The Annals of Statistics, Vol. 49, No. 4, Memorial issue for Charles Stein (August 2021), pp. 1850-1863 (14 pages) This paper is a short exposition of Stein’s method of normal approximation from my ...
Stein's method has emerged as a powerful and versatile tool in probability theory for deriving error bounds in distributional approximations. Originally developed to ...
Sankhyā: The Indian Journal of Statistics, Series A (2008-), Vol. 75, No. 1 (February 2013), pp. 118-138 (21 pages) Let X, Y and Z be three independent random variables from three different ...