Stein's method for normal approximation

@inproceedings{Chen2005SteinsMF,
  title={Stein's method for normal approximation},
  author={Louis H. Y. Chen and Qi-Man Shao},
  year={2005}
}
Stein’s method originated in 1972 in a paper in the Proceedings of the Sixth Berkeley Symposium. In that paper, he introduced the method in order to determine the accuracy of the normal approximation to the distribution of a sum of dependent random variables satisfying a mixing condition. Since then, many developments have taken place, both in extending the method beyond normal approximation and in applying the method to problems in other areas. In these lecture notes, we focus on univariate… 

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References

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