A Selection Procedure for the Number of Signals in Presence of Colored Noise
From MaRDI portal
Publication:5321973
DOI10.1080/03610920902802581zbMath1165.62015OpenAlexW2004665823MaRDI QIDQ5321973
Publication date: 16 July 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920902802581
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Test for a specified signal when the noise covariance matrix is unknown
- Bayes estimation of number of signals
- Latent roots and matrix variates: a review of some asymptotic results
- Screening among multivariate normal data
- Estimating the number of signals in the presence of white noise
- On detection of the number of signals in presence of white noise
- On detection of the number of signals when the noise covariance matrix is arbitrary
- Tables for the extreme roots of the wishart matrix
- Multiple Decision Procedures
- Development of a lower confidence limit for the number of signals
- Asymptotic Theory for Principal Component Analysis
- Exact joint distributions of any few ordered roots of a class of random matrices
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
This page was built for publication: A Selection Procedure for the Number of Signals in Presence of Colored Noise