Cram\'er-type moderate deviation of normal approximation for unbounded exchangeable pairs

Zhuo-Song Zhang

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arXiv · 1901.09526

Cram\'er-type moderate deviation of normal approximation for unbounded exchangeable pairs

Zhuo-Song Zhang

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Abstract

In Stein's method, the exchangeable pair approach is commonly used to estimate the approximation errors in normal approximation. In this paper, we establish a Cram\'er-type moderate deviation theorem of normal approximation for unbounded exchangeable pairs. As applications, Cram\'er-type moderate deviation theorems for the sums of local statistics and general Curie--Weiss model are obtained.

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Zhuo-Song Zhang. 2019-01-28. Cram\'er-type moderate deviation of normal approximation for unbounded exchangeable pairs. https://arxiv.org/abs/1901.09526

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