Ask a Question

Prefer a chat interface with context about you and your work?

On Stein’s method for multivariate normal approximation

On Stein’s method for multivariate normal approximation

<!-- *** Custom HTML *** --> The purpose of this paper is to synthesize the approaches taken by Chatterjee-Meckes and Reinert-Röllin in adapting Stein's method of exchangeable pairs for multivariate normal approximation. The more general linear regression condition of Reinert-Röllin allows for wider applicability of the method, while the method …