A generalized spatial sign covariance matrix.
Jakob RaymaekersPeter J. RousseeuwPublished in: J. Multivar. Anal. (2019)
Keyphrases
- covariance matrix
- relative entropy
- covariance matrices
- sample size
- principal component analysis
- gaussian mixture
- symmetric matrix
- geometrical interpretation
- multivariate gaussian
- eigendecomposition
- class conditional densities
- objective function
- correlation matrix
- transformation matrix
- positive definite
- mahalanobis distance
- principal components
- pseudo inverse
- eigenvalues and eigenvectors
- mahalanobis metric
- estimation error
- special case
- computer vision