Convergence Rate of Random Geometric Sum Distributions to the Laplace Law
From MaRDI portal
Publication:3389452
DOI10.1137/S0040585X97T990290zbMath1466.62258MaRDI QIDQ3389452
Publication date: 10 May 2021
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Stein's methodoptimal estimategeometric random sumanalogue of the Berry-Esseen inequalityconvergence rate to Laplace distributionequilibrium transformzero-bias transform
Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Convergence of probability measures (60B10)
Related Items (2)
Geometric sums, size biasing and zero biasing ⋮ On Stein factors for Laplace approximation and their application to random sums
Cites Work
- Fundamentals of Stein's method
- Stein's method for comparison of univariate distributions
- On the accuracy of the Gaussian approximation
- Bounds on the constant in the mean central limit theorem
- Poisson approximation for dependent trials
- Stein's method and the zero bias transformation with application to simple random sampling
- Total variation error bounds for geometric approximation
- Stein's method for the single server queue in heavy traffic
- Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I
- New rates for exponential approximation and the theorems of Rényi and Yaglom
- Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions
- An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
- Stein's method and the Laplace distribution
- On the accuracy of approximation of the distribution of negative-binomial random sums by the gamma distribution
- Normal Approximation by Stein’s Method
- Modern Theory of Summation of Random Variables
- Modeling asset returns with alternative stable distributions*
- Stein's method for geometric approximation
- Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions
- On the Convergence Rate in Lyapunov's Theorem
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Convergence Rate of Random Geometric Sum Distributions to the Laplace Law
