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"Law of Log Determinant of Sample Covariance Matrix and Optimal Estimation ..."
T. Tony Cai, Tengyuan Liang, Harrison H. Zhou (2013)
- 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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