Detection of structural changes in the covariance matrix using block wild bootstrap†
Journal of the Korean Data & Information Science Society 2025;36:87-99
© 2025 Korean Data and Information Science Society.
Jungmin Um1 · Changryong Baek2
12Department of Statistics, Sungkyunkwan University, Seoul, Korea
Correspondence to: † This work was supported by the Basic Science Research Program from the National Research Foundation of Korea (NRF-2022R1F1A1066209).
1 Graduate student, Department of Statistics, Sungkyunkwan University, Seoul 03063, Korea.
2 Corresponding author: Professor, Department of Statistics, Sungkyunkwan University, Seoul 03063, Korea. E-mail:
crbaek@skku.edu Received September 24, 2024; Revised October 6, 2024; Accepted October 6, 2024.
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