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A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups.

P. Theo PeplerD. W. UysD. G. Nel
Published in: Commun. Stat. Simul. Comput. (2016)
Keyphrases
  • covariance matrix
  • covariance matrices
  • statistical methods
  • similarity measure
  • em algorithm
  • objective function
  • prior knowledge
  • probabilistic model
  • probability distribution
  • maximum likelihood
  • multivariate normal