Edgard M. Maboudou-Tchao, Vincent Agboto. Monitoring the covariance matrix with fewer observations than variables. Computational Statistics & Data Analysis, 64:99-112, 2013. [doi]
@article{Maboudou-TchaoA13,
title = {Monitoring the covariance matrix with fewer observations than variables},
author = {Edgard M. Maboudou-Tchao and Vincent Agboto},
year = {2013},
doi = {10.1016/j.csda.2013.02.028},
url = {http://dx.doi.org/10.1016/j.csda.2013.02.028},
researchr = {https://researchr.org/publication/Maboudou-TchaoA13},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {64},
pages = {99-112},
}