메뉴 건너뛰기




Volumn 39, Issue 3, 2007, Pages 731-752

CLT-related large deviation bounds based on Stein's method

Author keywords

Central limit theorem; Finite population statistics; Large deviations; Random graphs

Indexed keywords

GRAPH THEORY; MATHEMATICAL TRANSFORMATIONS; POPULATION STATISTICS; RANDOM PROCESSES;

EID: 35948953514     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1189518636     Document Type: Article
Times cited : (20)

References (36)
  • 1
    • 0010668163 scopus 로고
    • A normal approximation for the number of local maxima of a random function on a graph
    • Academic Press, Boston, MA, pp
    • BALDI, P., RINOTT, Y. AND STEIN, C. (1989). A normal approximation for the number of local maxima of a random function on a graph. In Probability, Statistics, and Mathematics, Academic Press, Boston, MA, pp. 59-81.
    • (1989) Probability, Statistics, and Mathematics , pp. 59-81
    • BALDI, P.1    RINOTT, Y.2    STEIN, C.3
  • 2
    • 84974399434 scopus 로고
    • Poisson convergence and random graphs
    • BARBOUR, A. D. (1982). Poisson convergence and random graphs. Math. Proc. Camb. Philos. Soc. 92, 349-359.
    • (1982) Math. Proc. Camb. Philos. Soc , vol.92 , pp. 349-359
    • BARBOUR1    D., A.2
  • 3
    • 0000499854 scopus 로고
    • Stein's method for diffusion approximations
    • BARBOUR, A. D. (1990). Stein's method for diffusion approximations. Prob. Theory Relat. Fields 84, 297-322.
    • (1990) Prob. Theory Relat. Fields , vol.84 , pp. 297-322
    • BARBOUR1    D., A.2
  • 4
    • 35948983490 scopus 로고    scopus 로고
    • BARBOUR, A. D. AND CHEN, L. H. Y. (eds) (2005). An Introduction to Stein's Method. World Scientific, Singapore.
    • BARBOUR, A. D. AND CHEN, L. H. Y. (eds) (2005). An Introduction to Stein's Method. World Scientific, Singapore.
  • 6
    • 38249005717 scopus 로고
    • A central limit theorem for decomposable random variables with applications to random graphs
    • BARBOUR, A. D., KAROŃSKI, M. AND RUCIŃSKI, A. (1989). A central limit theorem for decomposable random variables with applications to random graphs. J. Combin. Theory Ser. B 47, 125-145.
    • (1989) J. Combin. Theory Ser. B , vol.47 , pp. 125-145
    • BARBOUR, A.D.1    KAROŃSKI, M.2    RUCIŃSKI, A.3
  • 7
    • 0000817812 scopus 로고
    • An estimate of the remainder in a combinatorial central limit theorem
    • BOLTHAUSEN, E. (1984). An estimate of the remainder in a combinatorial central limit theorem. Z. Wahrscheinlichkeitsth. 66, 379-386.
    • (1984) Z. Wahrscheinlichkeitsth , vol.66 , pp. 379-386
    • BOLTHAUSEN, E.1
  • 8
    • 0035625610 scopus 로고    scopus 로고
    • A non-uniform Berry-Esseen bound via Stein's method
    • CHEN, L. H. Y. AND SHAO, Q.-M. (2001). A non-uniform Berry-Esseen bound via Stein's method. Prob. Theory Relat. Fields 120, 236-254.
    • (2001) Prob. Theory Relat. Fields , vol.120 , pp. 236-254
    • CHEN, L.H.Y.1    SHAO, Q.-M.2
  • 9
    • 35948936495 scopus 로고    scopus 로고
    • Normal approximation for nonlinear statistics using a concentration inequality approach
    • CHEN, L. H. Y. AND SHAO, Q.-M. (2007). Normal approximation for nonlinear statistics using a concentration inequality approach. Bernoulli 13, 581-599.
    • (2007) Bernoulli , vol.13 , pp. 581-599
    • CHEN, L.H.Y.1    SHAO, Q.-M.2
  • 10
    • 4544375370 scopus 로고    scopus 로고
    • Normal approximation under local dependence
    • CHEN, L. H. Y. AND SHAO, Q.-M. (2004). Normal approximation under local dependence. Ann. Prob. 32, 1985-2028.
    • (2004) Ann. Prob , vol.32 , pp. 1985-2028
    • CHEN, L.H.Y.1    SHAO, Q.-M.2
  • 11
    • 0002178770 scopus 로고
    • Sur un nouveau théorème limite de la théorie des probabilités
    • Hermann, Paris, pp
    • CRAMÉR, H. (1938). Sur un nouveau théorème limite de la théorie des probabilités. In Colloque Consacre à la Théorie des Probabilités 736, Hermann, Paris, pp. 5-23.
    • (1938) Colloque Consacre à la Théorie des Probabilités , vol.736 , pp. 5-23
    • CRAMÉR, H.1
  • 12
    • 35948954493 scopus 로고    scopus 로고
    • DEMBO, A. AND RINOTT, Y. (1996). Some examples of normal approximations by Stein's method. In Random Discrete Structures (IMA Math. Appl. 76). Springer, New York, pp. 25-44.
