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Detecting Changes in Covariance via Random Matrix Theory (2023)

First Author: Ryan S

Attributed to: Data Science of the Natural Environment funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/00401706.2023.2183261

Publication URI: http://dx.doi.org/10.1080/00401706.2023.2183261

Type: Journal Article/Review

Parent Publication: Technometrics

Issue: 4