Nonuniform error bounds in asymptotic expansions for scale mixtures under mild moment conditions (Q1291201)

Let \(F(x)\) be the distribution function of a scale mixture \(X=3DSZ\) of a random variable \(Z\) with distribution function \(G(x)\) and a scale factor \(S\) which is close to 1 in some sense. The authors construct asymptotic expansions for \(F(x)\) around \(G(x)\). Especially they are interested in nonuniform bounds which provide a better information about the tails of \(F(x)\). Some nonuniform bounds for the normal approximation to the Student t-distribution are given as examples.