Moderate deviations in Poisson approximation: a first attempt

DOI10.5705/SS.2012.203SMaRDI QIDQ2864541zbMATH OpenOpenAlexFDO

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

Publication date 25 November 2013

Published in Statistica Sinica (Search for Journal in Brave)

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

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)

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.

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Cited in

(8)

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

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