High-Dimensional Mahalanobis Distances of Complex Random Vectors
In this paper, we investigate the asymptotic distributions of two types of Mahalanobis distance (MD): leave-one-out MD and classical MD with both Gaussian- and non-Gaussian-distributed complex random vectors, when the sample size <i>n</i> and the dimension of variables <i>p</i&g...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-08-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/16/1877 |