stochastic heat equation via Malliavin–Stein’s method

Stochastics and Partial Differential Equations: Analysis and Computations, 2020
Suppose that $$\{u(t, x)\}_{t >0, x \in {\mathbb {R}}^d}$$ { u ( t , x ) } t > 0 , x ∈ R d is the solution to a d -dimensional stochastic heat equation driven by a Gaussian noise that is white in time and has a spatially homogeneous covariance that ...
Le Chen, D. Khoshnevisan, D. Nualart, Fei Pu   +3 more
semanticscholar   +1 more source

Normal approximations by Stein's method [PDF]

Decisions in Economics and Finance, 2000
An elementary introduction to Stein's method in the study of normal approximation of the sums of dependent random variables is given. The authors present some of the main ideas and techniques of this method. Theorems and applications are given without complete proofs.
Yosef Rinott, Vladimir Rotar
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An Introduction to Stein's Method

2005
A. D. Barbour, Louis H. Y. Chen
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Stein’s Method for Asymmetric $$\alpha $$-stable Distributions, with Application to the Stable CLT

Journal of theoretical probability, 2018
This paper is concerned with the Stein's method associated with a (possibly) asymmetric $\alpha$-stable distribution $Z$, in dimension one. More precisely, its goal is twofold.
Peng Chen, I. Nourdin, Lihu Xu
semanticscholar   +1 more source