Error bounds for asymptotic expansions of Wilks' lambda distribution

DOI10.1016/j.jmva.2006.01.008zbMath1102.62014OpenAlexW2065254269MaRDI QIDQ855902

Yasunori Fujikoshi, Vladimir V. Ulyanov

Publication date: 7 December 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.01.008

zbMATH Keywords

asymptotic expansionsWishart distributionfunction of multivariate scale mixture

Mathematics Subject Classification ID

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

Related Items (6)

Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ Non-asymptotic results for Cornish-Fisher expansions ⋮ Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound ⋮ On computable estimates for accuracy of approximation for the Bartlett–Nanda–Pillai statistic ⋮ Exact distribution of the generalized Wilks's statistic and applications ⋮ High-dimensional Edgeworth expansion of a test statistic on independence and its error bound

Cites Work

• An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model
• Refinement of the upper bound of the constant in the central limit theorem
• On the remainder term for the central limit theorem
• Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures
• Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large
• \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
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