A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models

DOI10.1007/s42952-022-00183-3OpenAlexW4292509024MaRDI QIDQ2111963

Bin Liu, Xianru Wang, Xin Sheng Zhang

Publication date: 17 January 2023

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-022-00183-3

zbMATH Keywords

efficient algorithmhigh dimensionscovariance matricesmean vectorchange point detection

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• wbs

Cites Work

• Unnamed Item
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