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 Marrelec | 1 | 426 | 29.12 |
Habib Benali | 2 | 837 | 68.94 |