On the eigenvectors of large-dimensional sample spatial sign covariance matrices.
Yangchang XuNingning XiaPublished in: J. Multivar. Anal. (2023)
Keyphrases
- lie group
- covariance matrices
- covariance matrix
- sample size
- principal component analysis
- maximum likelihood
- gaussian mixture
- vector space
- objective function
- multivariate normal
- riemannian metric
- upper bound
- support vector
- similarity search
- distance measure
- principal components
- random sampling
- linear classifiers
- feature extraction
- clustering algorithm
- data sets