ResearchTrend.AI
Consistent Estimation of a Class of Distances Between Covariance Matrices

Consistent Estimation of a Class of Distances Between Covariance Matrices

Roberto Pereira
Xavier Mestre
Davig Gregoratti
ArXivPDFHTML

Papers citing "Consistent Estimation of a Class of Distances Between Covariance Matrices"

2 / 2 papers shown
Title
Random Matrix-Improved Estimation of the Wasserstein Distance between two Centered Gaussian Distributions
Random Matrix-Improved Estimation of the Wasserstein Distance between two Centered Gaussian Distributions
Malik Tiomoko
Romain Couillet
41
4
0
08 Mar 2019
Independence test for high dimensional data based on regularized canonical correlation coefficients
Independence test for high dimensional data based on regularized canonical correlation coefficients
Yanrong Yang
G. Pan
60
44
0
18 Mar 2015

We use cookies and other tracking technologies to improve your browsing experience on our website, to show you personalized content and targeted ads, to analyze our website traffic, and to understand where our visitors are coming from. See our policy.