An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model

DOI10.1214/AOS/1176349562MaRDI QIDQ1064689zbMATH OpenOpenAlexFDO

Authors Yasunori Fujikoshi

Publication date 1985

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349562

zbMATH Keywords

asymptotic approximationsasymptotic expansionerror boundlinear combination of an estimatemultivariate linear model

Mathematics Subject Classification ID

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

Recommendations

• Asymptotic expansions of some mixtures of the multivariate normal distribution and their error bounds
• scientific article; zbMATH DE number 3850274
• Publication:4891977
• Error bounds for asymptotic expansions of the maximums of the multivariate t- and F-variables with common denominator
• scientific article; zbMATH DE number 3862227

Cited in

(16)

• Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model
• Error bounds for asymptotic expansion of the scale mixtures of the normal distribution
• Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions
• Expansion of scale mixtures of the gamma distribution
• Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions
• On the distribution of a statistic in multivariate inverse regression analysis
• Distribution and density approximation of the co variance matrix in the growth curve model
• The growth curve model: a review
• scientific article; zbMATH DE number 3850274 (Why is no real title available?)
• scientific article; zbMATH DE number 5759445 (Why is no real title available?)
• Moments of maximum likelihood estimators in the growth curve model
• Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model
• scientific article; zbMATH DE number 926581 (Why is no real title available?)
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi
• Error bounds for asymptotic expansions of Wilks' lambda distribution
• Precise asymptotics for the first moment of the error variance estimator in linear models

This page was built for publication: An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1064689)