A robust testing procedure for the equality of covariance matrices.

Shagufta Aslam David M. Rocke

Published in: Comput. Stat. Data Anal. (2005)

Keyphrases

covariance matrices
covariance matrix
maximum likelihood
distance measure
gaussian mixture model
gaussian distribution
vector space
computer vision
database systems
similarity measure
upper bound
riemannian manifolds
log euclidean
multivariate normal