An explicit Berry–Esseen bound for Student's t-statistic via Stein's method
2005; Linguagem: Inglês
10.1142/9789812567673_0009
ISSN1793-0758
Autores Tópico(s)Limits and Structures in Graph Theory
ResumoLecture Notes Series, Institute for Mathematical Sciences, National University of SingaporeStein's Method and Applications, pp. 143-155 (2005) No AccessAn explicit Berry–Esseen bound for Student's t-statistic via Stein's methodQi-Man ShaoQi-Man ShaoDepartments of Mathematics and of Statistics and Applied Probability, National University of Singapore, 6 Science Drive 2, Singapore 117543, SingaporeDepartment of Mathematics, University of Oregon, Eugene, OR 97403, USAhttps://doi.org/10.1142/9789812567673_0009Cited by:5 PreviousNext AboutSectionsPDF/EPUB ToolsAdd to favoritesDownload CitationsTrack CitationsRecommend to Library ShareShare onFacebookTwitterLinked InRedditEmail Abstract: Let {Xi, 1 ≤ i ≤ n} be independent random variables with zero means and finite second moments. Bentkus, Bloznelis & Götze (1996) obtained the Berry-Esseen bound for the Student t-statistic with an unspecified absolute constant. In this note we use Stein's method to give a direct proof of the bound with an explicit absolute constant. FiguresReferencesRelatedDetailsCited By 5Stein's Method Meets Computational Statistics: A Review of Some Recent DevelopmentsAndreas Anastasiou, Alessandro Barp, François-Xavier Briol, Bruno Ebner and Robert E. Gaunt et al.1 Feb 2023 | Statistical Science, Vol. 38, No. 1Inference from small and big data sets with error ratesMiklós Csörgő and Masoud M. Nasari1 Jan 2015 | Electronic Journal of Statistics, Vol. 9, No. 1A note on the normal approximation error for randomly weighted self-normalized sumsSiegfried Hörmann and Yvik Swan26 March 2013 | Periodica Mathematica Hungarica, Vol. 67, No. 2Self-normalized limit theorems: A surveyQi-Man Shao and Qiying Wang1 Jan 2013 | Probability Surveys, Vol. 10, No. noneMalliavin Calculus and Self Normalized SumsSolesne Bourguin and Ciprian A. Tudor24 April 2013 Stein's Method and ApplicationsMetrics History PDF download
Referência(s)