TY - JOUR
T1 - Normal approximations by Stein's method
AU - Rinott, Yosef
AU - Rotar, Vladimir
PY - 2000
Y1 - 2000
N2 - Stein's method for normal approximations is explained, with some examples and applications. In the study of the asymptotic distribution of the sum of dependent random variables, Stein's method may be a very useful tool. We have attempted to write an elementary introduction. For more advanced introductions to Stein's method, see Stein (1986), Barbour (1997) and Chen (1998).
AB - Stein's method for normal approximations is explained, with some examples and applications. In the study of the asymptotic distribution of the sum of dependent random variables, Stein's method may be a very useful tool. We have attempted to write an elementary introduction. For more advanced introductions to Stein's method, see Stein (1986), Barbour (1997) and Chen (1998).
UR - http://www.scopus.com/inward/record.url?scp=0005190475&partnerID=8YFLogxK
U2 - 10.1007/s102030050003
DO - 10.1007/s102030050003
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AN - SCOPUS:0005190475
SN - 1593-8883
VL - 23
SP - 15
EP - 29
JO - Decisions in Economics and Finance
JF - Decisions in Economics and Finance
IS - 1
ER -