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On the accuracy of multivariate compound Poisson approximation

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  • Novak, S. Y.

Abstract

We present multivariate generalizations of some classical results on the accuracy of Poisson approximation for the distribution of a sum of 0-1 random variables. A multivariate generalization of Bradley's theorem (Michigan Math. J. 30 (1983) 69) is established as well.

Suggested Citation

  • Novak, S. Y., 2003. "On the accuracy of multivariate compound Poisson approximation," Statistics & Probability Letters, Elsevier, vol. 62(1), pages 35-43, March.
    • Handle: RePEc:eee:stapro:v:62:y:2003:i:1:p:35-43
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    Cited by:

    1. Novak, S.Y. & Xia, A., 2012. "On exceedances of high levels," Stochastic Processes and their Applications, Elsevier, vol. 122(2), pages 582-599.
    2. Kruopis, Julius & Čekanavičius, Vydas, 2014. "Compound Poisson approximations for symmetric vectors," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 30-42.
    3. Gan, H.L. & Xia, A., 2015. "Stein’s method for conditional compound Poisson approximation," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 19-26.

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