Tests for covariance matrices in high dimension with less sample size.
Muni S. SrivastavaHirokazu YanagiharaTatsuya KubokawaPublished in: J. Multivar. Anal. (2014)
Keyphrases
- sample size
- high dimension
- covariance matrix
- covariance matrices
- small sample
- model selection
- random sampling
- small sample size
- upper bound
- real valued
- maximum likelihood
- feature space
- gaussian mixture
- high dimensional
- input space
- worst case
- feature selection
- generalization error
- vector space
- data sets
- image processing
- hyperparameters
- support vector machine
- high dimensional data
- high dimensionality
- pattern recognition
- distance measure
- dimensionality reduction