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Abstract Details
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Activity Number:
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50
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Type:
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Invited
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Date/Time:
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Sunday, July 31, 2011 : 4:00 PM to 5:50 PM
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Sponsor:
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IMS
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| Abstract - #300176 |
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Title:
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Stein's Method for Normal and Non-Normal Approximation
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Author(s):
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Qi-Man Shao*+
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Companies:
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Hong Kong University of Science and Technology
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Address:
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, , ,
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Keywords:
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Stein method ;
normal approximation ;
nonnormal approximation ;
Berry-Esseen bound ;
Curie-Weiss model
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Abstract:
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In contrast to the classical Fourier transform, Stein's method is a powerful tool in estimating accuracy of various probability approximations. It works not only for independent random variables, but also for dependent variables. It works for normal approximation and also for non-normal approximation. In this talk, we shall first give a brief survey on the Stein method for normal and non-normal approximation and then focus on randomized concentration approach to derive Berry-Esseen bounds and Cramer moderate deviations for Studentized non-linear statistics. Application to Curie-Weiss model and other models in statistical mechanics will also be discussed.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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