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Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics - MaRDI portal

Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics (Q2091821)

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scientific article; zbMATH DE number 7610757
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English
Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics
scientific article; zbMATH DE number 7610757

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    Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics (English)
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    2 November 2022
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    contiguity
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    finite rank deformation
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    principal component analysis
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    random graphs
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    signal detection
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