Asymptotic expansions of some mixtures of the multivariate normal distribution and their error bounds

DOI10.1214/AOS/1176347259zbMath0681.62033OpenAlexW2030717149MaRDI QIDQ1823580

Yasunori Fujikoshi, Ryoichi Shimizu

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347259

zbMATH Keywords

asymptotic distributionasymptotic expansionerror boundmaximumgeneral MANOVA modellikelihood estimatorsscale mixture of multivariate normal distribution

Mathematics Subject Classification ID

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

Related Items (3)

Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ 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 \(T_{0}^{2}\)

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