Cite
HARVARD Citation
Dette, H. et al. (2022). Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices. Journal of the American Statistical Association. 117 (537), pp. 444-454. [Online].
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Dette, H. et al. (2022). Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices. Journal of the American Statistical Association. 117 (537), pp. 444-454. [Online].