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Stein’s Method: Some Perspectives with Applications

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Probability Towards 2000

Part of the book series: Lecture Notes in Statistics ((LNS,volume 128))

Abstract

This paper presents Stein’s method from both a concrete and an abstract point of view. A proof of the Berry-Esseen theorem using the method is given. Two approaches to the construction of Stein identities are discussed: the antisymmetric function approach and an L2 space approach. A brief history of the developments of Stein’s method and some possible prospects are also mentioned.

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Author information

Authors and Affiliations

  1. Department of Mathematics, National University of Singapore, Lower Kent Ridge Road, 119260, Singapore, Republic of Singapore

    Louis H. Y. Chen

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  1. Louis H. Y. Chen
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Editors and Affiliations

  1. Centro Vito Volterra, Universita degli Studi di Roma Tor Vergata, Via della Ricerca Scientifica, 00133, Roma, Italy

    L. Accardi

  2. Department of Statistics, Columbia University, 2990 Broadway Mail Code 4403, 10027, New York, NY, USA

    C. C. Heyde

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© 1998 Springer-Verlag New York, Inc.

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Chen, L.H.Y. (1998). Stein’s Method: Some Perspectives with Applications. In: Accardi, L., Heyde, C.C. (eds) Probability Towards 2000. Lecture Notes in Statistics, vol 128. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2224-8_6

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  • DOI: https://doi.org/10.1007/978-1-4612-2224-8_6

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-98458-2

  • Online ISBN: 978-1-4612-2224-8

  • eBook Packages: Springer Book Archive

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