On Marginal Distributions of the Ordered Eigenvalues of Certain Random Matrices.
Haochuan ZhangShi JinXin ZhangDacheng YangPublished in: EURASIP J. Adv. Signal Process. (2010)
Keyphrases
- marginal distributions
- random vectors
- probability distribution
- joint distribution
- correlation matrix
- symmetric matrices
- random variables
- random fields
- eigenvalues and eigenvectors
- singular value decomposition
- wavelet coefficients
- contingency tables
- linear combination
- covariance matrix
- gaussian distribution
- dependence structure
- maximum entropy
- computer vision
- principal component analysis
- least squares
- image processing