Kerstan's Method in the Multivariate Poisson Approximation: An Expansion in the Exponent

DOI10.1137/S0040585X97979779MaRDI QIDQ4442918zbMATH OpenFDO

Authors B. Roos

Publication date 21 January 2004

Published in Theory of Probability and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97979779

zbMATH Keywords

expansion in the exponentgeneralized multinomial distributionKerstan's methodmultivariate Poisson approximationtotal variation distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cited in

(14)

• Kerstan's method for compound Poisson approximation.
• On local estimates and the Stein method
• Sharp estimates in signed Poisson approximation of Poisson mixtures
• Compound Poisson approximation
• Lower-bound estimates for Poisson-type approximations
• On Hipp's compound Poisson approximations via concentration functions
• Compound Poisson approximations in \(\ell_p\)-norm for sums of weakly dependent vectors
• Compound Poisson approximations for symmetric vectors
• Infinitely divisible approximations for discrete nonlattice variables
• Metric Multivariate Poisson Approximation of the Generalized Multinomial Distribution
• Compound Poisson approximations for sums of Markov dependent random variables
• Asymptotics in multivariate le Cam's theorem
• Multivariate Hipp-type compound Poisson approximations for lattice distributions. I
• On variational bounds in the compound Poisson approximation of the individual risk model

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