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Compound Poisson distribution 1 Expansion in the exponent 1 Kerstan method 1 Local norm 1 Multivariate symmetric distribution 1 Total variation norm 1
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Kruopis, Julius 1 Čekanavičius, Vydas 1
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Journal of Multivariate Analysis 1
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Compound Poisson approximations for symmetric vectors
Kruopis, Julius; Čekanavičius, Vydas - In: Journal of Multivariate Analysis 123 (2014) C, pp. 30-42
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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