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arXiv · 2410.05475

On Stein factors in Stein's method for normal approximation

Robert E. Gaunt
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Abstract

Building on the rather large literature concerning the regularity of the solution of the standard normal Stein equation, we provide a complete description of the best possible uniform bounds for the derivatives of the solution of the standard normal Stein equation when the test functions belong to the class of real-valued functions whose $k$-th order derivative is Lipschitz.

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Robert E. Gaunt. 2024-10-07. On Stein factors in Stein's method for normal approximation. https://arxiv.org/abs/2410.05475

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