Sharp minimax tests for large Toeplitz covariance matrices with repeated observations.
Cristina ButuceaRania ZgheibPublished in: J. Multivar. Anal. (2016)
Keyphrases
- covariance matrices
- covariance matrix
- maximum likelihood
- distance measure
- vector space
- gaussian distribution
- gaussian mixture model
- least squares
- gaussian mixture
- multivariate normal
- feature vectors
- riemannian metric
- sample size
- log euclidean
- linear classifiers
- active learning
- objective function
- data sets
- similarity search
- worst case
- clustering algorithm