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

DOI10.2307/2285610zbMATH Open0362.62021OpenAlexW4255539028MaRDI QIDQ4136320FDOQ4136320

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

This page was built for publication: An Asymptotic Expansion for the Tail Area of the t-Distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4136320)