Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions (Q2348449)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions |
scientific article |
Statements
Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions (English)
0 references
12 June 2015
0 references
asymptotic optimality
0 references
central limit theorem
0 references
covariance matrix
0 references
determinant
0 references
differential entropy
0 references
minimax lower bound
0 references
sharp minimaxity
0 references
0 references