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An application of Stein’s method to limit theorems for pairwise negative quadrant dependent random variables

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Abstract

Stein’s method is used to derive an error in normal approximation for sums of pairwise negative quadrant dependent random variables, but under the assumption of second moment only. This allows us to derive a central limit theorem for pairwise negative quadrant dependent random variables with Lindeberg’s condition.

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Authors and Affiliations

  1. School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou, 310018, People’s Republic of China

    Yun-Xia Li

  2. Zhejiang Local Taxation Bureau, Zhejiang, Hangzhou, 310007, People’s Republic of China

    Jian-Feng Wang

Authors
  1. Yun-Xia Li
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  2. Jian-Feng Wang
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Corresponding author

Correspondence to Yun-Xia Li.

Additional information

Research supported by National Natural Science Foundation of China (no. 10471126).

Research supported by Science Foundation of Zhejiang Provincial Education(no. 20060122)

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Li, YX., Wang, JF. An application of Stein’s method to limit theorems for pairwise negative quadrant dependent random variables. Metrika 67, 1–10 (2008). https://doi.org/10.1007/s00184-006-0118-z

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  • DOI: https://doi.org/10.1007/s00184-006-0118-z

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