L1-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized
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References listed on IDEAS
- 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.
- 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.
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- 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.
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KeywordsAsymptotic expansions Error bounds Hotelling's generalized L1-norm error bound Multivariate scale mixture;
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