메뉴 건너뛰기




Volumn 20, Issue , 2015, Pages

Stein’s method of exchangeable pairs for the Beta distribution and generalizations

Author keywords

Beta distribution; Exchangeable pairs; P lya urn model; Stein s method

Indexed keywords


EID: 84944754768     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v20-3933     Document Type: Article
Times cited : (78)

References (32)
  • 1
    • 0002005293 scopus 로고
    • Two moments suffice for Poisson approximations: The Chen-Stein method
    • MR-972770
    • R. Arratia, L. Goldstein, and L. Gordon, Two moments suffice for Poisson approximations: the Chen-Stein method, Ann. Probab. 17 (1989), no. 1, 9-25. MR-972770
    • (1989) Ann. Probab , vol.17 , Issue.1 , pp. 9-25
    • Arratia, R.1    Goldstein, L.2    Gordon, L.3
  • 2
    • 0001077489 scopus 로고
    • Stein's method and Poisson process convergence
    • no. Special A celebration of applied probability. MR-974580
    • A. D. Barbour, Stein's method and Poisson process convergence, J. Appl. Probab. (1988), no. Special Vol. 25A, 175-184, A celebration of applied probability. MR-974580
    • (1988) J. Appl. Probab , vol.25A , pp. 175-184
    • Barbour, A.D.1
  • 3
    • 0011188127 scopus 로고
    • Poisson approximation
    • The Clarendon Press Oxford University Press, New York, Oxford Science Publications. MR-1163825
    • A. D. Barbour, L. Holst, and S. Janson, Poisson approximation, Oxford Studies in Probability, vol. 2, The Clarendon Press Oxford University Press, New York, 1992, Oxford Science Publications. MR-1163825
    • (1992) Oxford Studies in Probability , vol.2
    • Barbour, A.D.1    Holst, L.2    Janson, S.3
  • 4
    • 84859058838 scopus 로고    scopus 로고
    • Exponential approximation by Stein's method and spectral graph theory
    • MR-2802856
    • S. Chatterjee, J. Fulman, and A. Röllin, Exponential approximation by Stein's method and spectral graph theory, ALEA Lat. Am. J. Probab. Math. Stat. 8 (2011), 197-223. MR-2802856
    • (2011) ALEA Lat. Am. J. Probab. Math. Stat , vol.8 , pp. 197-223
    • Chatterjee, S.1    Fulman, J.2    Röllin, A.3
  • 5
    • 79953281495 scopus 로고    scopus 로고
    • Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
    • MR-2807964
    • S. Chatterjee and Q.-M. Shao, Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model, Ann. Appl. Probab. 21 (2011), no. 2, 464-483. MR-2807964
    • (2011) Ann. Appl. Probab , vol.21 , Issue.2 , pp. 464-483
    • Chatterjee, S.1    Shao, Q.-M.2
  • 6
    • 0001067389 scopus 로고
    • Poisson approximation for dependent trials
    • MR-0428387
    • L. H. Y. Chen, Poisson approximation for dependent trials, Ann. Probab. 3 (1975), no. 3, 534-545. MR-0428387
    • (1975) Ann. Probab , vol.3 , Issue.3 , pp. 534-545
    • Chen, L.H.Y.1
  • 7
  • 8
    • 35148822926 scopus 로고    scopus 로고
    • Stein's method for normal approximation
    • An introduction to Stein's method, Singapore Univ. Press, Singapore, MR-2235448
    • L. H. Y. Chen and Q.-M. Shao, Stein's method for normal approximation, An introduction to Stein's method, Lect. Notes Ser. Inst. Math. Sci. Natl. Univ. Singap., vol. 4, Singapore Univ. Press, Singapore, 2005, pp. 1-59. MR-2235448
    • (2005) Lect. Notes Ser. Inst. Math. Sci. Natl. Univ. Singap , vol.4 , pp. 1-59
    • Chen, L.H.Y.1    Shao, Q.-M.2
  • 9
    • 42449110025 scopus 로고    scopus 로고
    • Upper bounds for Stein-type operators
    • MR-2399291
    • F. Daly, Upper bounds for Stein-type operators, Electron. J. Probab. 13 (2008), no. 20, 566-587. MR-2399291
    • (2008) Electron. J. Probab , vol.13 , Issue.20 , pp. 566-587
    • Daly, F.1
  • 12
    • 84907616581 scopus 로고    scopus 로고
    • Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions
    • MR-3274696
