"Law of Log Determinant of Sample Covariance Matrix and Optimal Estimation ..."

T. Tony Cai, Tengyuan Liang, Harrison H. Zhou (2013)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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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. CoRR abs/1309.0482 (2013)

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