Kerstan's Method in the Multivariate Poisson Approximation: An Expansion in the Exponent

DOI10.1137/S0040585X97979779zbMath1033.60029MaRDI QIDQ4442918

Bero Roos

Publication date: 21 January 2004

Published in: Theory of Probability and Its Applications (Search for Journal in Brave)

zbMATH Keywords

total variation distancemultivariate Poisson approximationexpansion in the exponentgeneralized multinomial distributionKerstan's method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (9)

Compound Poisson approximation ⋮ Compound Poisson approximations in \(\ell_p\)-norm for sums of weakly dependent vectors ⋮ On variational bounds in the compound Poisson approximation of the individual risk model ⋮ Compound Poisson approximations for symmetric vectors ⋮ Lower-bound estimates for Poisson-type approximations ⋮ On local estimates and the Stein method ⋮ Sharp estimates in signed Poisson approximation of Poisson mixtures ⋮ Infinitely divisible approximations for discrete nonlattice variables ⋮ On Hipp's compound Poisson approximations via concentration functions

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