    • R. Eden and J. Víquez, Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions, Stochastic Process. Appl. 125 (2015), no. 1, 182-216. MR-3274696
    • (2015) Stochastic Process. Appl , vol.125 , Issue.1 , pp. 182-216
    • Eden, R.1    Víquez, J.2
  • 13
    • 77955457388 scopus 로고    scopus 로고
    • Stein's method for dependent random variables occurring in statistical mechanics
    • MR-2659754
    • P. Eichelsbacher and M. Löwe, Stein's method for dependent random variables occurring in statistical mechanics, Electron. J. Probab. 15 (2010), no. 30, 962-988. MR-2659754
    • (2010) Electron. J. Probab , vol.15 , Issue.30 , pp. 962-988
    • Eichelsbacher, P.1    Löwe, M.2
  • 14
    • 84877013937 scopus 로고    scopus 로고
    • Exponential approximation and Stein's method of exchangeable pairs
    • MR-3083916
    • J. Fulman and N. Ross, Exponential approximation and Stein's method of exchangeable pairs, ALEA Lat. Am. J. Probab. Math. Stat. 10 (2013), no. 1, 1-13. MR-3083916
    • (2013) ALEA Lat. Am. J. Probab. Math. Stat , vol.10 , Issue.1 , pp. 1-13
    • Fulman, J.1    Ross, N.2
  • 15
    • 84959168304 scopus 로고    scopus 로고
    • Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the stein equation
    • to apper in
    • R. E. Gaunt, Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the stein equation, to apper in J. Theoret. Probab. (2014).
    • (2014) J. Theoret. Probab
    • Gaunt, R.E.1
  • 16
    • 84897418662 scopus 로고    scopus 로고
    • Variance-gamma approximation via stein's method
    • R. E. Gaunt, Variance-gamma approximation via stein's method, Electron. J. Probab. 19 (2014).
    • (2014) Electron. J. Probab , vol.19
    • Gaunt, R.E.1
  • 18
    • 84892708483 scopus 로고    scopus 로고
    • Stein's method for the beta distribution and the Pólya-Eggenberger urn
    • MR-3161381
    • L. Goldstein and G. Reinert, Stein's method for the beta distribution and the Pólya-Eggenberger urn, J. Appl. Probab. 50 (2013), no. 4, 1187-1205. MR-3161381
    • (2013) J. Appl. Probab , vol.50 , Issue.4 , pp. 1187-1205
    • Goldstein, L.1    Reinert, G.2
  • 19
    • 0030535645 scopus 로고    scopus 로고
    • Multivariate normal approximations by Stein's method and size bias couplings
    • MR-1371949
    • L. Goldstein and Y. Rinott, Multivariate normal approximations by Stein's method and size bias couplings, J. Appl. Probab. 33 (1996), no. 1, 1-17. MR-1371949
    • (1996) J. Appl. Probab , vol.33 , Issue.1 , pp. 1-17
    • Goldstein, L.1    Rinott, Y.2
  • 20
    • 84857936163 scopus 로고    scopus 로고
    • Stein's method for invariant measures of diffusions via Malliavin calculus
    • MR-2914766
    • S. Kusuoka and C. A. Tudor, Stein's method for invariant measures of diffusions via Malliavin calculus, Stochastic Process. Appl. 122 (2012), no. 4, 1627-1651. MR-2914766
    • (2012) Stochastic Process. Appl , vol.122 , Issue.4 , pp. 1627-1651
    • Kusuoka, S.1    Tudor, C.A.2
  • 22
    • 0007074175 scopus 로고
    • Stein's method for the Gamma distribution and related statistical applications
    • Ann Arbor MI, Thesis (Ph.D.)-University of Southern California. MR-2693204
    • H. M. Luk, Stein's method for the Gamma distribution and related statistical applications, ProQuest LLC, Ann Arbor, MI, 1994, Thesis (Ph.D.)-University of Southern California. MR-2693204
    • (1994) ProQuest LLC
    • Luk, H.M.1
  • 23
    • 67649111062 scopus 로고    scopus 로고
    • Stein's method on Wiener chaos
    • MR-2520122
    • I. Nourdin and G. Peccati, Stein's method on Wiener chaos, Probab. Theory Related Fields 145 (2009), no. 1-2, 75-118. MR-2520122
    • (2009) Probab. Theory Related Fields , vol.145 , Issue.1-2 , pp. 75-118
    • Nourdin, I.1    Peccati, G.2
  • 24
    • 77949567856 scopus 로고    scopus 로고
    • Density formula and concentration inequalities with Malliavin calculus
    • MR-2556018
