On multivariate Le Cam theorem and compound Poisson measures

V. Cekanavicius

Statistics & Probability Letters, 1996, vol. 28, issue 1, 33-39

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.

Keywords: Compound; Poisson; measures; Uniform; distance (search for similar items in EconPapers)
Date: 1996
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