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  • Search: subject:"Poisson approximation"
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Year of publication
Subject
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Poisson approximation 15 Probability theory 4 Wahrscheinlichkeitsrechnung 4 Compound Poisson approximation 3 Stochastic process 3 Stochastischer Prozess 3 Theorie 3 Theory 3 Business network 2 Compound Poisson Approximation 2 Discrete density approach 2 Downtime Distribution 2 Extreme values 2 Graph theory 2 Graphentheorie 2 Monotone System with Repairable Components 2 Network 2 Netzwerk 2 Statistical distribution 2 Statistische Verteilung 2 Stein characterizations 2 Unternehmensnetzwerk 2 total variation distance 2 A fixed point 1 Animal models 1 Anleihe 1 Bell polynomial 1 Bernoulli random variables 1 Bipartite network 1 Bond 1 COGARCH 1 Chen–Stein method 1 Compound negative binomial approximation 1 Conditional Tail Expectation 1 Dependency graph 1 Estimation theory 1 Exceedances 1 Gambling 1 Gauss–Poisson point process 1 Glücksspiel 1
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Online availability
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Undetermined 20 Free 4
Type of publication
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Article 21 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
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Undetermined 19 English 9
Author
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Aven, Terje 2 Bayati, Mohsen 2 Jensen, Uwe 2 Klüppelberg, Claudia 2 Ley, Christophe 2 Montanari, Andrea 2 Saberi, Amin 2 Swan, Yvik 2 Xia, A. 2 Brown, Timothy C. 1 Cekanavicius, V. 1 Chenavier, Nicolas 1 Deheuvels, P. 1 Dettweiler, Egbert 1 Diaconis, Persi 1 Fasen, Vicky 1 Ferrari, Pablo A. 1 Fu, James 1 Gan, H.L. 1 Geng, Na 1 Greig, Darryl 1 Heckman, Nancy E. 1 Jiao, Xiyu 1 Kley, Oliver 1 Koutras, Markos 1 Lindner, Alexander M. 1 Miclo, Laurent 1 Nielsen, Bent 1 Novak, S.Y. 1 Pfeifer, D. 1 Picco, Pierre 1 Poor, H. Vincent 1 Reinert, Gesine 1 Roos, Bero 1 Sibuya, Masaaki 1 Smith, Richard L. 1 Tasche, Dirk 1 Upadhye, N.S. 1 Vellaisamy, P. 1 Weba, Michael 1
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Institution
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 2
Published in...
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Statistics & Probability Letters 6 Stochastic Processes and their Applications 4 Annals of the Institute of Statistical Mathematics 3 Working Papers ECARES 2 Computational Statistics 1 Discussion Paper 1 Dresdner Schriften zur Versicherungsmathematik 1 Economics discussion papers 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 Mathematical Methods of Operations Research 1 Operations research 1 Physica A: Statistical Mechanics and its Applications 1 Scandinavian actuarial journal 1 Stanford University Graduate School of Business research paper 1 Statistical Papers / Springer 1 The journal of gambling business and economics 1 Working papers / TSE : WP 1
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Source
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RePEc 19 ECONIS (ZBW) 7 EconStor 1 USB Cologne (EcoSocSci) 1
Showing 1 - 10 of 28
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On a Markov construction of couplings
Diaconis, Persi; Miclo, Laurent - 2023
Persistent link: https://www.econbiz.de/10014283733
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Managing advance admission requests for obstetric care
Geng, Na; Xie, Xiaolan - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 2, pp. 1224-1239
Persistent link: https://www.econbiz.de/10013361517
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Asymptotic analysis of Iterated 1-step Huber-skip M-estimators with varying cut-offs
Jiao, Xiyu; Nielsen, Bent - 2016
Persistent link: https://www.econbiz.de/10011539752
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Generating random networks without short cycles
Bayati, Mohsen; Montanari, Andrea; Saberi, Amin - 2016
Random graph generation is an important tool for studying large complex networks. Despite abundance of random graph models, constructing models with application-driven constraints is poorly understood. In order to advance state-of-the-art in this area, we focus on random graphs without short...
Persistent link: https://www.econbiz.de/10011864947
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Generating random networks without short cycles
Bayati, Mohsen; Montanari, Andrea; Saberi, Amin - In: Operations research 66 (2018) 5, pp. 1227-1246
Persistent link: https://www.econbiz.de/10011932431
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Conditional risk measures in a bipartite market structure
Kley, Oliver; Klüppelberg, Claudia; Reinert, Gesine - In: Scandinavian actuarial journal (2018) 4, pp. 328-355
Persistent link: https://www.econbiz.de/10011881106
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Stein’s method for conditional compound Poisson approximation
Gan, H.L.; Xia, A. - In: Statistics & Probability Letters 100 (2015) C, pp. 19-26
distribution is more appropriate in applications. In this note, we develop Stein’s method for conditional compound Poisson … approximation. Several applications are given to demonstrate the advantage of the direct approach of Stein’s method. …
Persistent link: https://www.econbiz.de/10011263150
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The numerics of Premium Bonds
Tasche, Dirk - In: The journal of gambling business and economics 9 (2015) 3, pp. 14-33
Persistent link: https://www.econbiz.de/10011537085
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A general study of extremes of stationary tessellations with examples
Chenavier, Nicolas - In: Stochastic Processes and their Applications 124 (2014) 9, pp. 2917-2953
from a Poisson approximation on a dependency graph via the Chen–Stein method. We obtain that the point process {(ρ−1/dz …
Persistent link: https://www.econbiz.de/10011065129
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Improved bounds for approximations to compound distributions
Upadhye, N.S.; Vellaisamy, P. - In: Statistics & Probability Letters 83 (2013) 2, pp. 467-473
In this work, we consider compound negative binomial and compound Poisson approximations to the generalized Poisson–binomial distribution. We derive some total variation upper bounds which improve on the existing results in terms of the order of approximation. An application is also discussed.
Persistent link: https://www.econbiz.de/10010602912
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