Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions.
Olivier BessonYuri I. AbramovichPublished in: J. Multivar. Anal. (2014)
Keyphrases
- covariance matrix
- likelihood ratio
- covariance matrices
- invariance properties
- estimation error
- multivariate gaussian
- hypothesis testing
- class conditional densities
- sample size
- principal component analysis
- maximum likelihood estimation
- probability distribution
- objective function
- discriminative power
- random variables
- maximum likelihood
- rotation invariance
- computer vision
- image classification
- least squares
- machine learning