Open AccessThe uniform asymptotic normality of a matrix-T distribution
Author(s) -
Li Kai,
Jian Zhang,
Di Mao
Publication year - 2021
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil2115253l
Subject(s) - mathematics , matrix (chemical analysis) , asymptotic distribution , mathematical analysis , distribution (mathematics) , normality , statistics , materials science , estimator , composite material
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.
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