Detecting Changes in Covariance via Random Matrix Theory

Sean Ryan, Rebecca Killick. Detecting Changes in Covariance via Random Matrix Theory. Technometrics, 65(4):480-491, October 2023. [doi]

Authors

Sean Ryan

This author has not been identified. Look up 'Sean Ryan' in Google

Rebecca Killick

This author has not been identified. Look up 'Rebecca Killick' in Google