Compound Poisson approximations in $\ell_p$-norm for sums of weakly dependent vectors
Probability
2020-09-11 v2 Other Statistics
Abstract
The distribution of the sum of 1-dependent lattice vectors with supports on coordinate axes is approximated by a multivariate compound Poisson distribution and by signed compound Poisson measure. The local and -norms are used to obtain the error bounds. The Heinrich method is used for the proofs.
Keywords
Cite
@article{arxiv.2003.09650,
title = {Compound Poisson approximations in $\ell_p$-norm for sums of weakly dependent vectors},
author = {V. Čekanavičius and P. Vellaisamy},
journal= {arXiv preprint arXiv:2003.09650},
year = {2020}
}