Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures

DOI10.1023/A:1003162929574zbMath0890.62010MaRDI QIDQ1370547

Yasunori Fujikoshi, Ryoichi Shimizu

Publication date: 26 October 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionnormal distributionscale mixturesharp boundgamma distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (7)

Probability Integrals of the Multivariate t Distribution ⋮ Error bounds for asymptotic expansions of Wilks' lambda distribution ⋮ On accuracy of approximations for location and scale mixtures ⋮ Polynomial expansions of density of power mixtures ⋮ Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large ⋮ Nonuniform error bounds in asymptotic expansions for scale mixtures under mild moment conditions ⋮ \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)

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