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Technometrics Volume 65, 2023 - Issue 4

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Detecting Changes in Covariance via Random Matrix Theory

Sean Ryana STOR-i Doctoral Training Centre, Lancaster University, Lancaster, UK

https://orcid.org/0000-0002-6010-3074 View further author information

Rebecca Killickb Mathematics and Statistics, Lancaster University, Lancaster, UKCorrespondence[email protected]

https://orcid.org/0000-0003-0583-3960 View further author information

Pages 480-491 | Received 29 Oct 2020, Accepted 04 Feb 2023, Published online: 10 Apr 2023

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https://doi.org/10.1080/00401706.2023.2183261
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Stergios B. Fotopoulos, Abhishek Kaul, Vasileios Pavlopoulos & Venkata K. Jandhyala. (2023) Adaptive parametric change point inference under covariance structure changes. Statistical Papers.
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