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]
@article{BodnarBO09,
title = {Surveillance of the covariance matrix based on the properties of the singular Wishart distribution},
author = {Olha Bodnar and Taras Bodnar and Yarema Okhrin},
year = {2009},
doi = {10.1016/j.csda.2009.02.020},
url = {http://dx.doi.org/10.1016/j.csda.2009.02.020},
tags = {rule-based},
researchr = {https://researchr.org/publication/BodnarBO09},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {53},
number = {9},
pages = {3372-3385},
}