On multivariate compound distributions
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 3, pp. 583-594
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, the first uniform Kolmogorov theorem.
Mots-clés : total variation
Mots-clés : total variation
@article{TVP_2002_47_3_a12,
author = {V. \v{C}ekanavi\v{c}ius},
title = {On multivariate compound distributions},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {583--594},
year = {2002},
volume = {47},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_3_a12/}
}
V. Čekanavičius. On multivariate compound distributions. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 3, pp. 583-594. http://geodesic.mathdoc.fr/item/TVP_2002_47_3_a12/