With the upper bound of Kullback-Leibler distance between a matrix variate Beta-distri- bution and a normal distribution, this paper gives the conditions under which a matrix-variate Beta- distribution will approach u...With the upper bound of Kullback-Leibler distance between a matrix variate Beta-distri- bution and a normal distribution, this paper gives the conditions under which a matrix-variate Beta- distribution will approach uniformly and asymptotically a normal distribution.展开更多
Von Rosen (1989) proposed the MLE of parameters in multivariate linear normal model MLNM(sumfromn= lto ∞AiBiCi). This paper discusses some properties of Rosen's MLE for general distributions which includs invaria...Von Rosen (1989) proposed the MLE of parameters in multivariate linear normal model MLNM(sumfromn= lto ∞AiBiCi). This paper discusses some properties of Rosen's MLE for general distributions which includs invariant, equivariant, strong consistency and asymptotic normality. Furthermore, we can construct the consistent confidence region for the parameter of experctation in MLNM(sumfromn=1to∞, AiBiCi) and obtain asymptotic distribu- tion and consistent confidence region of the linear discrimination function for canonical correlation by Kahtri (1988).展开更多
In this paper, we construct the empirical B ay es test (EBT) for the parameter of the truncated-type distribution families. It is found that the proposed test is asymptotically optimal. The convergence rate of the EBT...In this paper, we construct the empirical B ay es test (EBT) for the parameter of the truncated-type distribution families. It is found that the proposed test is asymptotically optimal. The convergence rate of the EBT is given.展开更多
基金Supported by the Educational Commission of Hubei Province of China(Grant No.D20112503)National Natural Science Foundation of China(Grant No.11071022)
文摘With the upper bound of Kullback-Leibler distance between a matrix variate Beta-distri- bution and a normal distribution, this paper gives the conditions under which a matrix-variate Beta- distribution will approach uniformly and asymptotically a normal distribution.
文摘Von Rosen (1989) proposed the MLE of parameters in multivariate linear normal model MLNM(sumfromn= lto ∞AiBiCi). This paper discusses some properties of Rosen's MLE for general distributions which includs invariant, equivariant, strong consistency and asymptotic normality. Furthermore, we can construct the consistent confidence region for the parameter of experctation in MLNM(sumfromn=1to∞, AiBiCi) and obtain asymptotic distribu- tion and consistent confidence region of the linear discrimination function for canonical correlation by Kahtri (1988).
文摘In this paper, we construct the empirical B ay es test (EBT) for the parameter of the truncated-type distribution families. It is found that the proposed test is asymptotically optimal. The convergence rate of the EBT is given.
