Error bounds for asymptotic expansions of the distribution of multivariate scale mixture

DOI10.32917/HMJ/1150998322MaRDI QIDQ2493357zbMATH OpenOpenAlexWikidataFDO

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

Publication date 12 June 2006

Published in Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.32917/hmj/1150998322

zbMATH Keywords

uniform bounds

Mathematics Subject Classification ID

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

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• Nonuniform error bounds in asymptotic expansions for scale mixtures under mild moment conditions
• Error bounds for asymptotic expansions of some distributions in a multivariate two-stage procedure
• 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 expansion of the conditional variance of the scale mixtures of the multivariate normal distribution
• \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)
• Computable error bounds for asymptotic expansions of the hypergeometric function \({}_1F_1\) of matrix argument and their applications
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• scientific article; zbMATH DE number 4157676 (Why is no real title available?)
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• On Error Bounds for Approximations to Multivariate Distributions II
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• On accuracy of approximations for location and scale mixtures
• Error bounds for asymptotic expansions of the maximums of the multivariate t- and F-variables with common denominator

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