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Большой семинар кафедры теории вероятностей МГУ
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An error bound for Box's chi–square type asymptotic expansion of Wilks' Lambda distribution H. Wakaki Hiroshima University |
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Аннотация: 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. |