Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension.
Emiko HinoHidetoshi MurakamiTakakazu SugiyamaPublished in: Commun. Stat. Simul. Comput. (2009)
Keyphrases
- covariance matrix
- high dimension
- principal component analysis
- real valued
- sample size
- permutation tests
- feature selection
- feature space
- small sample
- normal distribution
- high dimensional
- correlation matrix
- estimation error
- low dimensional
- input space
- mahalanobis distance
- objective function
- symmetric matrix
- decision trees
- computer vision