Stein Normal Approximation for Multidimensional Poisson Random Measures by Third Cumulant Expansions

Alea - Brazil
doi 10.30757/alea.v15-42
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Institute for Applied and Pure Mathematics (IMPA)

Related search

Solving the Stein Equation in Compound Poisson Approximation

Advances in Applied Probability
Applied MathematicsStatisticsProbability
1998English

A Pointwise Poisson Approximation for Random Sums of Geometric Random Variables

International Journal of Pure and Applied Mathematics
MathematicsApplied Mathematics
2013English

Multivariate Normal Approximation for Functionals of Random Polytopes

Journal of Theoretical Probability
MathematicsStatisticsUncertaintyProbability
2020English

A Non-Uniform Bound on Poisson Approximation for Random Sums of Geometric Random Variables

International Journal of Pure and Applied Mathematics
MathematicsApplied Mathematics
2014English

Maximal Inequalities for Stochastic Convolutions Driven by Compensated Poisson Random Measures in Banach Spaces

Annales de l'institut Henri Poincare (B) Probability and Statistics
UncertaintyStatisticsProbability
2017English

A Refinement of Normal Approximation to Poisson Binomial

International Journal of Mathematics and Mathematical Sciences
Mathematics
2005English

Third Cumulant for Multivariate Aggregate Claim Models

Scandinavian Actuarial Journal
UncertaintyEconomicsStatisticsEconometricsProbability
2017English

Poisson Approximation via the Convolution With Kornya - Presman Signed Measures

Теория вероятностей и ее применения
2003English

Multidimensional Sampling for Simulation and Integration: Measures, Discrepancies, and Quasi-Random Numbers

Computer Physics Communications
HardwareAstronomyPhysicsArchitecture
1997English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy