Stein's method for conditional compound Poisson approximation
DOI10.1016/J.SPL.2015.01.033zbMATH Open1327.60059OpenAlexW2049090397MaRDI QIDQ2348313FDOQ2348313
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
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Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Continuous-time Markov processes on discrete state spaces (60J27)
Cites Work
- Univariate Discrete Distributions
- Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
- Stein's method and point process approximation
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- Solving the Stein Equation in compound poisson approximation
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Cited In (9)
- Compound Poisson approximation
- On the accuracy of Poisson approximation
- Stein's method and normal approximation of Poisson functionals
- Approximating by convolution of the normal and compound Poisson laws via Stein's method
- Approximations to weighted sums of random variables
- Compound Poisson approximations to sums of extrema of Bernoulli variables
- Estimating Stein's constants for compound Poisson approximation
- Approximating dependent rare events
- Rare events and Poisson point processes
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