Covariance monitoring of multimode multivariate IoT devices data

DOI10.1080/03610918.2024.2438166MaRDI QIDQ6852504zbMATH OpenFDO

Authors Yanting Li, Yu Zhao

Publication date 25 February 2026

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2024.2438166

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A new multivariate variability control chart based on a covariance matrix combination
• Testing high-dimensional covariance matrices, with application to detecting schizophrenia risk genes
• Two sample tests for high-dimensional covariance matrices
• Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
• Weighted covariance matrix estimation

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