Geodesic
The uniform asymptotic normality of a matrix-t distribution
Filomat, Tome 35 (2021) no. 15, p. 5253

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DOI

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
DOI : 10.2298/FIL2115253L
Classification : 62E17;62E20
Keywords: matrix T distribution, matrix Γ distribution, Berry-Esseen boundary, uniformly asymptotic normality 
Kai Can Li; Jian Lin Zhang; Di Shou Mao. The uniform asymptotic normality of a matrix-t distribution. Filomat, Tome 35 (2021) no. 15, p. 5253 . doi: 10.2298/FIL2115253L
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     title = {The uniform asymptotic normality of a matrix-t distribution},
     journal = {Filomat},
     pages = {5253 },
     year = {2021},
     volume = {35},
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     doi = {10.2298/FIL2115253L},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2115253L/}
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