On multivariate Le Cam theorem and compound Poisson measures

DOI10.1016/0167-7152(95)00079-8zbMath0865.60015OpenAlexW1981919403MaRDI QIDQ1916225

Vydas Čekanavičius

Publication date: 1 September 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00079-8

zbMATH Keywords

compound Poisson distributionsigned compound Poisson measures

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Compound Poisson approximation ⋮ Poisson approximations for sequences of random variables ⋮ Approximation of a sample by a Poisson point process

Uses Software

• ASYMPT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Approximation of distributions of integer-valued additive functions by discrete charges. II
• Precision of approximation of the generalized binomial distribution by convolutions of Poisson measures
• Approximations of distributions of sums of lattice random variables. I
• Approximation by generalized measures of Poisson type
• A compound Poisson convergence theorem
• Approximation of mixture of distributions
• Compound Poisson approximation for nonnegative random variables via Stein's method
• On asymptotic expansions in the first uniform Kolmogorov theorem
• Approximation of Binomial Distributions by Infinitely Divisible Ones
• Approximation of sums by compound Poisson distributions with respect to stop-loss distances
• On the Uniform Approximation of Distributions of Sums of Independent Random Variables
• On a Multidimensional Version of the Kolmogorov Uniform Limit Theorem

This page was built for publication: On multivariate Le Cam theorem and compound Poisson measures