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

DOI10.1134/S1064562410020031MaRDI QIDQ606540zbMATH OpenOpenAlexFDO

Authors 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)

Review text

The paper sharpens the upper bounds for the absolute constant in Berry-Esseen inequality for mixed Poisson random sums (see, e.g., [\textit{R. von Chossy} and \textit{G. Rappl}, Insur. Math. Econ. 2, 251--270 (1983; Zbl 0519.62014)]). Moreover, the results obtained enable to sharpen the estimates for the accuracy of approximation of distributions of negative binomial random sums.

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Cites work

• An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality
• scientific article; zbMATH DE number 5947643 (Why is no real title available?)
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Cited in

(9)

• An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums
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• Berry-Esseen bounds for compound-Poisson loss percentiles
• On the absolute constants in the Berry-Esseen-type inequalities
• The Berry-Esseen bound for the Poisson shot-noise
• 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
• Some improved results on Berry–Esséen bounds for strong mixing random variables and applications
• L₁ bounds for asymptotic normality of random sums of independent random variables

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