Surveillance of the covariance matrix based on the properties of the singular Wishart distribution

Olha Bodnar, Taras Bodnar, Yarema Okhrin. Surveillance of the covariance matrix based on the properties of the singular Wishart distribution. Computational Statistics & Data Analysis, 53(9):3372-3385, 2009. [doi]

Authors

Olha Bodnar

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Taras Bodnar

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Yarema Okhrin

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