MODERATE DEVIATIONS IN POISSON APPROXIMATION: A FIRST ATTEMPT

被引：7
|
作者：
Chen, Louis H. Y. [1 ]
Fang, Xiao [2 ,3 ]
Shao, Qi-Man [4 ]
机构：
[1] Natl Univ Singapore, Dept Math, Singapore 119076, Singapore
[2] Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 119076, Singapore
[3] Stanford Univ, Dept Stat, Stanford, CA 94305 USA
[4] Chinese Univ Hong Kong, Dept Stat, Hong Kong, Hong Kong, Peoples R China
来源：
STATISTICA SINICA | 2013年 / 23卷 / 04期
关键词：
Local dependence; moderate deviations; Poisson approximation; size-bias coupling; Stein's method;
D O I：
10.5705/ss.2012.203s
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Poisson approximation using Stein's method has been extensively studied in the literature. The.main focus has been on bounding the total variation distance. This paper is a first attempt on moderate deviations in Poisson approximation for right-tail probabilities of sums of dependent indicators. We obtain results under certain general conditions for local dependence as well as for size-bias coupling. These results are then applied to independent indicators, 2-runs, and the matching problem.
引用
收藏
页码：1523 / 1540
页数：18
相关论文
共 50 条
12345