Abstract
We show that recursive application of the Stein equation reduces uniform and non-uniform local estimates to estimates of the difference operator in total variation. We illustrate our approach by an example of an sth-order signed compound Poisson approximation to the sum of integer-valued random variables.
Citation
Vydas Cekanavicius. "On local estimates and the Stein method." Bernoulli 10 (4) 665 - 683, August 2004. https://doi.org/10.3150/bj/1093265635
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