Compound Poisson approximations for symmetric vectors

Julius Kruopis and Vydas Čekanavičius

Journal of Multivariate Analysis, 2014, vol. 123, issue C, 30-42

Abstract: 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.

Keywords: Compound Poisson distribution; Expansion in the exponent; Kerstan method; Multivariate symmetric distribution; Local norm; Total variation norm (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X13001784
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:123:y:2014:i:c:p:30-42

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.jmva.2013.08.017

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().