A new test for sphericity of the covariance matrix for high dimensional data.
Thomas J. FisherXiaoqian SunColin M. GallagherPublished in: J. Multivar. Anal. (2010)
Keyphrases
- high dimensional data
- covariance matrix
- dimensionality reduction
- principal component analysis
- low dimensional
- covariance matrices
- nearest neighbor
- data sets
- subspace clustering
- high dimensionality
- high dimensional
- dimension reduction
- data analysis
- principal components analysis
- data points
- sparse representation
- input space
- sample size
- low rank
- similarity search
- high dimensional spaces
- manifold learning
- data distribution
- gaussian mixture
- clustering high dimensional data
- euclidean space
- principal components
- linear discriminant analysis
- vector space
- locally linear embedding
- geometrical interpretation
- feature extraction
- random projections
- database
- feature space
- input data