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

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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.

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