Estimating Stein's constants for compound Poisson approximation
Barbour, A. D. ; Xia, Aihua
Bernoulli, Tome 6 (2000) no. 6, p. 581-590 / Harvested from Project Euclid
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Stein's method for compound Poisson approximation was introduced by Barbour, Chen and Loh. One difficulty in applying the method is that the bounds on the solutions of the Stein equation are by no means as good as for Poisson approximation. We show that, for the Kolmogorov metric and under a condition on the parameters of the approximating compound Poisson distribution, bounds comparable with those obtained for the Poisson distribution can be recovered.
Publié le : 2000-08-14
Classification:  coupling,  immigration-death process,  Kolmogorov metric,  Stein's method 
@article{1081449593,
     author = {Barbour, A. D. and Xia, Aihua},
     title = {Estimating Stein's constants for compound Poisson approximation},
     journal = {Bernoulli},
     volume = {6},
     number = {6},
     year = {2000},
     pages = { 581-590},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1081449593}
}

Barbour, A. D.; Xia, Aihua. Estimating Stein's constants for compound Poisson approximation. Bernoulli, Tome 6 (2000) no. 6, pp.  581-590. http://gdmltest.u-ga.fr/item/1081449593/