Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums

DOI10.1134/S1064562410020031zbMath1226.60035OpenAlexW2085318679MaRDI QIDQ606540

I. G. Shevtsova, V. Yu. Korolev

Publication date: 17 November 2010

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562410020031

zbMATH Keywords

Berry-Esseen inequalitymixed Poisson random sum

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (6)

Berry-Esseen bounds for compound-Poisson loss percentiles ⋮ \(L_1\) bounds for asymptotic normality of random sums of independent random variables ⋮ On the absolute constants in the Berry-Esseen-type inequalities ⋮ On the accuracy of the approximation of the complex exponent by the first terms of its Taylor expansion with applications ⋮ Tempered stable distributions and processes ⋮ An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums

Cites Work

• Some approximation methods for the distribution of random sums
• On Berry-Esseen results for the compound Poisson distribution
• On approximations to generalized Poisson distributions
• An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality
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