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On Stein factors in Stein’s method for normal approximation

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  • Gaunt, Robert E.

Abstract

Building on the rather large literature concerning the regularity of the solution of the standard normal Stein equation, we provide a complete description of the best possible uniform bounds for the derivatives of the solution of the standard normal Stein equation when the test functions belong to the class of real-valued functions whose kth order derivative is Lipschitz.

Suggested Citation

  • Gaunt, Robert E., 2025. "On Stein factors in Stein’s method for normal approximation," Statistics & Probability Letters, Elsevier, vol. 219(C).
  • Handle: RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224003080
    DOI: 10.1016/j.spl.2024.110339
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