Estimation of Gaussian mixtures with rotationally invariant covariance matrices

Communications in Statistics - Theory and Methods

Volumn 26, Issue 12, 1997, Pages 2927-2944

  Streit, R L ^a   Luginbuhl, T E ^a  

^a NAVAL UNDERSEA WARFARE CENTER   (United States)

Author keywords

EM method; Maximum likelihood; Parameter estimation; Strophoscedastic mixtures, orthogonal invariance, singular value decomposition

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; NUMERICAL METHODS; PARAMETER ESTIMATION;

GAUSSIAN MIXTURES; MAXIMUM LIKELIHOOD; ORTHOGONAL INVARIANCE; SINGULAR VALUE DECOMPOSITION;

STATISTICAL METHODS;

EID: 0031375791     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929708832086     Document Type: Article

References (9)

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