Chi-square approximation by Stein's method with application to Pearson's statistic
This paper concerns the development of Stein's method for chi-square approximation and its application to problems in statistics. New bounds for the derivatives of the solution of the gamma Stein equation are obtained. These bounds involve both the shape parameter and the order of the derivativ...
| Main Authors: | , , |
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| Format: | Journal article |
| Published: |
Institute of Mathematical Statistics
2017
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