Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics.
Runsheng MiaoKai XuPublished in: Commun. Stat. Simul. Comput. (2024)
Keyphrases
- covariance matrices
- high dimensional
- covariance matrix
- maximum likelihood
- gaussian mixture model
- vector space
- distance measure
- gaussian distribution
- gaussian mixture
- dimensionality reduction
- low dimensional
- data points
- linear classifiers
- metric space
- nearest neighbor
- parameter space
- high dimensional data
- probability distribution
- training data