Monitoring the covariance matrix with fewer observations than variables

Edgard M. Maboudou-Tchao, Vincent Agboto. Monitoring the covariance matrix with fewer observations than variables. Computational Statistics & Data Analysis, 64:99-112, 2013. [doi]

Authors

Edgard M. Maboudou-Tchao

This author has not been identified. Look up 'Edgard M. Maboudou-Tchao' in Google

Vincent Agboto

This author has not been identified. Look up 'Vincent Agboto' in Google