Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup.
Anuradha RoyRicardo LeivaIvan ZezulaDaniel KleinPublished in: J. Multivar. Anal. (2015)
Keyphrases
- covariance matrix
- covariance matrices
- multivariate normal
- positive definite
- multivariate gaussian
- symmetric matrix
- principal component analysis
- principal components
- sample size
- gaussian mixture
- correlation matrix
- mahalanobis distance
- vector space
- machine learning
- eigenvalues and eigenvectors
- geometrical interpretation
- eigendecomposition
- class conditional densities
- estimation error
- maximum likelihood
- feature vectors
- multi objective
- distance measure
- dimensionality reduction
- objective function