Expansion of the scale mixture of the multivariate normal distribution with error bound evaluated in the L_ 1-norm

DOI10.1006/JMVA.1995.1028MaRDI QIDQ1893356zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 3 July 1995

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

Full work available at URL https://doi.org/10.1006/jmva.1995.1028

zbMATH Keywords

\(L_ 1\)-normasymptotic expansionerror boundmultivariate normal distributionscale mixture

Mathematics Subject Classification ID

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

Recommendations

• Error bounds for asymptotic expansions of the distribution of multivariate scale mixture
• Error bounds for asymptotic expansion of the scale mixtures of the normal distribution
• Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions
• \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)
• Asymptotic expansions of some mixtures of the multivariate normal distribution and their error bounds

Cited in

(4)

• Error bounds for asymptotic expansion of the scale mixtures of the normal distribution
• Tempered distributions and their application in computing conditional moments for normal mixtures
• \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)
• Polynomial expansions of density of power mixtures

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