Testing proportionality of two large-dimensional covariance matrices.

Lin Xu Baisen Liu Shurong Zheng Shaokun Bao

Published in: Comput. Stat. Data Anal. (2014)

Keyphrases

covariance matrices
covariance matrix
maximum likelihood
gaussian distribution
distance measure
gaussian mixture model
vector space
gaussian mixture
multivariate normal
feature vectors
data sets
feature space
input space
riemannian metric