Poisson approximation of multivariate Poisson mixtures

DOI10.1239/JAP/1053003550MaRDI QIDQ4435680zbMATH OpenOpenAlexFDO

Authors B. Roos

Publication date 17 November 2003

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1053003550

zbMATH Keywords

total variation distancerisk theorymultivariate Poisson approximationgeneralized compound mixed Poisson distributiongeneralized negative multinomial distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited in

(32)

• Stochastic convexity of the Poisson mixture model
• Compound Poisson approximation to convolutions of compound negative binomial variables
• Reconstruction of multidimensional distribution with Poisson components
• Sharp estimates in signed Poisson approximation of Poisson mixtures
• Improvements in the Poisson approximation of mixed Poisson distributions
• Poisson approximations of multinomial distributions and point processes
• Variational inference for probabilistic Poisson PCA
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• Erlang mixture modeling for Poisson process intensities
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