Nonuniform error bounds in asymptotic expansions for scale mixtures under mild moment conditions

Journal of Mathematical Sciences

Volumn 93, Issue 4, 1999, Pages 600-608

  Ulyanov, V ^a   Fujikoshi, Y ^b   Shimizu, R ^c  

^a MOSCOW STATE UNIVERSITY   (Russian Federation)

^b HIROSHIMA UNIVERSITY   (Japan)

^c INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 23844435202     PISSN: 10723374     EISSN: 15738795     Source Type: Journal    
DOI: 10.1007/BF02365066     Document Type: Article

References (5)

1. Y. Fujikoshi, "Error bounds for asymptotic approximations of some distribution functions," in: Multivariate Analysis: Future Directions, Elsevier (1993), pp. 181-208.
2. Y. Fujikoshi, "Nonuniform error bounds for asymptotic expansions of scale mixtures of distributions," J. Multiv. Anal., 27, 197-205 (1988).
3. R. Shimizu and Y. Fujikoshi, "Sharp bounds for asymptotic expansions of the distribution functions for scale mixtures" (to appear in Annals of the Institute of Statistical Mathematics).
4. X. Fernique, "Evaluations de processus Gaussiens composes," Lect. Notes Math., 526, 64-85 (1976).
5. M. Abramowitz and I. A. Stegun, "Handbook of mathematical functions," Natl. Bur. Stand. Appl. Math., 55 (1964).