Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions.
Yo SheenaAkimichi TakemuraPublished in: J. Multivar. Anal. (2011)
Keyphrases
- covariance matrix
- normal distribution
- multivariate normal
- multivariate gaussian
- estimation error
- covariance matrices
- principal component analysis
- eigenvalues and eigenvectors
- mixture distribution
- mahalanobis distance
- gaussian mixture
- least squares
- correlation matrix
- sample size
- eigendecomposition
- pseudo inverse
- maximum likelihood
- objective function
- positive definite
- geometrical interpretation
- gaussian mixture model
- computer vision
- principal components
- np hard
- laplacian matrix