An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
From MaRDI portal
Publication:2866300
DOI10.1080/03461238.2010.485370zbMath1277.60042arXiv0912.2795OpenAlexW3101548766WikidataQ56289013 ScholiaQ56289013MaRDI QIDQ2866300
Irina Shevtsova, V. Yu. Korolev
Publication date: 13 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.2795
central limit theoremBerry-Esseen inequalitymixed Poisson distributionsmoothing inequalityPoisson random sum
Related Items
Modeling high-frequency non-homogeneous order flows by compound Cox processes ⋮ Binary vectors for fast distance and similarity estimation ⋮ Bounds for convergence rate in laws of large numbers for mixed Poisson random sums ⋮ On the normal approximation under some condition for a differential equation of the characteristic function ⋮ Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions ⋮ Criteria for evaluating approximations of count distributions ⋮ Berry-Esseen bounds for compound-Poisson loss percentiles ⋮ A square bias transformation of probability distributions: some properties and applications ⋮ On the accuracy of approximation of the complex exponential by the first terms of its Taylor expansion and applications to the Fourier-Stieltjes transform ⋮ On a bound of the absolute constant in the Berry-Esseen inequality for i.i.d. Bernoulli random variables ⋮ \(L_1\) bounds for asymptotic normality of random sums of independent random variables ⋮ Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation ⋮ On the normal approximation of a binomial random sum ⋮ A risk model for Forest fires based on asymptotic results for multivariate collective models. Single models and structured families of models ⋮ Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations ⋮ On approximations to the ruin probability for the classical risk process ⋮ A refinement of non-uniform estimates of the rate of convergence in the central limit theorem under the existence of moments of orders no higher than two ⋮ Estimates of the rate of convergence in the limit theorem for negative binomial random sums ⋮ Estimating the probability that a given vector is in the convex hull of a random sample ⋮ Estimation of vectors similarity by their randomized binary projections ⋮ Unnamed Item ⋮ Second-order asymptotics for quantum hypothesis testing ⋮ On the absolute constants in the Berry-Esseen-type inequalities ⋮ Perturbation bounds and truncations for a class of Markovian queues ⋮ On the accuracy of the approximation of the complex exponent by the first terms of its Taylor expansion with applications ⋮ Bounds for the Concentration Functions of Random Sums under Relaxed Moment Conditions ⋮ Asymptotic Properties of the Approximate Inverse Estimator for Directional Distributions ⋮ Best lower bound on the probability of a binomial exceeding its expectation ⋮ Bounds for the accuracy of invalid normal approximation ⋮ An improvement of convergence rate estimates in the Lyapunov theorem ⋮ Risk process approximation with mixing ⋮ Formation of similarity-reflecting binary vectors with random binary projections ⋮ Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions ⋮ Convergence and inference for mixed Poisson random sums ⋮ Implied fractional hazard rates and default risk distributions ⋮ Simulations for Karlin random fields ⋮ Convergence Rate of Random Geometric Sum Distributions to the Laplace Law ⋮ Esseen-Rozovskii type estimates for the rate of convergence in the Lindeberg theorem ⋮ On frequency analysis of sequential program code execution ⋮ On the normal approximation of a negative binomial random sum
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The lower asymptotically exact constant in the central limit theorem
- A smoothing inequality
- An improvement of the Berry-Esseen inequalities
- Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums
- On the accuracy of the Gaussian approximation
- Some approximation methods for the distribution of random sums
- Refinement of the upper bound of the constant in the central limit theorem
- Doubly stochastic Poisson processes
- On Berry-Esseen results for the compound Poisson distribution
- On the asymptotical behavior of the constant in the Berry-Esseen inequality
- A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
- On approximations to generalized Poisson distributions
- Stein's method and the zero bias transformation with application to simple random sampling
- On a Poisson-inverse Gaussian distribution
- Refinement of the upper bounds of the constants in Lyapunov's theorem
- Some extremal functions in Fourier analysis
- Weitere Ungleichungen für den absoluten Betrag einer charakteristischen Function
- On the remainder in the central limit theorem
- A note on the central limit theorem for doubly stochastic Poisson processes
- Modern Theory of Summation of Random Variables
- Generalized Poisson Models and their Applications in Insurance and Finance
- The Variance Gamma Process and Option Pricing
- An Absolute Estimate of the Remainder Term in the Central Limit Theorem
- A sharpening of the inequality of Berry-Esseen
- On the Closeness of the Distributions of Two Sums of Independent Random Variables
- Conditional Poisson processes
- Processes with conditional stationary independent increments
- An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality
This page was built for publication: An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums