Sharp error bounds for asymptotic expansions of the distribution functions for scale mixtures

Annals of the Institute of Statistical Mathematics

Volumn 49, Issue 2, 1997, Pages 285-297

  Shimizu, Ryoichi ^a   Fujikoshi, Yasunori ^b  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^b HIROSHIMA UNIVERSITY   (Japan)

Author keywords

Asymptotic expansion; Gamma distribution; Normal distribution; Scale mixture; Sharp bound

Indexed keywords

EID: 9844262253     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1003162929574     Document Type: Article

References (9)

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2. Fujikoshi, Y. (1993). Error bounds for asymptotic approximations of some distribution functions, Multivariate Analysis: Future Directions (ed. C. R. Rao), 181-208, North-Holland, Amsterdam.
3. Fujikoshi, Y. and Shimizu, R. (1989). Asymptotic expansions of some mixtures of univariate and multivariate distributions, J. Multivariate Anal., 30, 279-291.
4. Fujikoshi, Y. and Shimizu, R. (1990). Asymptotic expansions of some distributions and their error bounds - the distributions of sums of independent random variables and scale mixtures, Sugaku Expositions, 3, 75-96.
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7. Shimizu, R. (1987). Error bounds for asymptotic expansion of the scale mixtures of the normal distribution, Ann. Inst. Statist. Math., 39, 611-622.
8. Shimizu, R. (1989). Expansion of the scale mixtures of the gamma distribution, J. Statist. Plann. Inference, 21, 305-314.
9. 1-norm, J. Multivariate Anal., 53, 126-138.