DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA (Q5416403): Difference between revisions

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scientific article; zbMATH DE number 6297025
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DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA
scientific article; zbMATH DE number 6297025

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    DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA (English)
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    20 May 2014
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    spiked covariance
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    sub-critical regime
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    signal detection
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    sphericity tests
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    asymptotic power
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    contiguity
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    power envelope
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    Harish-Chandra/Itzykson-Zuber integral
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    torus scalar product
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    hypergeometric function
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