Learning block structures in covariance matrices under heteroskedasticity

@article{jiaqi2026,
  title        = {{Learning block structures in covariance matrices under heteroskedasticity}},
  author       = {Jiaqi Wu & Weiping Zhang},
  journal      = {Computational Statistics and Data Analysis},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1016/j.csda.2026.108371},
}

TY  - JOUR
TI  - Learning block structures in covariance matrices under heteroskedasticity
AU  - Wu, Jiaqi
AU  - Zhang, Weiping
JO  - Computational Statistics and Data Analysis
PY  - 2026
ER  -

Jiaqi Wu & Weiping Zhang (2026). Learning block structures in covariance matrices under heteroskedasticity. *Computational Statistics and Data Analysis*. https://doi.org/https://doi.org/10.1016/j.csda.2026.108371

Jiaqi Wu & Weiping Zhang. "Learning block structures in covariance matrices under heteroskedasticity." *Computational Statistics and Data Analysis* (2026). https://doi.org/https://doi.org/10.1016/j.csda.2026.108371.

Learning block structures in covariance matrices under heteroskedasticity
Jiaqi Wu & Weiping Zhang · Computational Statistics and Data Analysis · 2026
https://doi.org/https://doi.org/10.1016/j.csda.2026.108371