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

DOI10.1007/BF02365066MaRDI QIDQ1291201zbMATH OpenOpenAlexFDO

Authors Yasunori Fujikoshi, Ryoichi Shimizu, V. V. Ulyanov

Publication date 22 November 1999

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02365066

zbMATH Keywords

scale mixturesStudent t-distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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Cites work

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• scientific article; zbMATH DE number 503466 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions
• Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures

Cited in

(6)

• 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 \(T_{0}^{2}\)
• scientific article; zbMATH DE number 4119406 (Why is no real title available?)
• Non-asymptotic results for Cornish-Fisher expansions
• On accuracy of approximations for location and scale mixtures
• scientific article; zbMATH DE number 4143229 (Why is no real title available?)

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