Expansion of the scale mixture of the multivariate normal distribution with error bound evaluated in the \(L_ 1\)-norm

DOI10.1006/JMVA.1995.1028zbMath0877.62053OpenAlexW1980407138MaRDI QIDQ1893356

Yanyan Li

Publication date: 3 July 1995

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

Full work available at URL: https://doi.org/10.1006/jmva.1995.1028

zbMATH Keywords

asymptotic expansionerror boundmultivariate normal distributionscale mixture\(L_ 1\)-norm

Mathematics Subject Classification ID

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

Related Items (3)

Polynomial expansions of density of power mixtures ⋮ Tempered distributions and their application in computing conditional moments for normal mixtures ⋮ \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)

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