Estimation of the entropy of a multivariate normal distribution
type: Item
instance of: scholarly article
title: Estimation of the entropy of a multivariate normal distribution
zbMATH Open document ID: 1073.62002
author: Neeraj Misra
author: Harshinder Singh
author: Eugene Demchuk
published in: Journal of Multivariate Analysis
publication date: 2005-02-23T00:00:00Z
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 2137561
zbMATH Keywords: Affine equivariant estimators
zbMATH Keywords: Brewster-Zidek-type estimator
zbMATH Keywords: Entropy
zbMATH Keywords: Generalized Bayes estimator
zbMATH Keywords: Inadmissible estimator
zbMATH Keywords: Quadratic loss function
zbMATH Keywords: Risk function
zbMATH Keywords: Stein-type estimator
zbMATH Keywords: Wishart distribution
MaRDI profile type: Publication
full work available at URL: j.jmva.2003.10.003
OpenAlex ID: W1969649155
Wikidata QID: Q23918833
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DOI: 10.1016/J.JMVA.2003.10.003
description: scientific article; zbMATH DE number 2137561