Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions (Q2348449)
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scientific article; zbMATH DE number 6445448
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| English | Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions |
scientific article; zbMATH DE number 6445448 |
Statements
Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions (English)
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12 June 2015
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asymptotic optimality
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central limit theorem
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covariance matrix
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determinant
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differential entropy
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minimax lower bound
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sharp minimaxity
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0.8872863
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0.8849039
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0.8828182
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0.87135404
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0.8659099
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0.86162764
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