Seminars: H. Wakaki, An error bound for Box's chi--square type asymptotic expansion of Wilks' Lambda distribution

SEMINARS


Principle Seminar of the Department of Probability Theory, Moscow State University September 24, 2008 16:45, Moscow, MSU, auditorium 16-24

An error bound for Box's chi–square type asymptotic expansion of Wilks' Lambda distribution H. Wakaki Hiroshima University
Abstract: An error bound for the Box's chi-square type asymptotic expansion of Wilks' Lambda distribution is derived. It is compared with an error bound for the high-dimensional Edgeworth expansion.