Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
Work
Year: 2009
Type: article
Authors Olha Bodnar, Taras Bodnar, Yarema Okhrin
Institutions European University Viadrina, University of Bern
Cites: 40
Cited by: 11
Related to: 10
FWCI: 0.754
Citation percentile (by year/subfield): 78.55
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green