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Gaussian approximation of Gaussian scale mixture

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Publication:6307674

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DOI10.14736/kyb-2020-6-1063arXiv1810.02036MaRDI QIDQ6307674

Hélène Massam, Gérard Letac

Publication date: 3 October 2018

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17)

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