Refined normal approximations for the Student distribution

DOI10.7153/JCA-2022-20-03MaRDI QIDQ5868452zbMATH OpenOpenAlexWikidataFDO

Authors Frédéric Ouimet

Publication date 20 September 2022

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

Full work available at URL https://arxiv.org/abs/2201.05950

zbMATH Keywords

asymptotic statisticsdetection theoryerror boundGaussian approximationlocal limit theoremnormal approximationpercentage pointquantilesstudent distributionsurvival function

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Asymptotic distribution theory in statistics (62E20)

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Cites work

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Cited in

(8)

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• Exact bounds on the closeness between the Student and standard normal distributions
• A tail quantile approximation for the Student t distribution
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• A modification of the Fisher-Cornish approximation for the student t percentiles
• scientific article; zbMATH DE number 1376668 (Why is no real title available?)
• On a sharper lower bound for a percentile of a Student's t distribution with an application
• Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on d-dimensional half-spaces

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