Error bounds for asymptotic expansion of the conditional variance of the scale mixtures of the multivariate normal distribution (Q1974122)

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Error bounds for asymptotic expansion of the conditional variance of the scale mixtures of the multivariate normal distribution
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    Error bounds for asymptotic expansion of the conditional variance of the scale mixtures of the multivariate normal distribution (English)
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    24 January 2002
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    heteroscedasticity
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    orthogonal polynomials
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    Laguerre polynomials
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    Laplace transform
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    Hermite polynomials
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