Stein's method for conditional compound Poisson approximation

DOI10.1016/J.SPL.2015.01.033MaRDI QIDQ2348313zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 11 June 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.01.033

zbMATH Keywords

conditional compound Poisson approximationrare eventsStein's method

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• Compound Poisson and signed compound Poisson approximations to the Markov binomial law
• Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains.
• Compound Poisson approximation for Markov chains using Stein's method
• Compound Poisson approximation for nonnegative random variables via Stein's method
• Compound Poisson approximation for the distribution of extremes
• Compound Poisson approximation in total variation
• scientific article; zbMATH DE number 4080508 (Why is no real title available?)
• scientific article; zbMATH DE number 52632 (Why is no real title available?)
• Negative binomial approximation with Stein's method
• On exceedances of high levels
• On negative binomial approximation
• On Stein's method and perturbations
• On the accuracy of multivariate compound Poisson approximation.
• On the limiting distribution of extrema
• On the rate of Poisson convergence
• Poisson perturbations
• Solving the Stein Equation in compound poisson approximation
• Stein's method and birth-death processes
• Stein's method and point process approximation
• Stein's method for compound Poisson approximation: The local approach
• Univariate Discrete Distributions
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing

Cited in

(9)

• Estimating Stein's constants for compound Poisson approximation
• Approximating by convolution of the normal and compound Poisson laws via Stein's method
• Approximations to weighted sums of random variables
• Compound Poisson approximation
• Rare events and Poisson point processes
• On the accuracy of Poisson approximation
• Compound Poisson approximations to sums of extrema of Bernoulli variables
• Approximating dependent rare events
• Stein's method and normal approximation of Poisson functionals

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