Estimation of the entropy of a multivariate normal distribution (Q1765618)
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scientific article; zbMATH DE number 2137561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the entropy of a multivariate normal distribution |
scientific article; zbMATH DE number 2137561 |
Statements
Estimation of the entropy of a multivariate normal distribution (English)
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23 February 2005
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Affine equivariant estimators
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Brewster-Zidek-type estimator
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Entropy
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Generalized Bayes estimator
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Inadmissible estimator
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Quadratic loss function
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Risk function
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Stein-type estimator
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Wishart distribution
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