On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications.
Piero BaronePublished in: J. Multivar. Anal. (2012)
Keyphrases
- covariance matrices
- covariance matrix
- eigenvalues and eigenvectors
- singular value decomposition
- symmetric matrices
- maximum likelihood
- correlation matrix
- density function
- symmetric matrix
- gaussian mixture model
- gaussian distribution
- gaussian mixture
- eigenvalue problems
- singular values
- eigendecomposition
- heavy tailed
- eigenvalue decomposition
- doubly stochastic
- distance measure
- vector space
- least squares
- probability density
- principal components