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...
Main Authors: | , |
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Other Authors: | |
Format: | Journal Article |
Language: | English |
Published: |
2018
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Subjects: | |
Online Access: | https://hdl.handle.net/10356/88783 http://hdl.handle.net/10220/44722 |