矩阵F分布渐近正态分布的一种方式(英文)

A WAY OF ASYMPTOTIC NORMALITY FOR THE MATRIX F-DISTRIBUTION

本文主要讨论矩阵F分布的一致渐近正态性.通过计算矩阵F分布和多元正态分布的Kullback-Leibler距离,找到了矩阵F分布一致渐近正态分布的条件.

This paper concerns with the uniformly asymptotic normality of a matrix F- distribution. By means of evaluating the Kullback-Leibler distance between a matrix variate F-distribution and a normal distribution, we obtain the conditions under which a matrix F- distribution is uniformly asymptotic to normal distribution.