Bayesian tests on components of the compound symmetry covariance matrix.
Joris MulderJean-Paul FoxPublished in: Stat. Comput. (2013)
Keyphrases
- covariance matrix
- class conditional densities
- covariance matrices
- mahalanobis distance
- principal component analysis
- sample size
- gaussian mixture
- normal distribution
- geometrical interpretation
- positive definite
- eigenvalues and eigenvectors
- pseudo inverse
- multivariate normal
- symmetric matrix
- correlation matrix
- maximum likelihood
- multivariate gaussian
- eigendecomposition
- cma es
- objective function