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Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model
Authors:Yasunori Fujikoshi
Institution:(1) Hiroshima University, Hiroshima, Japan
Abstract:Summary In this paper we obtain asymptotic expansions for the distribution function and the density function of a linear combination of the MLE in a GMANOVA model, and for the density function of the MLE itself. We also obtain certain error bounds for the asymptotic expansions.
Keywords:Error bound  asymptotic expansion  MLE  distribution function  density function  GMANOVA model
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