Change-point detection in high-dimensional covariance structure (Q1616311)
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scientific article; zbMATH DE number 6970004
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Change-point detection in high-dimensional covariance structure |
scientific article; zbMATH DE number 6970004 |
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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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0.94581574
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0.9457821
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0.94425124
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0.94187504
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0.9413579
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0.9380761
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0.9334377
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0.93175286
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