Pages that link to "Item:Q2348449"

The following pages link to Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions (Q2348449):

Displaying 10 items.

• Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
• A convex optimization approach to high-dimensional sparse quadratic discriminant analysis (Q820816) (← links)
• Optimal Bayesian minimax rates for unconstrained large covariance matrices (Q1631606) (← links)
• Test for equality of standardized generalized variance with different dimensions under high-dimensional settings (Q2154565) (← links)
• Gaussian fluctuations of the determinant of Wigner matrices (Q2274217) (← links)
• A general method for lower bounds on fluctuations of random variables (Q2327942) (← links)
• Asymptotic behavior for log-determinants of several non-Hermitian random matrices (Q2405966) (← links)
• Asymptotically efficient estimation of smooth functionals of covariance operators (Q2659447) (← links)
• Exponential growth of random determinants beyond invariance (Q2690087) (← links)
• Phase transition in noisy high-dimensional random geometric graphs (Q6184923) (← links)