Change-point detection in high-dimensional covariance structure (Q1616311)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Change-point detection in high-dimensional covariance structure
scientific article

    Statements

    Change-point detection in high-dimensional covariance structure (English)
    0 references
    0 references
    0 references
    1 November 2018
    0 references
    multiscale
    0 references
    bootstrap
    0 references
    structural change
    0 references
    critical value
    0 references
    precision matrix
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references