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Error Bounds for Asymptotic Expansion of the Conditional Variance of the Scale Mixtures of the Multivariate Normal Distribution

✍ Scribed by Stergios B. Fotopoulos; Lijian He

Book ID: 111531868
Publisher: Springer Japan
Year: 1999
Tongue: English
Weight: 625 KB
Volume: 51
Category: Article
ISSN: 0020-3157
DOI: 10.1023/a:1004039431669

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📜 SIMILAR VOLUMES

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Error bounds for asymptotic expansion of the scale mixtures of the normal distribution

✍ Ryoichi Shimizu 📂 Article 📅 1987 🏛 Springer Japan 🌐 English ⚖ 420 KB

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Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions

✍ Y. Fujikoshi 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 452 KB

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Expansion of the Scale Mixture of the Multivariate Normal Distribution with Error Bound Evaluated in the L1-Norm

✍ R. Shimizu 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 328 KB

On the Conditional Variance for Scale Mi

On the Conditional Variance for Scale Mixtures of Normal Distributions

✍ Stamatis Cambanis; Stergios B Fotopoulos; Lijian He 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 210 KB

For a scale mixture of normal vector, X=A 1Â2 G, where X, G # R n and A is a positive variable, independent of the normal vector G, we obtain that the conditional variance covariance, Cov(X 2 | X 1 ), is always finite a.s. for m 2, where X 1 # R n and m<n, and remains a.s. finite even for m=1, if an