On Hipp's compound Poisson approximations via concentration functions

DOI10.3150/BJ/1120591188zbMath1076.60036OpenAlexW2110170501MaRDI QIDQ2565933

Bero Roos

Publication date: 28 September 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1120591188

zbMATH Keywords

Kolmogorov distancestop-loss distanceKornya-Presman signed measure

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Related Items (12)

Compound Poisson approximation ⋮ A shorter proof of Kanter's Bessel function concentration bound ⋮ On variational bounds in the compound Poisson approximation of the individual risk model ⋮ Rare events and Poisson point processes ⋮ An expansion in the exponent for compound binomial approximations ⋮ Lower-bound estimates for Poisson-type approximations ⋮ On calculation of constants in the Arak inequalities for concentration functions of convolutions of probability distributions ⋮ Compound Poisson approximation to weighted sums of symmetric discrete variables ⋮ Smoothing effect of compound Poisson approximations to the distributions of weighted sums ⋮ Compound binomial approximations ⋮ Poisson type approximations for the Markov binomial distribution ⋮ On Approximating the Individual Risk Model

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