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Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs (1901.09526v2)
Published 28 Jan 2019 in math.PR
Abstract: In Stein's method, the exchangeable pair approach is commonly used to estimate the approximation errors in normal approximation. In this paper, we establish a Cram\'er-type moderate deviation theorem of normal approximation for unbounded exchangeable pairs. As applications, Cram\'er-type moderate deviation theorems for the sums of local statistics and general Curie--Weiss model are obtained.