    • DEMBO, A. AND RINOTT, Y. (1996). Some examples of normal approximations by Stein's method. In Random Discrete Structures (IMA Vol. Math. Appl. 76). Springer, New York, pp. 25-44.
  • 13
    • 0030535645 scopus 로고    scopus 로고
    • Multivariate normal approximations by Stein's method and size bias couplings
    • GOLDSTEIN, L. AND RINOTT, Y. (1996). Multivariate normal approximations by Stein's method and size bias couplings. J. Appl. Prob. 33, 1-17.
    • (1996) J. Appl. Prob , vol.33 , pp. 1-17
    • GOLDSTEIN, L.1    RINOTT, Y.2
  • 14
    • 35948994273 scopus 로고
    • Upper bounds for cumulants of the sum of multi-indexed random variables
    • GORCHAKOV, A. B. (1995). Upper bounds for cumulants of the sum of multi-indexed random variables. Discrete Math Appl. 5, 317-331.
    • (1995) Discrete Math Appl , vol.5 , pp. 317-331
    • GORCHAKOV1    B., A.2
  • 15
    • 35948967729 scopus 로고    scopus 로고
    • GORCHAKOV, A. B. (1997). Explicit bounds for probabilities of large deviations of sums of random vectors with a given graph of dependencies. In Probabilistic Methods in Discrete Mathematics (Petrozavodsk, 1996), VSP, Utrecht, pp. 219-230.
    • GORCHAKOV, A. B. (1997). Explicit bounds for probabilities of large deviations of sums of random vectors with a given graph of dependencies. In Probabilistic Methods in Discrete Mathematics (Petrozavodsk, 1996), VSP, Utrecht, pp. 219-230.
  • 16
    • 0001354702 scopus 로고
    • On the rate of convergence in the multivariate CLT
    • GÖTZE, F. (1991). On the rate of convergence in the multivariate CLT. Ann. Prob. 19, 724-739.
    • (1991) Ann. Prob , vol.19 , pp. 724-739
    • GÖTZE, F.1
  • 17
    • 33750046228 scopus 로고
    • Some asymptotic results for a broad class of nonparametric statistics
    • HALLIN, M. AND PURI, M. L. (1992). Some asymptotic results for a broad class of nonparametric statistics. J. Statist. Planning Infer. 32, 165-196.
    • (1992) J. Statist. Planning Infer , vol.32 , pp. 165-196
    • HALLIN, M.1    PURI, M.L.2
  • 18
    • 0010707466 scopus 로고
    • An Lp bound for the remainder in a combinatorial central limit theorem
    • Ho, S.-T. AND CHEN, L. H. Y. (1978). An Lp bound for the remainder in a combinatorial central limit theorem. Ann. Prob. 6, 231-249.
    • (1978) Ann. Prob , vol.6 , pp. 231-249
    • Ho, S.-T.1    CHEN, L.H.Y.2
  • 19
    • 84990712091 scopus 로고
    • Poisson approximation for large deviations
    • JANSON, S. (1990). Poisson approximation for large deviations. Random Structures Algorithms 1, 221-229.
    • (1990) Random Structures Algorithms , vol.1 , pp. 221-229
    • JANSON, S.1
  • 20
    • 11144268948 scopus 로고    scopus 로고
    • JANSON, S. (2004). Large deviations for sums of partly dependent random variables. Random Structures Algorithms 24, 234-248.
    • JANSON, S. (2004). Large deviations for sums of partly dependent random variables. Random Structures Algorithms 24, 234-248.
  • 21
    • 6344222181 scopus 로고    scopus 로고
    • Upper tails for subgraph counts in random graphs
    • JANSON, S., OLESZKIEWICZ, K. AND RUCIŃSKI, A. (2004). Upper tails for subgraph counts in random graphs. Israel J. Math. 142, 61-92.
    • (2004) Israel J. Math , vol.142 , pp. 61-92
    • JANSON, S.1    OLESZKIEWICZ, K.2    RUCIŃSKI, A.3
  • 22
    • 1442350305 scopus 로고
    • Cramér type large deviations for simple linear rank statistics
    • KALLENBERG, W. C. M. (1982). Cramér type large deviations for simple linear rank statistics. Z. Wahrscheinlichkeitsth. 60, 403-409.
    • (1982) Z. Wahrscheinlichkeitsth , vol.60 , pp. 403-409
    • KALLENBERG, W.1    M., C.2
  • 23
    • 0009988129 scopus 로고
    • Large deviation probabilities for U-statistics based on samples from finite populations
    • VSP, Utrecht, pp
    • KOKIC, P. N. AND WEBER, N. C. (1995). Large deviation probabilities for U-statistics based on samples from finite populations. In Exploring Stochastic Laws, VSP, Utrecht, pp. 175-181.
    • (1995) Exploring Stochastic Laws , pp. 175-181
    • KOKIC, P.N.1    WEBER, N.C.2
  • 24
    • 0005383169 scopus 로고
    • On the properties of U-statistics when the observations are not independent. II. Unbiased estimation of the parameters of a finite population
