Compound Poisson approximation in total variation

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)

zbMATH Keywords

total variation; Stein's method; compound Poisson distribution

Mathematics Subject Classification ID

62E17: Approximations to statistical distributions (nonasymptotic)

Related Items

Poisson perturbations, Approximating dependent rare events, 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., Remarks on compound Poisson approximation of Gaussian random sequences, Total variation asymptotics for sums of independent integer random variables, Compound Poisson process approximation., Compound Poisson approximation: A user's guide, A large sample property in approximating the superposition of i.i.d. finite point processes, 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