Error bounds for asymptotic expansions of the maximums of the multivariate t- and F-variables with common denominator

zbMath0708.62020MaRDI QIDQ920497

Yasunori Fujikoshi

Publication date: 1989

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

error boundsasymptotic expansionsnormal distributiongamma distributionscale factorscale mixtureasymptotic approximationsF-variablesmultivariable variablest-variables

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present

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