Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
نویسندگان
چکیده
منابع مشابه
Regularized Estimation of High-dimensional Covariance Matrices
Regularized Estimation of High-dimensional Covariance Matrices
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2020
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2020.1785477