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Bodnar, Olha; Bodnar, Taras; Okhrin, Yarema (2009). Surveillance of the covariance matrix based on the properties of the singular Wishart distribution. Computational statistics & data analysis, 53(9), pp. 3372-3385. New York, N.Y.: Elsevier 10.1016/j.csda.2009.02.020
