Asymptotic Tail Properties of Student'st-Distribution

DOI10.1080/03610920701649019zbMath1318.62045OpenAlexW2125838203MaRDI QIDQ5450543

Thorsten Dickhaus, Markus Roters, Helmut Finner

Publication date: 12 March 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701649019

zbMATH Keywords

likelihood ratiolarge deviations\(t\)-distributionzone of normal convergenceMill' ratio

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Large deviations (60F10)

Related Items (13)

A General Version of the Short-Tailed Symmetric Distribution ⋮ Tail Probability Ratios of Normal and Student’stDistributions ⋮ Tail behavior and extremes of the beta-normal distribution ⋮ On the Convergence Rates of Expected Improvement Methods ⋮ A quantile inequality for location-scale distributions ⋮ A note on bias reduction of maximum likelihood estimates for the scalar skew \(t\) distribution ⋮ Dependency and false discovery rate: asymptotics ⋮ Tail properties and approximate distribution and expansion for extreme of LGMD ⋮ Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution ⋮ Tail Behavior and Extremes of Short-Tailed Symmetric Distribution ⋮ Tail behavior of the Laplace and logistic distributions ⋮ Tail behavior of the generalized Maxwell distribution ⋮ Tail Behavior of the General Error Distribution

Cites Work

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• Dependency and false discovery rate: asymptotics
• Bounds for the t-tail area
• Note on an extension of rational bounds for the t-tail area to arbitrary degrees of freedom
• Rational Bounds for the t-Tail Area
• An Asymptotic Expansion for the Tail Area of the t-Distribution

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