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On multivariate Le Cam theorem and compound Poisson measures

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  • Cekanavicius, V.

Abstract

Compound Poisson approximation can be significantly improved by adding some convolutions of the signed-compound-Poisson type. We illustrate this by considering multivariate Le Cam theorem.

Suggested Citation

  • Cekanavicius, V., 1996. "On multivariate Le Cam theorem and compound Poisson measures," Statistics & Probability Letters, Elsevier, vol. 28(1), pages 33-39, June.
    • Handle: RePEc:eee:stapro:v:28:y:1996:i:1:p:33-39
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    References listed on IDEAS

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    1. Hipp, Christian, 1986. "Improved Approximations for the Aggregate Claims Distribution in the Individual Model," ASTIN Bulletin, Cambridge University Press, vol. 16(2), pages 89-100, November.
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