Stein's method for the matrix normal distribution
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Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Characterization and structure theory of statistical distributions (62E10) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)
Cites work
- A CLT in Stein's distance for generalized Wishart matrices and higher-order tensors
- A multivariate Berry-Esseen theorem with explicit constants
- A multivariate CLT for decomposable random vectors with finite second moments
- A well-conditioned estimator for large-dimensional covariance matrices
- An introduction to matrix concentration inequalities
- Approximation of stable law in Wasserstein-1 distance by Stein's method
- Asymptotic behavior of large Gaussian correlated Wishart matrices
- Chi-square approximation by Stein's method with application to Pearson's statistic
- Exponential approximation by Stein's method and spectral graph theory
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- Limit behavior in high-dimensional regime for the Wishart tensors in Wiener chaos
- Matrix concentration inequalities via the method of exchangeable pairs
- Model selection and estimation in the matrix normal graphical model
- Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
- Multivariate normal approximation using exchangeable pairs
- Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
- Multivariate normal approximations by Stein's method and size bias couplings
- Multivariate stable approximation by Stein's method
- New rates for exponential approximation and the theorems of Rényi and Yaglom
- Normal Approximation by Stein’s Method
- Normal approximations with Malliavin calculus. From Stein's method to universality
- On Convergence of Kronecker Graphical Lasso Algorithms
- On Estimation of Covariance Matrices With Kronecker Product Structure
- On Stein's method for infinitely divisible laws with finite first moment
- On Stein's method for multivariate normal approximation
- On Stein's method for multivariate self-decomposable laws
- On the rate of convergence in the multivariate CLT
- Poisson approximation for dependent trials
- Positive-definite matrix processes of finite variation
- Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equation
- Relaxing the Gaussian assumption in shrinkage and SURE in high dimension
- Some matrix-variate distribution theory: Notational considerations and a Bayesian application
- Stein's density method for multivariate continuous distributions
- Stein's method and the rank distribution of random matrices over finite fields
- Stein's method for comparison of univariate distributions
- Stein's method for diffusion approximations
- Stein's method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem
- Stein's method meets computational statistics: a review of some recent developments
- Stein's method of moments
- Tall random matrices with chaotic entries: approximate isometry and covariance estimation
- The mle algorithm for the matrix normal distribution
- User-friendly tail bounds for sums of random matrices
- Variance-gamma approximation via Stein's method
- Wishart processes
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