Estimating Stein's constants for compound Poisson approximation

Bernoulli

Volumn 6, Issue 4, 2000, Pages 581-590

  Barbour, A D ^a   Xia, Aihua ^b  

^a UNIVERSITY OF ZURICH   (Switzerland)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Coupling; Immigration death process; Kolmogorov metric; Stein's method

Indexed keywords

EID: 0000220023     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318506     Document Type: Article

References (7)

1. Arratia, R., Goldstein, L. and Gordon, L. (1990) Poisson approximation and the Chen-Stein method. Stat. Sci., 5, 403-434.
2. Barbour, A.D., Chen, L.H.Y. and Loh, W. (1992a) Compound Poisson approximation for nonnegative random variables via Stein's method. Ann. Probab., 20, 1843-1866.
3. Barbour, A.D., Holst, L. and Janson, S. (1992b) Poisson Approximation. Oxford: Clarendon Press.
4. Barbour, A.D. and Utev, S. (1998) Solving the Stein equation in compound Poisson approximation. Adv. Appl. Probab., 30, 449-475.
5. Eichelsbacher, P. and Roos, M. (1999) Compound Poisson approximation for dissociated random variables via Stein's method. Combin. Probab. Comput., 8, 335-346.
6. Roos, M. (1993) Stein-Chen Method for Compound Poisson Approximation. Doctoral thesis, University of Zurich.
7. Roos, M. (1994) Stein's method for compound Poisson approximation: the local approach. Ann. Appl. Probab., 4, 1177-1187.