Zero bias transformation and asymptotic expansions

Ying Jiao

Annales de l'I.H.P. Probabilités et statistiques (2012)

  • Volume: 48, Issue: 1, page 258-281
  • ISSN: 0246-0203

Abstract

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Let Wbe a sum of independent random variables. We apply the zero bias transformation to deduce recursive asymptotic expansions for 𝔼 [ h ( W ) ] in terms of normal expectations, or of Poisson expectations for integer-valued random variables. We also discuss the estimates of remaining errors.

How to cite

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Jiao, Ying. "Zero bias transformation and asymptotic expansions." Annales de l'I.H.P. Probabilités et statistiques 48.1 (2012): 258-281. <http://eudml.org/doc/271958>.

@article{Jiao2012,
abstract = {Let Wbe a sum of independent random variables. We apply the zero bias transformation to deduce recursive asymptotic expansions for $\mathbb \{E\}[h(W)]$ in terms of normal expectations, or of Poisson expectations for integer-valued random variables. We also discuss the estimates of remaining errors.},
author = {Jiao, Ying},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {normal and Poisson approximations; zero bias transformation; Stein’s method; reverse Taylor formula; concentration inequality; Stein's method},
language = {eng},
number = {1},
pages = {258-281},
publisher = {Gauthier-Villars},
title = {Zero bias transformation and asymptotic expansions},
url = {http://eudml.org/doc/271958},
volume = {48},
year = {2012},
}

TY - JOUR
AU - Jiao, Ying
TI - Zero bias transformation and asymptotic expansions
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2012
PB - Gauthier-Villars
VL - 48
IS - 1
SP - 258
EP - 281
AB - Let Wbe a sum of independent random variables. We apply the zero bias transformation to deduce recursive asymptotic expansions for $\mathbb {E}[h(W)]$ in terms of normal expectations, or of Poisson expectations for integer-valued random variables. We also discuss the estimates of remaining errors.
LA - eng
KW - normal and Poisson approximations; zero bias transformation; Stein’s method; reverse Taylor formula; concentration inequality; Stein's method
UR - http://eudml.org/doc/271958
ER -

References

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