Efficient change point detection and estimation in high-dimensional correlation matrices (Q6200899)
From MaRDI portal
scientific article; zbMATH DE number 7823232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient change point detection and estimation in high-dimensional correlation matrices |
scientific article; zbMATH DE number 7823232 |
Statements
Efficient change point detection and estimation in high-dimensional correlation matrices (English)
0 references
25 March 2024
0 references
change point detection
0 references
change point estimation
0 references
signflip parallel analysis
0 references
correlation matrix
0 references
CUSUM
0 references
0 references
0 references
