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A new method of normal approximation. (English) Zbl 1159.62009

The author uses a new variant of Stein’s method to show that a large class of normal approximation problems reduce to a variance bounding exercise. Examples include quadratic forms, an occupancy problem, coverage processes, and a central limit theorem for nearest-neighbor statistics.

MSC:

62E20 Asymptotic distribution theory in statistics
60F05 Central limit and other weak theorems
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