On Compound Poisson Approximations Under Moment Restrictions

DOI10.1137/S0040585X97977343zbMATH Open0958.60010MaRDI QIDQ4510000FDOQ4510000

Authors: Vydas Čekanavičius 

Publication date: 19 October 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

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zbMATH Keywords

compound Poisson distributionuniform distanceuniform Kolmogorov theorem

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (8)

• Title not available (Why is that?)
• Infinitely divisible approximations for discrete nonlattice variables
• Compound Poisson approximation
• On Stein's method for infinitely divisible laws with finite first moment
• On Poisson approximation
• Error bounds for the compound Poisson approximation
• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
• Approximation of convolutions of probability distributions by infinitely divisible laws in case of weakened moment constraints

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