Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions (Q657559)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5995946
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions |
scientific article; zbMATH DE number 5995946 |
Statements
Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions (English)
0 references
9 January 2012
0 references
Summary: We propose a large sample asymptotic approximation for the sampling and posterior distributions of differential entropy when the sample is composed of independent and identically distributed realization of a multivariate normal distribution.
0 references
differential entropy
0 references
large sample
0 references
asymptotic approximation
0 references
multivariate normal distribution
0 references
sampling distribution
0 references
posterior distribution
0 references
mutual information
0 references
multiinformation
0 references
total correlation
0 references
multivariate constraint
0 references
0.8852148
0 references
0.88234997
0 references
0.87986904
0 references
0.8783047
0 references
0.8771138
0 references
