A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications

DOI10.1016/j.jmva.2021.104923OpenAlexW3153903451MaRDI QIDQ2078575

Frédéric Ouimet

Publication date: 1 March 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.04882

zbMATH Keywords

total variationsmoothingexpansionWishart distributiondensity estimationnormal approximationasymmetric kernellocal approximationasymptotic statisticsmatrix-variate normalmultivariate associated kernel

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Theory of statistical experiments (62B15)

Related Items (3)

Refined normal approximations for the central and noncentral chi-square distributions and some applications ⋮ Causal Inference in Transcriptome-Wide Association Studies with Invalid Instruments and GWAS Summary Data ⋮ Refined normal approximations for the Student distribution

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