A network topology approach to diagnose the shift of covariance structure

Understanding the shift of covariance matrices in any process is not an easy task. From the literatures, the most popular and widely used test for covariance shift is Jennrich’s test and Box’s M test. It is important to note that Box and also Jennrich have constructed their own test by involving sam...

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Bibliographic Details
Main Authors: Nur Syahidah, Yusoff, Noryanti, Muhammad, Shamshuritawati, Sharif, Ken, Tan Lit
Format: Conference or Workshop Item
Language:English
English
Published: 2018
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/21318/1/40.%20A%20network%20topology%20approach%20to%20diagnose%20the%20shift%20of%20covariance%20structure.pdf
http://umpir.ump.edu.my/id/eprint/21318/2/40.1%20A%20network%20topology%20approach%20to%20diagnose%20the%20shift%20of%20covariance%20structure.pdf