On Hipp's compound Poisson approximations via concentration functions (Q2565933): Difference between revisions

The author considers the compound Poisson approximation of the distribution of the sum of independent but not necessarily identically distributed random variables. The author refines \textit{C. Hipp}'s approach [Insur. Math. Econ. 4, 227--232 (1985; Zbl 0598.62139) and ASTIN Bull. 16, 89--100 (1986)] to obtain estimates of the Kolmogorov and stop-loss distances. In particular, he provides smaller constants in bounds. Also the author (1) reduces the constant in the bound for concentration functions of compound Poisson distributions given by \textit{L. Le Cam} [``Asymptotic methods in statistical decision theory'' (1986; Zbl 0605.62002)]; and (2) obtains under the assumption that the summands are identically distributed a smaller constant in concentration functions bound for sums of independent random variables due to \textit{H. Kesten} [Math. Scand. 25, 133-144 (1969; Zbl 0218.60035)].