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




Related Items

Modeling high-frequency non-homogeneous order flows by compound Cox processesBinary vectors for fast distance and similarity estimationBounds for convergence rate in laws of large numbers for mixed Poisson random sumsOn the normal approximation under some condition for a differential equation of the characteristic functionBounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditionsCriteria for evaluating approximations of count distributionsBerry-Esseen bounds for compound-Poisson loss percentilesA square bias transformation of probability distributions: some properties and applicationsOn the accuracy of approximation of the complex exponential by the first terms of its Taylor expansion and applications to the Fourier-Stieltjes transformOn 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 variablesSimulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximationOn the normal approximation of a binomial random sumA risk model for Forest fires based on asymptotic results for multivariate collective models. Single models and structured families of modelsAsymptotic expansion for the distribution density function of the compound Poisson process in large deviationsOn approximations to the ruin probability for the classical risk processA 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 twoEstimates of the rate of convergence in the limit theorem for negative binomial random sumsEstimating the probability that a given vector is in the convex hull of a random sampleEstimation of vectors similarity by their randomized binary projectionsUnnamed ItemSecond-order asymptotics for quantum hypothesis testingOn the absolute constants in the Berry-Esseen-type inequalitiesPerturbation bounds and truncations for a class of Markovian queuesOn the accuracy of the approximation of the complex exponent by the first terms of its Taylor expansion with applicationsBounds for the Concentration Functions of Random Sums under Relaxed Moment ConditionsAsymptotic Properties of the Approximate Inverse Estimator for Directional DistributionsBest lower bound on the probability of a binomial exceeding its expectationBounds for the accuracy of invalid normal approximationAn improvement of convergence rate estimates in the Lyapunov theoremRisk process approximation with mixingFormation of similarity-reflecting binary vectors with random binary projectionsConvergence Rate Estimates in the Global CLT for Compound Mixed Poisson DistributionsConvergence and inference for mixed Poisson random sumsImplied fractional hazard rates and default risk distributionsSimulations for Karlin random fieldsConvergence Rate of Random Geometric Sum Distributions to the Laplace LawEsseen-Rozovskii type estimates for the rate of convergence in the Lindeberg theoremOn frequency analysis of sequential program code executionOn the normal approximation of a negative binomial random sum



Cites Work


This page was built for publication: An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums