Optimal covariance change point localization in high dimensions

Daren Wang, Yi Yu, Alessandro Rinaldo

Research output: Contribution to journal › Article (Academic Journal) › peer-review

27 Citations (Scopus)

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@article{e89ee1e115a0432ab9fcead9fbe82085,

title = "Optimal covariance change point localization in high dimensions",

author = "Daren Wang and Yi Yu and Alessandro Rinaldo",

year = "2021",

month = feb,

doi = "10.3150/20-BEJ1249",

language = "English",

volume = "27",

pages = "554--575",

journal = "Bernoulli",

issn = "1350-7265",

publisher = "International Statistical Institute",

number = "1",

}