Gaussian fluctuations for sample covariance matrices with dependent data.

Olga Friesen Matthias Löwe Michael Stolz

Published in: J. Multivar. Anal. (2013)

Keyphrases

covariance matrices
covariance matrix
data sets
data analysis
maximum likelihood
prior knowledge
gaussian mixture model
valued data
data points
input data
gaussian distribution
computer vision
statistical analysis
vector space