On the limiting spectral distribution of the covariance matrices of time-lagged processes.

Christian Y. Robert Mathieu Rosenbaum

Published in: J. Multivar. Anal. (2010)

Keyphrases

covariance matrices
gaussian distribution
covariance matrix
maximum likelihood
gaussian mixture model
distance measure
vector space
linear classifiers
multivariate normal
data sets
objective function
feature selection
feature extraction
feature vectors
lie group
riemannian metric