Steins (magic) method

@article{Barbour2014SteinsM,
  title={Steins (magic) method},
  author={A. Barbour and Louis H. Y. Chen},
  journal={arXiv: Probability},
  year={2014}
}
The paper presents a general introduction to the astonishing method for deriving probability approximations that was invented by Charles Stein around 50 years ago. 
Uniform Lattice Estimates
The Stein Method
Approximation Results for Sums of Independent Random Variables.
On perturbations of Stein operator
Approximating conditional distributions
Local Lattice Estimates
Approximations Related to the Sums of $m$-dependent Random Variables
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