Refined total variation bounds in the multivariate and compound Poisson approximation
From MaRDI portal
(Redirected from Publication:5346027)
Abstract: We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better structure than those from the literature. A numerical example illustrates the usefulness of the bounds, and an application in the Poisson process approximation is given. The proofs use arguments from Kerstan (Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 2 (1964) 173-179) and Roos (J. Multivariate Anal. 69 (1999) 120-134) in combination with new smoothness inequalities, which could be of independent interest.
Recommendations
Cites work
- A course on point processes
- A Note on Dobrushin's Theorem and Couplings in Poisson Approximation in Abelian Groups
- A semigroup approach to Poisson approximation
- A unification of some approaches to Poisson approximation
- An approximation theorem for convolutions of probability measures
- An approximation theorem for the Poisson binomial distribution
- An expansion in the exponent for compound binomial approximations
- Approximation durch Poissonsche Prozesse
- Asymptotics and sharp bounds in the Poisson approximation to the Poisson-binomial distribution
- Compound Poisson approximation for unbounded functions on a group, with application to large deviations
- Compound Poisson approximation to convolutions of compound negative binomial variables
- Compound Poisson approximations for symmetric vectors
- scientific article; zbMATH DE number 3980131 (Why is no real title available?)
- scientific article; zbMATH DE number 4040911 (Why is no real title available?)
- scientific article; zbMATH DE number 4080508 (Why is no real title available?)
- scientific article; zbMATH DE number 3181531 (Why is no real title available?)
- scientific article; zbMATH DE number 52632 (Why is no real title available?)
- scientific article; zbMATH DE number 194102 (Why is no real title available?)
- scientific article; zbMATH DE number 3595945 (Why is no real title available?)
- scientific article; zbMATH DE number 3605240 (Why is no real title available?)
- scientific article; zbMATH DE number 724260 (Why is no real title available?)
- scientific article; zbMATH DE number 3226595 (Why is no real title available?)
- Metric Multivariate Poisson Approximation of the Generalized Multinomial Distribution
- On smoothing properties of compound Poisson distributions
- On the poisson approximation to the multinomial distribution
- On the rate of multivariate Poisson convergence
- On the rate of Poisson convergence
- On variational bounds in the compound Poisson approximation of the individual risk model
- Poisson approximation for dependent trials
- Poisson approximation of multivariate Poisson mixtures
- Poisson approximations of multinomial distributions and point processes
- Sharp constants in the Poisson approximation
- Variationsabstand zwischen der Verteilung einer Summe unabhängiger nichtnegativer ganzzahliger Zufallsgrößen und Poissonschen Verteilungen
- Verallgemeinerung eines Satzes von Prochorow und Le Cam
- Verallgemeinerung eines Satzes von PROCHOROW und LE CAM auf zufällige Vektoren
Cited in
(9)- Improved bounds for approximations to compound distributions
- Compound Poisson approximation
- Improved lower bounds on the total variation distance for the Poisson approximation
- Compound Poisson approximations in \(\ell_p\)-norm for sums of weakly dependent vectors
- Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics
- Smoothness and Lévy concentration function inequalities for distributions of random diagonal sums
- Asymptotics in multivariate le Cam's theorem
- Multivariate Hipp-type compound Poisson approximations for lattice distributions. I
- On variational bounds in the compound Poisson approximation of the individual risk model
This page was built for publication: Refined total variation bounds in the multivariate and compound Poisson approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5346027)
