Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
2015 ◽
Vol 137
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pp. 161-172
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2013 ◽
Vol 108
(501)
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pp. 265-277
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Keyword(s):
2013 ◽
Vol 68
(3)
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pp. 569-570
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Keyword(s):
2010 ◽
Vol 52
(4)
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pp. 423-437
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Keyword(s):
2012 ◽
Vol 204-208
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pp. 4734-4737
1986 ◽
Estimation of the population spectral distribution from a large dimensional sample covariance matrix
2013 ◽
Vol 143
(11)
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pp. 1887-1897
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Keyword(s):