A Sparse Leading-Eigenvalue-Driven Control Chart for Phase I Analysis of High-Dimensional Covariance Matrices

Jinyu Fan, Lianjie Shu. A Sparse Leading-Eigenvalue-Driven Control Chart for Phase I Analysis of High-Dimensional Covariance Matrices. In 2019 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2019, Macao, Macao, December 15-18, 2019. pages 1300-1304, IEEE, 2019. [doi]

Abstract

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