Cram\'er-type moderate deviation of normal approximation for unbounded exchangeable pairs

DOI10.3150/21-BEJ1457arXiv1901.09526MaRDI QIDQ6313148

Publication date: 28 January 2019

Abstract: In Stein's method, the exchangeable pair approach is commonly used to estimate the approximation errors in normal approximation. In this paper, we establish a Cram'er-type moderate deviation theorem of normal approximation for unbounded exchangeable pairs. As applications, Cram'er-type moderate deviation theorems for the sums of local statistics and general Curie--Weiss model are obtained.

Mathematics Subject Classification ID

Equilibrium statistical mechanics (82Bxx) Special processes (60Kxx) Statistical distribution theory (62Exx)

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