On the accuracy of multivariate compound Poisson approximation.
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Publication:1423267
DOI10.1016/S0167-7152(02)00422-4zbMath1101.62310OpenAlexW2154853320MaRDI QIDQ1423267
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00422-4
Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20)
Related Items (4)
Compound Poisson approximations for symmetric vectors ⋮ On exceedances of high levels ⋮ Inference for the limiting cluster size distribution of extreme values ⋮ Stein's method for conditional compound Poisson approximation
Cites Work
- Approximation theorems for strongly mixing random variables
- A semigroup approach to Poisson approximation
- Compound Poisson approximation for nonnegative random variables via Stein's method
- Poisson approximation for dependent trials
- On using the first difference in the Stein-Chen method
- Poisson approximation of the number of exceedances of a discrete-time \(\chi ^ 2\)-process
- Limit theorems for the maximum term of a stationary process
- Strong Poisson and mixed approximations of sums of independent random variables in Banach spaces
- Some Elementary Results on Poisson Approximation in a Sequence of Bernoulli Trials
- Compound Poisson approximation for the distribution of extremes
- Poisson approximation for some statistics based on exchangeable trials
- On extreme values in stationary sequences
- On the limiting distribution of extrema
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