"Monitoring the covariance matrix with fewer observations than variables."

Edgard M. Maboudou-Tchao, Vincent Agboto (2013)

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DOI: 10.1016/J.CSDA.2013.02.028

access: closed

type: Journal Article

metadata version: 2020-02-18

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Edgard M. Maboudou-Tchao, Vincent Agboto:
Monitoring the covariance matrix with fewer observations than variables. Comput. Stat. Data Anal. 64: 99-112 (2013)

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