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On rates of convergence of general information criteria in signal processing when the noise covariance matrix is arbitrary.

Kwok-Wai TamYuehua Wu
Published in: IEEE Trans. Inf. Theory (1991)
Keyphrases
  • covariance matrix
  • special case
  • image processing
  • principal components
  • rates of convergence
  • feature space
  • multi class
  • nearest neighbor
  • missing data