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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
On multivariate compound distributions
V. Čekanavičius Vilnius University
Abstract:
Closeness of convolutions of general compound distributions to the compound Poisson law is considered. Generalization of Le Cam's inequality is obtained. The Borovkov–Pfeifer approach of infinite convolutions is extended to the general case of multivariate compound approximations.
Keywords:
compound Poisson distribution, total variation, the first uniform Kolmogorov theorem.
Received: 18.07.2000
Citation:
V. Čekanavičius, “On multivariate compound distributions”, Teor. Veroyatnost. i Primenen., 47:3 (2002), 583–594; Theory Probab. Appl., 47:3 (2003), 493–506
Linking options:
https://www.mathnet.ru/eng/tvp3698https://doi.org/10.4213/tvp3698 https://www.mathnet.ru/eng/tvp/v47/i3/p583
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