A selection procedure for estimating the number of signal components

DOI10.1016/S0378-3758(01)00268-3zbMath0992.62023OpenAlexW2034677010WikidataQ127846619 ScholiaQ127846619MaRDI QIDQ1611816

Pinyuen Chen

Publication date: 28 August 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00268-3

zbMATH Keywords

least favorable configurationmultivariate normal distributioncorrect selectionmultiplicity of smallest eigenvalues

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Statistical ranking and selection procedures (62F07)

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Cites Work

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• Joint Distribution of the Extreme Roots of a Covariance Matrix
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