Results 161 to 170 of about 12,275 (175)

ERROR ESTIMATION OF OCCUPANCY URN MODEL BY STEIN-CHEN METHOD VIA RANDOM GRAPH

Far East Journal of Mathematical Sciences (FJMS), 2016
Chinnawat Tangkanchanawong
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Stein-Chen method for compound Poisson approximation: the coupling approach

, 1994
Małgorzata Roos
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A modified version of the Stein-Chen method and a nonclassical limit theorem on convergence to a poisson distribution

Doklady Mathematics, 2007
Sh. K. Formanov, L. D. Sharipova
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Extreme Value for Dependent Sequences Via the Stein-Chen Method of Poisson Approximation.

, 1987
Richard L. Smith
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Applications of the Stein-Chen Method to the Theory of Patterns and Runs: An Annotated Bibliography

, 1994
Anant P. Godbole
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Poisson approximation for call function via Stein-Chen’s method

2023
A call function is a nonnegative real-valued function defined by hz(v) = (v−z)+ for z " 0 where (v − z)+ = max{v − z, 0}. There are many applications of call function in finance. For example, the standard collateralized debt obligation tranche pricing.
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Continued fractions, the Chen–Stein method and extreme value theory

Ergodic Theory and Dynamical Systems, 2021
Anish Ghosh, Parthanil Roy
exaly  

Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity

Statistica Neerlandica, 2022
Christian H Weiß, Carsten Jentsch
exaly  

Computing (Bivariate) Poisson Moments Using Stein–Chen Identities

American Statistician, 2022
Christian H Weiß
exaly  

Poisson approximation for (k1, k2)-events via the Stein-Chen method

Journal of Applied Probability, 2004
Palaniappan Vellaisamy Vellaisamy
exaly   +2 more sources