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Sharp Error Bounds for Asymptotic Expansions of the Distribution Functions for Scale Mixtures

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  • Ryoichi Shimizu
  • Yasunori Fujikoshi

Abstract

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Suggested Citation

  • Ryoichi Shimizu & Yasunori Fujikoshi, 1997. "Sharp Error Bounds for Asymptotic Expansions of the Distribution Functions for Scale Mixtures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(2), pages 285-297, June.
    • Handle: RePEc:spr:aistmt:v:49:y:1997:i:2:p:285-297
    DOI: 10.1023/A:1003162929574
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    References listed on IDEAS

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    1. Hall, Peter, 1979. "On measures of the distance of a mixture from its parent distribution," Stochastic Processes and their Applications, Elsevier, vol. 8(3), pages 357-365, May.
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    Cited by:

    1. Fujikoshi, Yasunori & Ulyanov, Vladimir V., 2006. "Error bounds for asymptotic expansions of Wilks' lambda distribution," Journal of Multivariate Analysis, Elsevier, vol. 97(9), pages 1941-1957, October.
    2. Fujikoshi, Yasunori, 2000. "Error Bounds for Asymptotic Approximations of the Linear Discriminant Function When the Sample Sizes and Dimensionality are Large," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 1-17, April.
    3. Fujikoshi, Y. & Ulyanov, V.V. & Shimizu, R., 2005. "L1-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized," Journal of Multivariate Analysis, Elsevier, vol. 96(1), pages 1-19, September.

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    1. Fujikoshi, Y. & Ulyanov, V.V. & Shimizu, R., 2005. "L1-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized," Journal of Multivariate Analysis, Elsevier, vol. 96(1), pages 1-19, September.

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