most citedOnline Change-point Detection for Matrix-valued Time Series with Latent Two-way Factor Structure

3 citations · 5 across the 2 of their papers we have counts for

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stat.ME2023★ 2 cited

Extreme eigenvalues of sample covariance matrices under generalized elliptical models with applications

Xiucai Ding, Jiahui Xie, Long Yu +1

We consider the extreme eigenvalues of the sample covariance matrix under the generalized elliptical model that Here is a bounded positive…

stat.ME2021★ 3 cited

Online Change-point Detection for Matrix-valued Time Series with Latent Two-way Factor Structure

Yong He, Xin-bing Kong, Lorenzo Trapani +1

This paper proposes a novel methodology for the online detection of changepoints in the factor structure of large matrix time series. Our approach is based on the well-known fact t…