Nonuniform error bounds in asymptotic expansions for scale mixtures under mild moment conditions
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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.
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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
(7)- Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions
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- \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)
- Non-asymptotic results for Cornish-Fisher expansions
- scientific article; zbMATH DE number 4143229 (Why is no real title available?)
- scientific article; zbMATH DE number 4119406 (Why is no real title available?)
- On accuracy of approximations for location and scale mixtures
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