On Compound Poisson Approximations Under Moment Restrictions

DOI10.1137/S0040585X97977343MaRDI QIDQ4510000zbMATH OpenFDO

Authors Vydas Čekanavičius

Publication date 19 October 2000

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

Full work available at URL https://doi.org/10.1137/S0040585X97977343

zbMATH Keywords

compound Poisson distributionuniform distanceuniform Kolmogorov theorem

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17)

Recommendations

• Compound Poisson approximation theorem
• scientific article; zbMATH DE number 16748
• Infinitely divisible approximations for discrete nonlattice variables
• scientific article; zbMATH DE number 1001919
• On Hipp's compound Poisson approximations via concentration functions

Cited in

(9)

• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
• Compound Poisson approximation
• scientific article; zbMATH DE number 4211175 (Why is no real title available?)
• Approximation of convolutions of probability distributions by infinitely divisible laws in case of weakened moment constraints
• Infinitely divisible approximations for discrete nonlattice variables
• On Stein's method for infinitely divisible laws with finite first moment
• On Poisson approximation
• On the accuracy of infinitely divisible approximation of n-fold convolutions of probability distributions
• Error bounds for the compound Poisson approximation

This page was built for publication: On Compound Poisson Approximations Under Moment Restrictions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4510000)