Two-sample test for high-dimensional covariance matrices: A normal-reference approach.
Jingyi WangTianming ZhuJin-Ting ZhangPublished in: J. Multivar. Anal. (2024)
Keyphrases
- covariance matrices
- high dimensional
- covariance matrix
- maximum likelihood
- sample size
- distance measure
- vector space
- gaussian mixture model
- low dimensional
- multivariate normal
- feature vectors
- gaussian distribution
- similarity search
- gaussian mixture
- principal component analysis
- feature space
- image segmentation
- dimensionality reduction
- riemannian manifolds
- bayesian networks