Approximating by convolution of the normal and compound Poisson laws via Stein's method

DOI10.1007/S10986-018-9392-5MaRDI QIDQ1795401zbMATH OpenOpenAlexWikidataFDO

Authors Vydas Čekanavičius, P. Vellaisamy

Publication date 16 October 2018

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-018-9392-5

zbMATH Keywords

compound Poissonconvolutionnormal distributionperturbationStein's method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20)

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Cites work

• An Introduction to Stein's Method
• Approximating dependent rare events
• Asymptotic expansions in the Poisson limit theorem
• Characterizations of GIG laws: a survey
• Compound Poisson approximation for nonnegative random variables via Stein's method
• Fundamentals of Stein's method
• scientific article; zbMATH DE number 4078402 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Normal Approximation by Stein’s Method
• On Stein operators for discrete approximations
• On Stein's identity and its applications
• On Stein's method and perturbations
• Poisson perturbations
• Stein's density approach and information inequalities
• Stein's method for comparison of univariate distributions
• Stein's method for conditional compound Poisson approximation
• Total variation asymptotics for sums of independent integer random variables

Cited in

(4)

• A Poisson approximation for the Dirichlet law, the Ewens sampling formula and the Griffiths-Engen-McCloskey law by the Stein-Chen coupling method
• Estimating Stein's constants for compound Poisson approximation
• Approximations related to tempered stable distributions
• Stein's method and normal approximation of Poisson functionals

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