Compound Poisson approximation with association or negative association via Stein's method

DOI10.1214/ECP.V18-2751zbMATH Open1296.62037OpenAlexW2013333054MaRDI QIDQ742993FDOQ742993

Authors: Fraser Daly 

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ecp.v18-2751

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zbMATH Keywords

Stein's methodextremesrunscompound Poisson approximation(negative) associationurn model with overflow

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (9)

• Compound Poisson approximation for nonnegative random variables via Stein's method
• Normal approximation for associated point processes via Stein's method with applications to determinantal point processes
• Compound Poisson approximation
• Infinitely divisible approximations for sums of \(m\)-dependent random variables
• Compound Poisson Approximation for Dissociated Random Variables via Stein's Method
• Stein's method for negatively associated random variables with applications to second-order stationary random fields
• Compound Poisson approximations to sums of extrema of Bernoulli variables
• On magic factors in Stein's method for compound Poisson approximation
• Relaxation of monotone coupling conditions: Poisson approximation and beyond

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