Compound Poisson approximations for symmetric vectors

Distribution of the sum of symmetric lattice vectors with supports on coordinate axes is approximated by multivariate compound Poisson distribution. The characteristic function and Kerstan’s methods are used to obtain local estimates and estimates in total variation.

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Bibliographic Details
Published in:Journal of multivariate analysis 2014-01, Vol.123, p.30-42
Main Authors: Kruopis, Julius, Čekanavičius, Vydas
Format: Article
Language:English
Subjects:
Approximation
Compound Poisson distribution
Expansion in the exponent
Kerstan method
Lattice theory
Local norm
Mathematical functions
Multivariate analysis
Multivariate symmetric distribution
Poisson distribution
Studies
Total variation norm
Vector space
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Description
Summary:Distribution of the sum of symmetric lattice vectors with supports on coordinate axes is approximated by multivariate compound Poisson distribution. The characteristic function and Kerstan’s methods are used to obtain local estimates and estimates in total variation.
ISSN:0047-259X
1095-7243
DOI:10.1016/j.jmva.2013.08.017