A robust test for sphericity of high-dimensional covariance matrices.
Xintao TianYuting LuWeiming LiPublished in: J. Multivar. Anal. (2015)
Keyphrases
- covariance matrices
- high dimensional
- covariance matrix
- maximum likelihood
- distance measure
- vector space
- gaussian mixture model
- multivariate normal
- feature space
- linear classifiers
- dimensionality reduction
- gaussian distribution
- low dimensional
- em algorithm
- similarity search
- nearest neighbor
- feature vectors
- data sets
- parameter space
- metric space
- language model
- riemannian metric
- similarity measure