Error bounds for asymptotic expansions of Wilks’ lambda distribution

Author:

Fujikoshi Yasunori,Ulyanov Vladimir V.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference13 articles.

1. An Introduction to Multivariate Analysis;Anderson,2003

2. The accuracy of the Gaussian approximation to the sum of independent variates;Berry;Trans. Amer. Math. Soc.,1941

3. A general distribution theory for a class of likelihood criteria;Box;Biometrika,1949

4. Valid asymptotic expansions for the likelihood ratio statistic and other perturbated chi-square variables;Chandra;Sankhya A,1979

5. Some analogs of the Berry–Esseen bound for first-order Chebyshev–Edgeworth expansions;Dobrić;Statist. & Decision,1996

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