An application of Stein’s method to limit theorems for pairwise negative quadrant dependent random variables
| Year of publication: |
2008
|
|---|---|
| Authors: | Li, Yun-Xia ; Wang, Jian-Feng |
| Published in: |
Metrika. - Springer. - Vol. 67.2008, 1, p. 1-10
|
| Publisher: |
Springer |
| Subject: | Stein’s method | Pairwise negative quadrant dependence | Normal approximation | Central limit theorem |
-
Quantitative Breuer-Major Theorems
Nourdin, Ivan, (2010)
-
Stein’s method and zero bias transformation for CDO tranche pricing
Karoui, N. El, (2009)
-
Robust estimation with many instruments
Sølvsten, Mikkel, (2020)
- More ...
-
An almost sure central limit theorem for products of sums under association
Li, Yun-Xia, (2008)
-
Asymptotic distribution for products of sums under dependence
Li, Yun-Xia, (2007)
-
Li, Yun-Xia, (2009)
- More ...