An Asymptotic Expansion for the Tail Area of the t-Distribution

DOI10.2307/2285610MaRDI QIDQ4136320zbMATH OpenOpenAlexFDO

Authors Andrew P. Soms

Publication date 1976

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2285610

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20) Statistical tables (62Q05) Limit theorems in probability theory (60F99)

Cited in

(11)

• On the convergence rates of expected improvement methods
• Analysis of the forward search using some new results for martingales and empirical processes
• Tail behavior of the Laplace and logistic distributions
• Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix
• Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models
• Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions
• Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution
• A note on bias reduction of maximum likelihood estimates for the scalar skew t distribution
• A quantile inequality for location-scale distributions
• Goodness-of-fit problem for errors in nonparametric regression: distribution free approach
• Asymptotic Tail Properties of Student'st-Distribution

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