[Abridged] We seek approximations to the cosmic shear covariance that are as easy to use as the common approximations based on normal statistics, but yield more accurate covariance matrices and ...

In this paper we show that binormal operators have nearest normal approximants. In fact, we exhibit nearest normals to such operators and, as a corollary, show that the hermitian part of a binormal ...

Abstract: This paper shows that, under the average error probability formalism, the third-order term in the normal approximation for the additive white Gaussian noise ...

The Annals of Statistics, Vol. 49, No. 4, Memorial issue for Charles Stein (August 2021), pp. 1850-1863 (14 pages) This paper is a short exposition of Stein’s method of normal approximation from my ...

Abstract: We have recently proposed a general approach for approximating the power sum of log-normal random variables (RVs) by using the Pearson system of distributions, and then used it for ...

Stein's method has emerged as a powerful and versatile tool in probability theory for deriving error bounds in distributional approximations. Originally developed to ...