Sean Ryan, Rebecca Killick. Detecting Changes in Covariance via Random Matrix Theory. Technometrics, 65(4):480-491, October 2023. [doi]
@article{RyanK23,
title = {Detecting Changes in Covariance via Random Matrix Theory},
author = {Sean Ryan and Rebecca Killick},
year = {2023},
month = {October},
doi = {10.1080/00401706.2023.2183261},
url = {https://doi.org/10.1080/00401706.2023.2183261},
researchr = {https://researchr.org/publication/RyanK23},
cites = {0},
citedby = {0},
journal = {Technometrics},
volume = {65},
number = {4},
pages = {480-491},
}