• Corpus ID: 8815805

MULTIVARIATE NORMAL APPROXIMATION USING EXCHANGEABLE PAIRS

@article{Chatterjee2007MULTIVARIATENA,
  title={MULTIVARIATE NORMAL APPROXIMATION USING EXCHANGEABLE PAIRS},
  author={Sourav Chatterjee and Elizabeth S. Meckes},
  journal={arXiv: Probability},
  year={2007}
}
Since the introduction of Stein's method in the early 1970s, much research has been done in extending and strengthening it; however, there does not exist a version of Stein's original method of exchangeable pairs for multivariate normal approximation. The aim of this article is to fill this void. We present three abstract normal approximation theorems using exchangeable pairs in multivariate contexts, one for situations in which the underlying symmetries are discrete, and real and complex… 

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