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Change point detection in high dimensional covariance matrix using Pillai’s statistics

Published Online: 2024-11-09

Published Print: 2025-03

Authors

Cho, Seonghun

Shin, Minsup

Cho, Young Hyun

Lim, Johan https://orcid.org/0000-0003-3130-9820
Funding

Funding for this research was provided by:

National Research Foundation of Korea (NRF-2021R1A2C1010786)

Samsung Electronics Co., Ltd. (IO201209-07860-01)

Inha University Research Grant

Seoul National University
License Information

Text and Data Mining valid from 2024-11-09

Version of Record valid from 2024-11-09
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Article History

Received: 15 March 2023

Accepted: 1 October 2024

First Online: 9 November 2024

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