Estimation of the entropy of a multivariate normal distribution (Q1765618)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of the entropy of a multivariate normal distribution |
scientific article; zbMATH DE number 2137561
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of the entropy of a multivariate normal distribution |
scientific article; zbMATH DE number 2137561 |
Statements
Estimation of the entropy of a multivariate normal distribution (English)
0 references
23 February 2005
0 references
Affine equivariant estimators
0 references
Brewster-Zidek-type estimator
0 references
Entropy
0 references
Generalized Bayes estimator
0 references
Inadmissible estimator
0 references
Quadratic loss function
0 references
Risk function
0 references
Stein-type estimator
0 references
Wishart distribution
0 references
0 references
0.7965664863586426
0 references
0.7595859169960022
0 references
0.7590224742889404
0 references
0.7574511766433716
0 references
