Moderate deviations in Poisson approximation: a first attempt

DOI10.5705/SS.2012.203SzbMATH Open1417.60015arXiv1207.1605OpenAlexW2963210954MaRDI QIDQ2864541FDOQ2864541

Authors: Louis H. Y. Chen, Xiao Fang, Q. M. Shao 

Publication date: 25 November 2013

Published in: Statistica Sinica (Search for Journal in Brave)

Abstract: Poisson approximation using Stein's method has been extensively studied in the literature. The main focus has been on bounding the total variation distance. This paper is a first attempt on moderate deviations in Poisson approximation for right-tail probabilities of sums of dependent indicators. We obtain results under certain general conditions for local dependence as well as for size-bias coupling. These results are then applied to independent indicators, 2-runs, and the matching problem.

Full work available at URL: https://arxiv.org/abs/1207.1605

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zbMATH Keywords

Stein's methodmoderate deviationsPoisson approximationlocal dependencesize-bias coupling

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Limit theorems in probability theory (60F99)

Cited In (7)

• Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs
• A refined Cramér-type moderate deviation for sums of local statistics
• Centered Poisson approximation via Stein's method
• ON MODERATE DEVIATIONS FOR COUNT DATA AND GAMMA APPROXIMATION
• On large deviations for sums of discrete m-dependent random variables
• On moderate deviations in Poisson approximation
• Cramér-type moderate deviation of normal approximation for unbounded exchangeable pairs

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