Cramér-Type Moderate Deviation for Studentized Compound Poisson Sum

Author:

Jing Bing-Yi,Wang Qiying,Zhou Wang

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference17 articles.

1. Babu, G.J., Singh, K., Yang, Y.: Edgeworth expansions for compound Poisson processes and the bootstrap. Ann. Inst. Stat. Math. 55, 83–94 (2003)

2. Barbour, A.D., Xia, A.: Normal approximation for random sums. Adv. Appl. Probab. 38, 693–728 (2006)

3. Embrechts, P., Goldie, C.M., Veraverbeke, N.: Subexponentiality and infinite divisibility. Z. Wahrsch. Verw. Gebiete 49, 335–347 (1979)

4. Embrechts, P., Jensen, J.L., Maejima, M., Teugels, J.L.: Approximations for compound Poisson and Pólya processes. Adv. Appl. Prob. 17, 623–637 (1985)

5. Esscher, F.: On the probability function in the collective theory of risk. Skand. Akt. Tidskr. 15, 175–195 (1932)

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