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Improved bounds in Stein's method for functions of multivariate normal random vectors - MaRDI portal

Improved bounds in Stein's method for functions of multivariate normal random vectors (Q6204800)

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scientific article; zbMATH DE number 7826607
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Improved bounds in Stein's method for functions of multivariate normal random vectors
scientific article; zbMATH DE number 7826607

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    Improved bounds in Stein's method for functions of multivariate normal random vectors (English)
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    2 April 2024
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    Stein's method
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    functions of multivariate normal random vectors
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    multivariate normal approximation
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    Chi-square approximation
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    rate of convergence
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    power divergence statistic
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