On smoothing properties of compound Poisson distributions

DOI10.1007/BF02341490zbMATH Open0868.60013OpenAlexW4254892440MaRDI QIDQ1925159FDOQ1925159

Vydas Čekanavičius

Publication date: 25 August 1997

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

Full work available at URL: https://doi.org/10.1007/bf02341490

zbMATH Keywords

compound Poissonrandom sum

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites Work

• Title not available (Why is that?)
• Compound Poisson approximation for nonnegative random variables via Stein's method
• Estimates for the closeness of successive convolutions of multidimensional symmetric distributions
• Approximation of mixture of distributions
• Error bounds for the compound Poisson approximation
• Approximation of sums by compound Poisson distributions with respect to stop-loss distances
• Approximation of aggregate claims distributions by compound Poisson distributions
• Approximation with accompanying distributions and asymptotic expansions. I
• Title not available (Why is that?)
• On the Approximation of n-Fold Convolutions of Distributions having Non-Negative Characteristic Functions with Accompanying Laws
• A compound Poisson convergence theorem
• Approximation with accompanying distributions and asymptotic expansions. II
• On the Rate of Approach of the Distributions of Sums of Independent Random Variables to Accompanying Distributions
• 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
• Title not available (Why is that?)
• Two Inequalities for Symmetric Processes and Symmetric Distributions

Cited In (4)

• Refined total variation bounds in the multivariate and compound Poisson approximation
• Compound binomial approximations
• An expansion in the exponent for compound binomial approximations
• Smoothness and Lévy concentration function inequalities for distributions of random diagonal sums

   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 👍 👎

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)