Add to ORKGIn this paper, we develop local expansions for the ratio of the centered matrix-variate $T$ density to the centered matrix-variate normal density with the same covariances. The approximations are used to derive upper bounds on several probability metrics (such as the total variation and Hellinger distance) between the corresponding induced measures. This work extends some of the results of Shafiei & Saberali (2015) and Ouimet (2022) for the univariate Student distribution to the matrix-variate setting.Comment: 11 pages, 2 figure
This paper examines asymptotic distributions of the likelihood ratio criteria, which are proposed un...
Stein’s method originated in 1972 in a paper in the Proceedings of the Sixth Berkeley Symposium. In ...
Abstract: Problem statement: Hotelling’s T2 statistic has been well documented in the existing liter...
In this paper, we develop local expansions for the ratio of the centered matrix-variate T density to...
This report contains properties and approximations of some matrix valued probability density functio...
In this short note, we develop a local approximation for the log-ratio of the multivariate hypergeom...
This note presents a refined local approximation for the logarithm of the ratio between the negative...
AbstractThe asymptotic distribution of some test criteria for a covariance matrix are derived under ...
In this paper, we prove a local limit theorem for the chi-square distribution with $r > 0$ degrees o...
AbstractA general real matrix-variate probability model is introduced here, which covers almost all ...
Let X1,..., Xn be i.i.d. random observations, taking their values in a measurable space. Consider a ...
Exact upper and lower bounds on the ratio $\mathsf{E}w(\mathbf{X}-\mathbf{v})/\mathsf{E}w(\mathbf{X}...
In this paper, we develop a local limit theorem for the Student distribution. We use it to improve t...
AbstractAsymptotic expansions of the distributions of two test criteria concerning a covariance matr...
The asymptotic normality of the Maximum Likelihood Estimator (MLE) is a long established result. Exp...
This paper examines asymptotic distributions of the likelihood ratio criteria, which are proposed un...
Stein’s method originated in 1972 in a paper in the Proceedings of the Sixth Berkeley Symposium. In ...
Abstract: Problem statement: Hotelling’s T2 statistic has been well documented in the existing liter...
In this paper, we develop local expansions for the ratio of the centered matrix-variate T density to...
This report contains properties and approximations of some matrix valued probability density functio...
In this short note, we develop a local approximation for the log-ratio of the multivariate hypergeom...
This note presents a refined local approximation for the logarithm of the ratio between the negative...
AbstractThe asymptotic distribution of some test criteria for a covariance matrix are derived under ...
In this paper, we prove a local limit theorem for the chi-square distribution with $r > 0$ degrees o...
AbstractA general real matrix-variate probability model is introduced here, which covers almost all ...
Let X1,..., Xn be i.i.d. random observations, taking their values in a measurable space. Consider a ...
Exact upper and lower bounds on the ratio $\mathsf{E}w(\mathbf{X}-\mathbf{v})/\mathsf{E}w(\mathbf{X}...
In this paper, we develop a local limit theorem for the Student distribution. We use it to improve t...
AbstractAsymptotic expansions of the distributions of two test criteria concerning a covariance matr...
The asymptotic normality of the Maximum Likelihood Estimator (MLE) is a long established result. Exp...
This paper examines asymptotic distributions of the likelihood ratio criteria, which are proposed un...
Stein’s method originated in 1972 in a paper in the Proceedings of the Sixth Berkeley Symposium. In ...
Abstract: Problem statement: Hotelling’s T2 statistic has been well documented in the existing liter...