Hypothesis testing for high-dimensional covariance matrices.
Weiming LiYingli QinPublished in: J. Multivar. Anal. (2014)
Keyphrases
- hypothesis testing
- covariance matrices
- high dimensional
- covariance matrix
- maximum likelihood
- vector space
- low dimensional
- gaussian mixture model
- statistical tests
- distance measure
- gaussian distribution
- similarity search
- dimensionality reduction
- linear classifiers
- sample size
- feature space
- data points
- feature vectors
- gaussian mixture
- high dimensional data
- parameter space
- data sets
- statistical analysis
- confidence intervals
- decision trees
- data mining