Abstract
Chapter 12 considers multivariate normal approximation, extending both the size bias and exchangeable pair methods to this setting. In the latter case it is shows how in some instances the exchangeable pair ‘linearity condition’ can be achieved by embedding the problem in a higher dimension. Applications of both methods are applied to problems in random graphs.
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© 2011 Springer-Verlag Berlin Heidelberg
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Chen, L.H.Y., Goldstein, L., Shao, QM. (2011). Multivariate Normal Approximation. In: Normal Approximation by Stein’s Method. Probability and Its Applications. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15007-4_12
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DOI: https://doi.org/10.1007/978-3-642-15007-4_12
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-15006-7
Online ISBN: 978-3-642-15007-4
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