Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions

DOI10.1016/0047-259X(89)90040-7zbMath0676.62020MaRDI QIDQ1122893

Ryoichi Shimizu, Yasunori Fujikoshi

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

error boundsapproximationsgamma distributionconditional distributionscale mixturestandard normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items

Probability Integrals of the Multivariate t Distribution ⋮ Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions ⋮ Asymptotic expansions for the standardized and Studentized estimates in the growth curve model ⋮ Polynomial expansions of density of power mixtures ⋮ Characterizing and Approximating Infinite Scale Mixtures of Normals ⋮ The Rate of Convergence of some Asymptotic Expansions for Distribution Approximations via an Esseen Type Estimate ⋮ \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)

Cites Work

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• On measures of the distance of a mixture from its parent distribution