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20132023
most citedLaw of Log Determinant of Sample Covariance Matrix and Optimal Estimation of Differential Entropy for High-Dimensional Gaussian Distributions

70 citations · 123 across the 13 of their papers we have counts for

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math.ST2013★ 70 cited

Law of Log Determinant of Sample Covariance Matrix and Optimal Estimation of Differential Entropy for High-Dimensional Gaussian Distributions

T. Tony Cai, Tengyuan Liang, Harrison H. Zhou

Differential entropy and log determinant of the covariance matrix of a multivariate Gaussian distribution have many applications in coding, communications, signal processing and st…