Error Bounds for Asymptotic Expansion of the Conditional Variance of the Scale Mixtures of the Multivariate Normal Distribution
| Year of publication: |
1999
|
|---|---|
| Authors: | Fotopoulos, Stergios ; He, Lijian |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 51.1999, 4, p. 731-747
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| Publisher: |
Springer |
| Subject: | Heteroscedasticity | orthogonal polynomials | Laguerre polynomials | Laplace transform |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395821