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Mathematics - Probability Theory and Stochastic Processes | Normal Approximation by Stein’s Method (Authors and Editors)

Normal Approximation by Stein’s Method

Chen, Louis H.Y., Goldstein, Larry, Shao, Qi-Man

2011, XII, 408 p.

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Louis Chen’s research interests are in probability and computational biology, focusing largely on Stein’s method. He is well-known for his pioneering work on Poisson approximation. He is an elected Fellow of the Institute of Mathematical Statistics and of the Academy of Sciences for the Developing World. He has also served as Associate Editor of Statistica Sinica and Bernoulli.

Larry Goldstein has studied Stein’s method since 1989, and is a noted researcher in the field. He was elected Fellow of the Institute of Mathematical Statistics in 2003, and serves on the editorial board of Bernoulli.

Qi-Man Shao has been working on limit theory in probability and statistics, especially on self-normalized large and moderate deviations and Stein’s method for normal and non-normal approximation. He is an invited speaker (45 minutes) at the International Congress of Mathematicians 2010. He is an elected Fellow of the Institute of Mathematical Statistics, and has served on the editorial board of The Annals of Statistics and The Annals of Applied Probability.

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    Normal Approximation by Stein’s Method

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    Chen, Louis H.Y., Goldstein, Larry, Shao, Qi-Man 2011

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    Monte Carlo Methods in Bayesian Computation

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