Develops Stein's method for asymmetric Laplace approximation, providing general Kolmogorov, Wasserstein and smooth Wasserstein bounds via a new distributional transformation, with applications to geometric random sums and normalized deterministic sums.
Compound geometric approximation under a failure rate constraint
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Stein's method for asymmetric Laplace approximation
Develops Stein's method for asymmetric Laplace approximation, providing general Kolmogorov, Wasserstein and smooth Wasserstein bounds via a new distributional transformation, with applications to geometric random sums and normalized deterministic sums.