Asymptotic covariance estimation by Gaussian random perturbation.
Jing ZhouWei LanHansheng WangPublished in: Comput. Stat. Data Anal. (2022)
Keyphrases
- multivariate gaussian distribution
- covariance matrices
- maximum likelihood
- density estimation
- log likelihood function
- continuous valued
- gaussian mixture model
- probability density
- central limit theorem
- probability distribution
- asymptotically optimal
- heavy tailed
- accurate estimation
- correlation matrix
- estimation accuracy
- image processing
- pairwise
- lower bound