Approximations to weighted sums of random variables
DOI10.1007/S40840-021-01077-ZzbMATH Open1472.62030OpenAlexW3121491069WikidataQ114218452 ScholiaQ114218452MaRDI QIDQ2045271FDOQ2045271
Authors: Amit N. Kumar 
Publication date: 12 August 2021
Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.14283
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Cites Work
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- Poisson approximation for (k1, k2)-events via the Stein-Chen method
- Poisson approximation for call function via Stein-Chen method
- Poisson perturbations
- Stein's method for comparison of univariate distributions
- Stein's method for conditional compound Poisson approximation
- Stein's method for discrete Gibbs measures
- Symmetric and centered binomial approximation of sums of locally dependent random variables
- Total variation asymptotics for sums of independent integer random variables
- Two-parametric compound binomial approximations.
- Verallgemeinerung eines Satzes von Prochorow und Le Cam
Cited In (10)
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation
- Acknowledgement of priority: ``Weighted averages of random variables and exact weights
- On closeness of two discrete weighted sums
- Bounds on negative binomial approximation to call function
- Strong Approximations of Weighted Sums of Random Variables
- Title not available (Why is no real title available?)
- Symmetric and centered binomial approximation of sums of locally dependent random variables
- Binomial approximation to locally dependent collateralized debt obligations
- Asymptotics for Weighted Random Sums
- Approximations to the distribution of weighted combination of independent probabilities
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