Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample.
Shin-ichi TsukadaPublished in: J. Multivar. Anal. (2014)
Keyphrases
- covariance matrix
- sample size
- covariance matrices
- eigenvalues and eigenvectors
- symmetric matrix
- transformation matrix
- upper bound
- mahalanobis distance
- correlation matrix
- positive definite
- geometrical interpretation
- multivariate gaussian
- pseudo inverse
- feature vectors
- principal component analysis
- objective function
- eigendecomposition
- normal distribution
- principal components
- laplacian matrix
- cma es
- estimation error
- maximum likelihood
- distance measure
- image segmentation