Afendras G., Papadatos N., Papathanasiou V. An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds. Bernoulli 2011, 17(2):507-529.
Chatterjee S., Shao Q.-M. Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model. Ann. Appl. Probab. 2011, 21(2):464-483.
Chen L.H.Y., Goldstein L., Shao Q.-M. Normal Approximation by Stein's Method. Probability and its Applications (New York) 2011, Springer, Heidelberg.
Franceschetti M., Meester R. Critical node lifetimes in random networks via the Chen-Stein method. IEEE/ACM Trans. Netw. (TON) 2006, 14(SI):2831-2837.
Gaunt, R.E., Pickett, A., Reinert, G., 2015. Chi-square approximation by Stein's method with application to Pearson's statistic. arXiv Preprint. arxiv:1507.01707.
Goldstein L., Reinert G. Stein's method for the Beta distribution and the Pólya-Eggenberger urn. J. Appl. Probab. 2013, 50(4):1187-1205.
Kusuoka, S., Tudor, C.A., 2013. Extension of the fourth moment theorem to invariant measures of diffusions. Preprint. arxiv:1310.3785.
Ley, C., Reinert, G., Swan, Y., 2014. Approximate computation of expectations: a canonical Stein operator. arXiv Preprint. arxiv:1408.2998.
Ley C., Swan Y. Stein's density approach and information inequalities. Electron. Comm. Probab. 2013, 18(7):1-14.
Ley C., Swan Y. Parametric Stein operators and variance bounds. Braz. J. Probab. Stat. 2016, (in press).
Mackey L., Jordan M.I., Chen R.Y., Farrell B., Tropp J.A. Matrix concentration inequalities via the method of exchangeable pairs. Ann. Probab. 2014, 42(3):906-945.
McKeague I.W., Levin B. Convergence of empirical distributions in an interpretation of quantum mechanics. Ann. Appl. Probab. 2015, (in press).
Ross N. Fundamentals of Stein's method. Probab. Surv. 2011, 8:210-293.
Stein C. A bound for the error in the normal approximation to the distribution of a sum of dependent random variables. Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. II: Probability Theory 1972, 583-602. Univ. California Press, Berkeley, Calif.
Stein C. Approximate Computation of Expectations. Institute of Mathematical Statistics Lecture Notes-Monograph Series 1986, vol. 7. Institute of Mathematical Statistics, Hayward, CA.
