Change-point detection in high-dimensional covariance structure (Q1616311): Difference between revisions
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Revision as of 08:55, 30 July 2024
scientific article
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English | Change-point detection in high-dimensional covariance structure |
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Change-point detection in high-dimensional covariance structure (English)
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1 November 2018
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multiscale
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bootstrap
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structural change
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critical value
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precision matrix
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