On magic factors in Stein's method for compound Poisson approximation

DOI10.1214/17-ECP101zbMath1482.62040arXiv1706.09642OpenAlexW2962694689MaRDI QIDQ1689830

Fraser Daly

Publication date: 18 January 2018

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

Full work available at URL: https://arxiv.org/abs/1706.09642

zbMATH Keywords

reliabilityStein's methodKolmogorov distancecompound Poisson approximationruns

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Reliability and life testing (62N05)

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Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances ⋮ Compound Poisson approximation of subgraph counts in stochastic block models with multiple edges

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