Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions

DOI10.1016/0047-259X(89)90040-7zbMATH Open0676.62020MaRDI QIDQ1122893FDOQ1122893

Authors: Ryoichi Shimizu, Yasunori Fujikoshi 

Publication date: 1989

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

Recommendations

• Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures
• On accuracy of approximations for location and scale mixtures
• Error bounds for asymptotic expansions of scale mixtures of distributions
• Error bounds for asymptotic expansions of the distribution of multivariate scale mixture
• Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions

zbMATH Keywords

error boundsconditional distributiongamma distributionstandard normal distributionscale mixtureapproximations

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Error bounds for asymptotic expansion of the scale mixtures of the normal distribution
• Error bounds for asymptotic expansions of scale mixtures of distributions
• On moment measures of departure from the normal and exponential laws
• On measures of the distance of a mixture from its parent distribution
• An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model
• Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model
• Expansion of scale mixtures of the gamma distribution

Cited In (20)

• Title not available (Why is that?)
• Asymptotic expansions for the standardized and Studentized estimates in the growth curve model
• Probability Integrals of the Multivariate t Distribution
• Error bounds for asymptotic expansion of the scale mixtures of the normal distribution
• Error bounds for asymptotic expansions of scale mixtures of distributions
• Error bounds for asymptotic expansions of the distribution of multivariate scale mixture
• Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions
• \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)
• Characterizing and Approximating Infinite Scale Mixtures of Normals
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi
• Error bounds for asymptotic expansions of the maximums of the multivariate t- and F-variables with common denominator
• Polynomial expansions of density of power mixtures
• The rate of convergence of some asymptotic expansions for distribution approximations via an Esseen type estimate
• Asymptotic expansions of some mixtures of the multivariate normal distribution and their error bounds
• Expansion of the scale mixture of the multivariate normal distribution with error bound evaluated in the \(L_ 1\)-norm
• Error bounds for asymptotic expansions of some distributions in a multivariate two-stage procedure
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonuniform error bounds in asymptotic expansions for scale mixtures under mild moment conditions
• Title not available (Why is that?)

This page was built for publication: Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1122893)