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Volumn 30, Issue 2, 1998, Pages 449-475

Solving the Stein equation in compound poisson approximation

Author keywords

Compound poisson; Distributional approximation; Stein's method

Indexed keywords


EID: 0000150105     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800047376     Document Type: Article
Times cited : (45)

References (13)
  • 2
    • 84972496740 scopus 로고
    • Poisson approximation and the Chen-Stein method
    • ARRATIA, R., GOLDSTEIN, L. AND GORDON, L. (1990). Poisson approximation and the Chen-Stein method. Stat. Science 5, 403-434.
    • (1990) Stat. Science , vol.5 , pp. 403-434
    • Arratia, R.1    Goldstein, L.2    Gordon, L.3
  • 3
    • 0038870266 scopus 로고    scopus 로고
    • Stein's method
    • eds S. Kotz, C. B. Read, D. L. Banks. Wiley, New York
    • BARBOUR, A. D. (1997). Stein's method. In Encyclopaedia of Statistical Science Update, Vol. 1, eds S. Kotz, C. B. Read, D. L. Banks. Wiley, New York.
    • (1997) Encyclopaedia of Statistical Science Update , vol.1
    • Barbour, A.D.1
  • 4
    • 38249009426 scopus 로고
    • Stein's method and point process approximation
    • BARBOUR, A. D. AND BROWN, T. C. (1992). Stein's method and point process approximation. Stoch. Proc. Appl. 43, 9-31.
    • (1992) Stoch. Proc. Appl. , vol.43 , pp. 9-31
    • Barbour, A.D.1    Brown, T.C.2
  • 5
    • 0000549988 scopus 로고
    • Compound Poisson approximation for nonnegative random variables using Stein's method
    • BARBOUR, A. D., CHEN, L. H. Y. AND LOH, W.-L. (1992a). Compound Poisson approximation for nonnegative random variables using Stein's method. Ann. Prob. 20, 1843-1866.
    • (1992) Ann. Prob. , vol.20 , pp. 1843-1866
    • Barbour, A.D.1    Chen, L.H.Y.2    Loh, W.-L.3
  • 8
    • 0010749691 scopus 로고
    • On Stein-Chen factors for Poisson approximation
    • BROWN, T. C. AND XIA, A. (1995). On Stein-Chen factors for Poisson approximation. Stat. Prob. Lett. 23, 327-332.
    • (1995) Stat. Prob. Lett. , vol.23 , pp. 327-332
    • Brown, T.C.1    Xia, A.2
  • 9
    • 84974488996 scopus 로고
    • An improved error bound for the compound Poisson approximation of a nearly homogeneous portfolio
    • MICHEL, R. (1988). An improved error bound for the compound Poisson approximation of a nearly homogeneous portfolio. ASTIN Bull. 17, 165-169.
    • (1988) ASTIN Bull. , vol.17 , pp. 165-169
    • Michel, R.1
  • 11
    • 0000816829 scopus 로고
    • Stein's method for compound Poisson approximation: The local approach
    • ROOS, M. (1994). Stein's method for compound Poisson approximation: the local approach. Ann. Appl. Prob. 4, 1177-1187.
    • (1994) Ann. Appl. Prob. , vol.4 , pp. 1177-1187
    • Roos, M.1
  • 13
    • 0011397732 scopus 로고
    • On the uniform approximation of distributions of sums of independent random variables
    • ZAITSEV, A. YU. (1988). On the uniform approximation of distributions of sums of independent random variables. Theory Prob. Appl. 32, 40-48.
    • (1988) Theory Prob. Appl. , vol.32 , pp. 40-48
    • Zaitsev, A.Y.U.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.