A new test for the proportionality of two large-dimensional covariance matrices.

Baisen Liu Lin Xu Shurong Zheng Guo-Liang Tian

Published in: J. Multivar. Anal. (2014)

Keyphrases

covariance matrices
covariance matrix
maximum likelihood
gaussian mixture model
gaussian distribution
distance measure
vector space
multivariate normal
linear classifiers
gaussian mixture
sample size
principal component analysis
upper bound
prior knowledge
riemannian manifolds
lie group
computer vision