Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices (Q5881097)
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scientific article; zbMATH DE number 7661393
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| English | Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices |
scientific article; zbMATH DE number 7661393 |
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Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices (English)
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9 March 2023
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change point analysis
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dimension reduction
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high-dimensional covariance matrices
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0.8303940892219543
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0.8247905373573303
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0.8163465857505798
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0.8136701583862305
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0.8003028631210327
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