SearcharxivSearch

arXiv subjects

Ernst Ruh

Publications and source records attributed to Ernst Ruh.

1 recordsLinked to original sources

Grassmannian Estimation

This paper discusses the family of distributions on the Grassmannian of the linear span of r central gaussian vectors parametrized by the covariance matrix. Our main result is an existence and uniqueness criterion for the maximum likelihood estimate of a sample.

math.ST