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The uniform asymptotic normality of a matrix-T distribution

Authors :
Kai Li
Jian Zhang
Di Mao
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.

Details

ISSN :
24060933 and 03545180
Volume :
35
Database :
OpenAIRE
Journal :
Filomat
Accession number :
edsair.doi...........61e51e4a4d3d9c68bd1b10263f08a05e