Title
Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions.
Abstract
In the present paper, 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.
Year
DOI
Venue
2011
10.3390/e13040805
ENTROPY
Keywords
Field
DocType
differential entropy,large sample,asymptotic approximation,multivariate normal distribution,sampling distribution,posterior distribution,mutual information,multiinformation,total correlation,multivariate
Sampling distribution,Mathematical optimization,Multivariate stable distribution,Inverse distribution,Multivariate normal distribution,Statistics,Wishart distribution,Mathematics,Maximum entropy probability distribution,Matrix t-distribution,Asymptotic distribution
Journal
Volume
Issue
ISSN
13
4
1099-4300
Citations 
PageRank 
References 
3
0.41
3
Authors
2
Name
Order
Citations
PageRank
Guillaume Marrelec142629.12
Habib Benali283768.94