Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 1523-1540 |
| Number of pages | 18 |
| Journal | Statistica Sinica |
| Volume | 23 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - Jul 2013 |
| Externally published | Yes |
Keywords
- Local dependence
- Moderate deviations
- Poisson approximation
- Size-bias coupling
- Stein's method