Nonuniform error bounds in asymptotic expansions for scale mixtures under mild moment conditions

DOI10.1007/BF02365066zbMath0928.62017OpenAlexW2020268885MaRDI QIDQ1291201

Yasunori Fujikoshi, Ryoichi Shimizu, Vladimir V. Ulyanov

Publication date: 22 November 1999

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02365066

zbMATH Keywords

scale mixturesStudent t-distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (3)

Non-asymptotic results for Cornish-Fisher expansions ⋮ On accuracy of approximations for location and scale mixtures ⋮ \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)

Cites Work

• Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions
• Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures
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