Abstract
With the upper bound of Kullback-Leibler distance between a matrix variate Beta-distribution and a normal distribution, this paper gives the conditions under which a matrix-variate Beta-distribution will approach uniformly and asymptotically a normal distribution.
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Supported by the Educational Commission of Hubei Province of China (Grant No. D20112503) and National Natural Science Foundation of China (Grant No. 11071022)
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Li, K.C., Tang, H. Uniform asymptotic normality of the matrix-variate Beta-distribution. Acta. Math. Sin.-English Ser. 28, 1701–1712 (2012). https://doi.org/10.1007/s10114-012-9232-1
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DOI: https://doi.org/10.1007/s10114-012-9232-1