An Error Bound for an Asymptotic Expansion of the Distribution Function of an Estimate in a Multivariate Linear Model
Year: 1985
Type: article
Abstract: In this paper we consider asymptotic approximations to the distribution function $F(x)$ of a linear combination of an estimate in a multivariate linear model. A method is given for obtaining an asymptotic expansion $F_{s - 1}(x)$ of $F(x)$ up to $O(n^{-s + 1})$ and a bound $c_s$ such that $|F(x) - F_{s - 1}(x)| \leq c_s$ uniformly in $x$ and $c_s = O(n^{-s})$.
Source: The Annals of Statistics
Author: Yasunori Fujikoshi
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W1966198485