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Testing the equality of several covariance matrices with fewer observations than the dimension.
Muni S. Srivastava
Hirokazu Yanagihara
Published in:
J. Multivar. Anal. (2010)
Keyphrases
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covariance matrices
covariance matrix
maximum likelihood
distance measure
gaussian distribution
gaussian mixture model
vector space
riemannian manifolds
multivariate normal
prior knowledge
gaussian mixture
data sets
learning algorithm
computer vision
unsupervised learning
lie group