Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix.
Kaige ZhaoTingting ZouShurong ZhengJing ChenPublished in: Comput. Stat. Data Anal. (2023)
Keyphrases
- covariance matrix
- hypothesis testing
- high dimensional
- covariance matrices
- positive definite
- principal component analysis
- symmetric matrix
- likelihood ratio
- sample size
- mahalanobis distance
- normal distribution
- correlation matrix
- geometrical interpretation
- eigenvalues and eigenvectors
- hypothesis tests
- gaussian mixture
- objective function
- statistical tests
- similarity search
- dimensionality reduction
- multivariate gaussian
- kernel function
- search space
- genetic algorithm