"Law of log determinant of sample covariance matrix and optimal estimation ..."

T. Tony Cai, Tengyuan Liang, Harrison H. Zhou (2015)

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DOI: 10.1016/J.JMVA.2015.02.003

access: open

type: Journal Article

metadata version: 2021-02-17

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T. Tony Cai, Tengyuan Liang, Harrison H. Zhou:
Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions. J. Multivar. Anal. 137: 161-172 (2015)

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