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The uniform asymptotic normality of a matrix-T distribution
- Source :
- Filomat. 35:5253-5261
- Publication Year :
- 2021
- Publisher :
- National Library of Serbia, 2021.
-
Abstract
- Using the Kullback-Leibler distance between two density functions about a matrix T distribution and a matrix normal distribution, we obtain a Berry-Esseen boundary for the T distribution. Further, we give the condition under which a matrix T is uniformly asymptotically matrix normal distribution, and point out the convergence rate.
- Subjects :
- Statistics::Theory
General Mathematics
Subjects
Details
- ISSN :
- 24060933 and 03545180
- Volume :
- 35
- Database :
- OpenAIRE
- Journal :
- Filomat
- Accession number :
- edsair.doi...........61e51e4a4d3d9c68bd1b10263f08a05e