Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
type: Item
instance of: scholarly article
title: Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
zbMATH Open document ID: 1453.62047
author: Olha Bodnar
author: Taras Bodnar
author: Yarema Okhrin
published in: Computational Statistics and Data Analysis
publication date: 2010-04-01T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 5689100
MaRDI profile type: Publication
full work available at URL: j.csda.2009.02.020
OpenAlex ID: W2088760192
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DOI: 10.1016/J.CSDA.2009.02.020
description: scientific article; zbMATH DE number 5689100