Compound Poisson approximations in _p-norm for sums of weakly dependent vectors
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Publication:2664538
Abstract: The distribution of the sum of 1-dependent lattice vectors with supports on coordinate axes is approximated by a multivariate compound Poisson distribution and by signed compound Poisson measure. The local and -norms are used to obtain the error bounds. The Heinrich method is used for the proofs.
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Cited in
(5)- Compound Poisson approximations for symmetric vectors
- Compound Poisson approximations for sums of 1-dependent random variables. II
- Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics
- Binomial approximation to locally dependent collateralized debt obligations
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