A network topology approach to diagnose the shift of covariance structure

• Main Authors: Nur Syahidah, Yusoff, Noryanti, Muhammad, Shamshuritawati, Sharif, Ken, Tan Lit
• Format: Conference or Workshop Item
• Language: English; English
• Published: 2018
• Subjects: QA75 Electronic computers. Computer science
• 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; http://umpir.ump.edu.my/id/eprint/21318/

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...