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 $c_s = O(n^{-s})$.
Publié le : 1985-06-14
Classification:
Error bound,
asymptotic expansion,
distribution function,
linear combination of an estimate,
multivariate linear model,
62E20,
62H10
@article{1176349562,
author = {Fujikoshi, Yasunori},
title = {An Error Bound for an Asymptotic Expansion of the Distribution Function of an Estimate in a Multivariate Linear Model},
journal = {Ann. Statist.},
volume = {13},
number = {1},
year = {1985},
pages = { 827-831},
language = {en},
url = {http://dml.mathdoc.fr/item/1176349562}
}
Fujikoshi, Yasunori. An Error Bound for an Asymptotic Expansion of the Distribution Function of an Estimate in a Multivariate Linear Model. Ann. Statist., Tome 13 (1985) no. 1, pp. 827-831. http://gdmltest.u-ga.fr/item/1176349562/