Remarks on compound Poisson approximation of Gaussian random sequences
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References listed on IDEAS
- Gnedin, Alexander V., 1998. "Records from a multivariate normal sample," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 11-15, July.
- Barbour, A. D. & Utev, Sergey, 1999. "Compound Poisson approximation in total variation," Stochastic Processes and their Applications, Elsevier, vol. 82(1), pages 89-125, July.
- Hüsler, J. & Kratz, M., 1995. "Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences," Stochastic Processes and their Applications, Elsevier, vol. 55(2), pages 301-313, February.
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- Hashorva, Enkelejd, 2010. "On the residual dependence index of elliptical distributions," Statistics & Probability Letters, Elsevier, vol. 80(13-14), pages 1070-1078, July.
More about this item
KeywordsRate of convergence Compound Poisson approximation Stein-Chen method Extreme values Stationary Gaussian sequences Quadratic programming;
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