Authors:
- First book that presents a complete self-contained treatment of Stein's method
- Includes many recent applications
- Important reference for researchers and suitable for graduate student seminars
- Includes supplementary material: sn.pub/extras
Part of the book series: Probability and Its Applications (PIA)
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Table of contents (14 chapters)
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Front Matter
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Back Matter
About this book
Reviews
From the reviews:
“This book gives a complete and comprehensive overview of normal approximation using Stein’s method. It serves both as an introductory textbook to graduate students who aim at becoming more familiar with Stein’s method and as a research book taking into account the most recent advances in this area. … To conclude, the authors present in this book the foundations and the main developments of Stein’s method … . The book is very pleasant to read and suitable for both graduate students and experienced researchers.” (Anthony Réveillac, Mathematical Reviews, Issue 2012 b)Authors and Affiliations
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, Mathematics Department, National University of Singapore, Singapore, Singapore
Louis H.Y. Chen
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, Department of Mathematics KAP 108, University of Southern California, Los Angeles, USA
Larry Goldstein
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, Department of Mathematics and Technology, Hong Kong University of Science, Hong Kong, Hong Kong/PR China
Qi-Man Shao
About the authors
Louis Chen’s research interests are in probability and computational biology, focusing largely on Stein’s method. He is well-known for his pioneering work on Poisson approximation. He is an elected Fellow of the Institute of Mathematical Statistics and of the Academy of Sciences for the Developing World. He has also served as Associate Editor of Statistica Sinica and Bernoulli.
Larry Goldstein has studied Stein’s method since 1989, and is a noted researcher in the field. He was elected Fellow of the Institute of Mathematical Statistics in 2003, and serves on the editorial board of Bernoulli.
Qi-Man Shao has been working on limit theory in probability and statistics, especially on self-normalized large and moderate deviations and Stein’s method for normal and non-normal approximation. He is an invited speaker (45 minutes) at the International Congress of Mathematicians 2010. He is an elected Fellow of the Institute of Mathematical Statistics, and has served on the editorial board of The Annals of Statistics and The Annals of Applied Probability.
Bibliographic Information
Book Title: Normal Approximation by Stein’s Method
Authors: Louis H.Y. Chen, Larry Goldstein, Qi-Man Shao
Series Title: Probability and Its Applications
DOI: https://doi.org/10.1007/978-3-642-15007-4
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag GmbH Berlin Heidelberg 2011
Hardcover ISBN: 978-3-642-15006-7Published: 27 October 2010
Softcover ISBN: 978-3-642-26565-5Published: 01 December 2012
eBook ISBN: 978-3-642-15007-4Published: 13 October 2010
Series ISSN: 1431-7028
Edition Number: 1
Number of Pages: XII, 408
Number of Illustrations: 3 b/w illustrations