Stein approximation for functionals of independent random sequences
We derive Stein approximation bounds for functionals of uniform random variables, using chaos expansions and the Clark-Ocone representation formula combined with derivation and finite difference operators. This approach covers sums and functionals of both continuous and discrete independent random v...
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| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/88783 http://hdl.handle.net/10220/44722 |
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| Institution: | Nanyang Technological University |
| Language: | English |