    • NANDI, H. K. AND SEN, P. K. (1963). On the properties of U-statistics when the observations are not independent. II. Unbiased estimation of the parameters of a finite population. Calcutta Statist. Assoc. Bull. 12, 124-148.
    • (1963) Calcutta Statist. Assoc. Bull , vol.12 , pp. 124-148
    • NANDI, H.K.1    SEN, P.K.2
  • 25
    • 0032023977 scopus 로고    scopus 로고
    • Some large deviation results for sparse random graphs
    • O'CONNELL, N. (1998). Some large deviation results for sparse random graphs. Prob. Theory Relat. Fields 110, 277-285.
    • (1998) Prob. Theory Relat. Fields , vol.110 , pp. 277-285
    • O'CONNELL, N.1
  • 26
    • 4544380832 scopus 로고    scopus 로고
    • A multivariate CLT for decomposable random vectors with finite second moments
    • RAIČ, M. (2004). A multivariate CLT for decomposable random vectors with finite second moments. J. Theoret. Prob. 17, 573-603.
    • (2004) J. Theoret. Prob , vol.17 , pp. 573-603
    • RAIČ, M.1
  • 27
    • 0000060362 scopus 로고
    • On normal approximation rates for certain sums of dependent random variables
    • RINOTT, Y. (1994). On normal approximation rates for certain sums of dependent random variables. J. Comput. Appl. Math. 55, 135-143.
    • (1994) J. Comput. Appl. Math , vol.55 , pp. 135-143
    • RINOTT, Y.1
  • 28
    • 0030075451 scopus 로고    scopus 로고
    • -1/2 log n rate and applications to multivariate graph related statistics
    • -1/2 log n rate and applications to multivariate graph related statistics. J. Multivariate Anal. 56, 333-350.
    • (1996) J. Multivariate Anal , vol.56 , pp. 333-350
    • RINOTT, Y.1    ROTAR, V.2
  • 29
    • 0031260684 scopus 로고    scopus 로고
    • On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted U-statistics
    • RINOTT, Y. AND ROTAR, V. (1997). On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted U-statistics. Ann. Appl. Prob. 7, 1080-1105.
    • (1997) Ann. Appl. Prob , vol.7 , pp. 1080-1105
    • RINOTT, Y.1    ROTAR, V.2
  • 30
    • 35948970760 scopus 로고    scopus 로고
    • ROBINSON, J. (1977). Large deviation probabilities for samples from a finite population. Ann. Prob. 5, 913-925.
    • ROBINSON, J. (1977). Large deviation probabilities for samples from a finite population. Ann. Prob. 5, 913-925.
  • 31
    • 0001954743 scopus 로고
    • A general lemma on probabilities of large deviations
    • RUDZKIS, R., SAULIS, L. AND STATULEVIÇIUS, V. (1978). A general lemma on probabilities of large deviations. Lithuanian Math. J. 18, 226-238.
    • (1978) Lithuanian Math. J , vol.18 , pp. 226-238
    • RUDZKIS, R.1    SAULIS, L.2    STATULEVIÇIUS, V.3
  • 32
    • 35949001008 scopus 로고    scopus 로고
    • SAULIS,L. AND STATULEVIČUS, V. (1991). Limit Theorems for Large Deviations] (Math. Appl. (Soviet Set.) 73).
    • SAULIS,L. AND STATULEVIČUS, V. (1991). Limit Theorems for Large Deviations] (Math. Appl. (Soviet Set.) 73).
  • 33
    • 0005273718 scopus 로고
    • Edgeworth expansions for linear rank statistics
    • SCHNELLER, W. (1989). Edgeworth expansions for linear rank statistics. Ann. Statist. 17, 1103-1123.
    • (1989) Ann. Statist , vol.17 , pp. 1103-1123
    • SCHNELLER, W.1
  • 35
    • 35949002945 scopus 로고    scopus 로고
    • STEIN, C. (1972). A bound for the error in the normal approximation to the distribution of a sum of dependent random variables. In Proc. Sixth Berkeley Symp. Math. Statist. Prob. (University of California, Berkeley, 1970/1971), II, Probability Theory, University of California Press, Berkeley, pp. 583-602.
    • STEIN, C. (1972). A bound for the error in the normal approximation to the distribution of a sum of dependent random variables. In Proc. Sixth Berkeley Symp. Math. Statist. Prob. (University of California, Berkeley, 1970/1971), Vol. II, Probability Theory, University of California Press, Berkeley, pp. 583-602.
  • 36
    • 0003364844 scopus 로고
    • Approximate Computation of Expectations
    • Institute of Mathematical Statistics, Hayward, CA
    • STEIN, C. (1986). Approximate Computation of Expectations (Instit. Math. Statist. Lecture Notes Monogr. Ser. 7). Institute of Mathematical Statistics, Hayward, CA.
    • (1986) Instit. Math. Statist. Lecture Notes Monogr. Ser , vol.7
    • STEIN, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.