A method to estimate the true mahalanobis distance from eigenvectors of sample covariance matrix

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 2396, Issue , 2002, Pages 498-507

  Iwamura, Masakazu ^a   Omachi, Shinichiro ^a   Aso, Hirotomo ^a  

^a TOHOKU UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

COVARIANCE MATRIX; EIGENVALUES AND EIGENFUNCTIONS; ERRORS; PARAMETER ESTIMATION; SYNTACTICS;

ESTIMATED PARAMETER; ESTIMATION ERRORS; HYPER-PARAMETER; MAHALANOBIS DISTANCES; RECOGNITION ACCURACY; SAMPLE COVARIANCE MATRIX; STATISTICAL PATTERN RECOGNITION; TRAINING SAMPLE;

PATTERN RECOGNITION;

EID: 23044532375     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-70659-3_52     Document Type: Conference Paper

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