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We propose a way of finding a Stein type characterization of a given absolutely continuous distribution $\mu$ on $\R$ which is motivated by a regression property satisfied by an exchangeable pair $(W,W')$ where $\calL(W)$ is supposed or known to be close to $\mu$.
A bound for the error in the normal approximation to the distribution of a sum of dependent random variables
Charles Stein · 1972
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Poisson approximation for dependent trials
Louis H. Y. Chen · 1975
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Approximate computation of expectations
Charles Stein · 1986
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On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted U U -statistics
Yosef Rinott and Vladimir Rotar · 1997
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Sourav Chatterjee and Qi-Man Shao · 2011
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Richard Eden and Juan Viquez · 2012
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L. Goldstein and G. Reinert · 2012
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