    • I. Nourdin and F. G. Viens, Density formula and concentration inequalities with Malliavin calculus, Electron. J. Probab. 14 (2009), no. 78, 2287-2309. MR-2556018
    • (2009) Electron. J. Probab , vol.14 , Issue.78 , pp. 2287-2309
    • Nourdin, I.1    Viens, F.G.2
  • 25
    • 79952720651 scopus 로고    scopus 로고
    • New rates for exponential approximation and the theorems of Rényi and Yaglom
    • MR-2789507
    • E. A. Peköz and A. Röllin, New rates for exponential approximation and the theorems of Rényi and Yaglom, Ann. Probab. 39 (2011), no. 2, 587-608. MR-2789507
    • (2011) Ann. Probab , vol.39 , Issue.2 , pp. 587-608
    • Peköz, E.A.1    Röllin, A.2
  • 26
    • 84879662286 scopus 로고    scopus 로고
    • Degree asymptotics with rates for preferential attachment random graphs
    • MR-3076682
    • E. A. Peköz, A. Röllin, and N. Ross, Degree asymptotics with rates for preferential attachment random graphs, Ann. Appl. Probab. 23 (2013), no. 3, 1188-1218. MR-3076682
    • (2013) Ann. Appl. Probab , vol.23 , Issue.3 , pp. 1188-1218
    • Peköz, E.A.1    Röllin, A.2    Ross, N.3
  • 27
    • 85010858438 scopus 로고    scopus 로고
    • Stein's method and the Laplace distribution
    • MR-3283586
    • J. Pike and H. Ren, Stein's method and the Laplace distribution, ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014), no. 1, 571-587. MR-3283586
    • (2014) ALEA Lat. Am. J. Probab. Math. Stat , vol.11 , Issue.1 , pp. 571-587
    • Pike, J.1    Ren, H.2
  • 28
    • 67349131956 scopus 로고    scopus 로고
    • Three general approaches to Stein's method, An introduction to Stein's method
    • Univ. Singap., Singapore Univ. Press, Singapore, MR-2235451
    • G. Reinert, Three general approaches to Stein's method, An introduction to Stein's method, Lect. Notes Ser. Inst. Math. Sci. Natl. Univ. Singap., vol. 4, Singapore Univ. Press, Singapore, 2005, pp. 183-221. MR-2235451
    • (2005) Lect. Notes Ser. Inst. Math. Sci. Natl , vol.4 , pp. 183-221
    • Reinert, G.1
  • 29
    • 49649090689 scopus 로고    scopus 로고
    • A note on the exchangeability condition in Stein's method
    • MR-2453918
    • A. Röllin, A note on the exchangeability condition in Stein's method, Statist. Probab. Lett. 78 (2008), no. 13, 1800-1806. MR-2453918
    • (2008) Statist. Probab. Lett , vol.78 , Issue.13 , pp. 1800-1806
    • Röllin, A.1
  • 30
    • 0035863994 scopus 로고    scopus 로고
    • Orthogonal polynomials in Stein's method
    • MR-1808151
    • W. Schoutens, Orthogonal polynomials in Stein's method, J. Math. Anal. Appl. 253 (2001), no. 2, 515-531. MR-1808151
    • (2001) J. Math. Anal. Appl , vol.253 , Issue.2 , pp. 515-531
    • Schoutens, W.1
  • 31
    • 0000457248 scopus 로고
    • A bound for the error in the normal approximation to the distribution of a sum of dependent random variables
    • (Univ. California, Berkeley, Calif., 1970/1971),Probability theory (Berkeley, Calif.), Univ. California Press MR-0402873
    • C. Stein, A bound for the error in the normal approximation to the distribution of a sum of dependent random variables, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. II: Probability theory (Berkeley, Calif.), Univ. California Press, 1972, pp. 583-602. MR-0402873
    • (1972) Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability , vol.2 , pp. 583-602
    • Stein, C.1
  • 32
    • 0003722779 scopus 로고
    • Institute of Mathematical Statistics Lecture Notes-Monograph Series, Institute of Mathematical Statistics, Hayward, CA, MR-882007
    • C. Stein, Approximate computation of expectations, Institute of Mathematical Statistics Lecture Notes-Monograph Series, 7, Institute of Mathematical Statistics, Hayward, CA, 1986. MR-882007
    • (1986) Approximate computation of expectations , vol.7
    • Stein, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.