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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Fujikoshi, Y. Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model. Ann Inst Stat Math 39, 153–161 (1987). https://doi.org/10.1007/BF02491456
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DOI: https://doi.org/10.1007/BF02491456