CLT-related large deviation bounds based on Stein's method

Authors
Rai., Martin
Citation
Rai., Martin, CLT-related large deviation bounds based on Stein's method, Advances in applied probability , 39(2), 2007, pp. 731-752
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
39
Issue
2
Year of publication
2007
Pages
731 - 752
Database
ACNP
SICI code
Abstract
Large deviation estimates are derived for sums of random variables with certain dependence structures, including finite population statistics and random graphs. The argument is based on Stein's method, but with a novel modification of Stein's equation inspired by the Cramér transform.