Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model |
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Authors: | Yasunori Fujikoshi |
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Affiliation: | (1) Hiroshima University, Hiroshima, Japan |
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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. |
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Keywords: | Error bound asymptotic expansion MLE distribution function density function GMANOVA model |
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