Cramér-type moderate deviation theorems for nonnormal approximation

نویسندگان

چکیده

A Cramér-type moderate deviation theorem quantifies the relative error of tail probability approximation. It provides a criterion whether limiting can be used to estimate under study. Chen, Fang and Shao (2013) obtained general result using Stein’s method when was normal distribution. In this paper, theorems are established for nonnormal approximation Stein identity, which is satisfied via exchangeable pair approach coupling. particular, Curie–Weiss model imitative monomer-dimer mean-field model.

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ژورنال

عنوان ژورنال: Annals of Applied Probability

سال: 2021

ISSN: ['1050-5164', '2168-8737']

DOI: https://doi.org/10.1214/20-aap1589