Signal detection in high dimension: the multispiked case (Q2448730): Difference between revisions

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+.5663
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+Q4793303
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Corrections to LRT on large-dimensional covariance matrix by RMT
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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Optimal hypothesis testing for high dimensional covariance matrices
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+Optimal estimation and rank detection for sparse spiked covariance matrices
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+Tests for High-Dimensional Covariance Matrices
@@ Property / cites work: Tests for High-Dimensional Covariance Matrices / rank @@
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+The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case
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+A Fourier view on the \(R\)-transform and related asymptotics of spherical integrals
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+Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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+Q5623119
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+On the distribution of the largest eigenvalue in principal components analysis
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+Rank 1 real Wishart spiked model
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+DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA
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+Asymptotic power of sphericity tests for high-dimensional data
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+Signal detection in high dimension: the multispiked case
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+Universality results for the largest eigenvalues of some sample covariance matrix ensembles
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+A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
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+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
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+On singular Wishart and singular multivariate beta distributions
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+Asymptotic Statistics
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+The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I
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