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Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure.

Anuradha RoyRoman ZmyslonyMiguel FonsecaRicardo Leiva
Published in: J. Multivar. Anal. (2016)
Keyphrases
  • multivariate data
  • high dimensional
  • principal components
  • visualization methods
  • machine learning
  • objective function
  • worst case
  • original data
  • parameter space
  • categorical data