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Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA.
Baisuo Jin
Cheng Wang
Baiqi Miao
Mong-Na Lo Huang
Published in:
J. Multivar. Anal. (2009)
Keyphrases
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covariance matrices
gaussian distribution
covariance matrix
maximum likelihood
sample size
vector space
gaussian mixture model
distance measure
multivariate normal
gaussian mixture
feature vectors
cross validation
lie group
unsupervised learning
closed form
lower bound
feature space
computer vision