On Stein's method, smoothing estimates in total variation distance and mixture distributions

DOI10.1016/J.JSPI.2011.01.004MaRDI QIDQ2431564zbMATH OpenOpenAlexFDO

Authors Fraser Daly

Publication date 15 April 2011

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2011.01.004

zbMATH Keywords

compound Poisson approximationmixed Poisson distributionmixed binomial distributiontranslated Poisson approximationPólya distribution

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Recommendations

• On Stein's method and point process approximation
• Stein factor bounds for random variables
• Integro-differential inequalities and the Poisson approximation
• On using the first difference in the Stein-Chen method
• Multivariate approximation in total variation. I: Equilibrium distributions of Markov jump processes

Cites work

• scientific article; zbMATH DE number 4028497 (Why is no real title available?)
• scientific article; zbMATH DE number 4104086 (Why is no real title available?)
• scientific article; zbMATH DE number 52632 (Why is no real title available?)
• scientific article; zbMATH DE number 3514749 (Why is no real title available?)
• An Introduction to Stein's Method
• Exact norms of a Stein-type operator and associated stochastic orderings
• Improvements in the Poisson approximation of mixed Poisson distributions
• Negative binomial approximation with Stein's method
• Poisson perturbations
• Sharp estimates in signed Poisson approximation of Poisson mixtures
• Signed binomial approximation of binomial mixtures via differential calculus for linear opera\-tors
• Stein's method and birth-death processes
• Total variation asymptotics for sums of independent integer random variables

Cited in

(4)

• Distances between distributions via Stein's method
• On Stein's method for stochastically monotone single-birth chains
• Negative dependence and stochastic orderings
• Bounds in total variation distance for discrete-time processes on the sequence space

This page was built for publication: On Stein's method, smoothing estimates in total variation distance and mixture distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2431564)