Error bounds for asymptotic expansions of Wilks' lambda distribution

DOI10.1016/J.JMVA.2006.01.008zbMATH Open1102.62014OpenAlexW2065254269MaRDI QIDQ855902FDOQ855902

Authors: Yasunori Fujikoshi, V. V. Ulyanov 

Publication date: 7 December 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.01.008

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zbMATH Keywords

Wishart distributionasymptotic expansionsfunction of multivariate scale mixture

Mathematics Subject Classification ID

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

Cites Work

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• \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)
• Refinement of the upper bound of the constant in the central limit theorem
• Error bounds for asymptotic approximations of the linear discriminant function when the sample sizes and dimensionality are large
• On the remainder term for the central limit theorem
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• An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model
• Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures

Cited In (9)

• Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution
• Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi
• Computable error bounds for asymptotic expansions of the hypergeometric function \({}_1F_1\) of matrix argument and their applications
• Exact distribution of the generalized Wilks's statistic and applications
• On two asymptotic normal distributions for the generalized wilks lambda statistic
• Non-asymptotic results for Cornish-Fisher expansions
• On computable estimates for accuracy of approximation for the Bartlett–Nanda–Pillai statistic
• High-dimensional Edgeworth expansion of a test statistic on independence and its error bound

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