On detection of the number of signals in presence of white noise

DOI10.1016/0047-259X(86)90017-5zbMath0617.62055OpenAlexW1972026932MaRDI QIDQ1822170

P. R. Krishnaiah, Lin Cheng Zhao, Zhi-Dong Bai

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(86)90017-5

zbMATH Keywords

consistency model selection covariance matrix Gaussian white noise signal detection strong consistency information theoretic criteria number of signals complex elliptically symmetric distribution multiplicity of the smallest eigenvalue

Mathematics Subject Classification ID

Multivariate analysis (62H99) Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15) Eigenvalues, singular values, and eigenvectors (15A18)

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Cites Work