Estimating Stein's constants for compound Poisson approximation

DOI10.2307/3318506MaRDI QIDQ1586566zbMATH OpenOpenAlexFDO

Authors Aihua Xia, A. D. Barbour

Publication date 2 May 2001

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3318506

zbMATH Keywords

compound Poisson distributionPoisson approximationStein equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited in

(14)

• Kerstan's method for compound Poisson approximation.
• Wasserstein distance on configuration space
• Compound Poisson approximation: A user's guide
• Estimates of pseudomoments via the Stein-Chen method
• Approximating by convolution of the normal and compound Poisson laws via Stein's method
• Stein's method for conditional compound Poisson approximation
• A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
• A new method for bounding the distance between sums of independent integer-valued random variables
• Exact values and sharp estimates for the total variation distance between binomial and Poisson distributions
• Stein's method for compound geometric approximation
• On magic factors in Stein's method for compound Poisson approximation
• On local estimates and the Stein method
• On Hipp's compound Poisson approximations via concentration functions
• Compound Poisson approximation of subgraph counts in stochastic block models with multiple edges

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