Compound Poisson approximation in total variation
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Publication:1613606
DOI10.1016/S0304-4149(99)00004-6zbMath0991.62008MaRDI QIDQ1613606
Sergey Utev, Andrew David Barbour
Publication date: 29 August 2002
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Related Items (14)
Total variation asymptotics for sums of independent integer random variables ⋮ Compound Poisson process approximation. ⋮ Compound Poisson approximation: A user's guide ⋮ Remarks on compound Poisson approximation of Gaussian random sequences ⋮ Compound Poisson approximation ⋮ Poisson perturbations ⋮ Approximating dependent rare events ⋮ A large sample property in approximating the superposition of i.i.d. finite point processes ⋮ On the asymptotics of locally dependent point processes ⋮ A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables ⋮ Kerstan's method for compound Poisson approximation. ⋮ Impossible inference in econometrics: theory and applications ⋮ Poisson approximation ⋮ Stein's method for conditional compound Poisson approximation
Cites Work
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- Probability approximations via the Poisson clumping heuristic
- Compound Poisson approximation for nonnegative random variables via Stein's method
- Stein's method for compound Poisson approximation: The local approach
- Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
- Solving the Stein Equation in compound poisson approximation
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