New error bounds for Laplace approximationviaStein’s method

DOI10.1051/ps/2021012zbMath1482.60036arXiv1911.03574OpenAlexW3173497535MaRDI QIDQ5030233

Robert E. Gaunt

Publication date: 16 February 2022

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.03574

zbMATH Keywords

rate of convergencerandom sumsStein's methodLaplace approximationRayleigh distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (4)

Geometric sums, size biasing and zero biasing ⋮ On Stein factors for Laplace approximation and their application to random sums ⋮ Unnamed Item ⋮ Refined normal approximations for the Student distribution

Uses Software

• DLMF

Cites Work

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