On smoothing properties of compound Poisson distributions
From MaRDI portal
Publication:1925159
The main contributions are estimates of analogs of the uniform Kolmogorov distance and Lévy concentration function of products of terms of the type \((F-E)^k\exp[a(F-E)]\), where products and powers are in the convolution sense, \(F\) is a distribution function and \(E\) is the distribution concentrated at zero. Some applications to sums of a random number of random variables are also given.
Recommendations
- Smoothing effect of compound Poisson approximations to the distributions of weighted sums
- On Hipp's compound Poisson approximations via concentration functions
- Approximation by the Compound Poisson Law
- On compound Poisson approximation for sums of random variables
- On the Minimal Condition of Weak Dependency in the Central Limit Theorem for Stationary Sequences
Cites work
- A compound Poisson convergence theorem
- Approximation of aggregate claims distributions by compound Poisson distributions
- Approximation of mixture of distributions
- Approximation of sums by compound Poisson distributions with respect to stop-loss distances
- Approximation with accompanying distributions and asymptotic expansions. I
- Approximation with accompanying distributions and asymptotic expansions. II
- Compound Poisson approximation for nonnegative random variables via Stein's method
- Error bounds for the compound Poisson approximation
- Estimates for the closeness of successive convolutions of multidimensional symmetric distributions
- scientific article; zbMATH DE number 4076175 (Why is no real title available?)
- scientific article; zbMATH DE number 4107859 (Why is no real title available?)
- scientific article; zbMATH DE number 3069526 (Why is no real title available?)
- On the Accuracy of Approximation of Distributions of Sums of Independent Random Variables—Which are Nonzero with a Small Probability—By Means of Accompanying Laws
- On the Approximation of n-Fold Convolutions of Distributions having Non-Negative Characteristic Functions with Accompanying Laws
- On the Rate of Approach of the Distributions of Sums of Independent Random Variables to Accompanying Distributions
- Two Inequalities for Symmetric Processes and Symmetric Distributions
Cited in
(7)- Smoothing effect of compound Poisson approximations to the distributions of weighted sums
- Compound binomial approximations
- scientific article; zbMATH DE number 1139916 (Why is no real title available?)
- Refined total variation bounds in the multivariate and compound Poisson approximation
- Exponential densities and compound Poisson measures
- Smoothness and Lévy concentration function inequalities for distributions of random diagonal sums
- An expansion in the exponent for compound binomial approximations
This page was built for publication: On smoothing properties of compound Poisson distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1925159)
