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

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Signal detection in high dimension: the multispiked case
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    Signal detection in high dimension: the multispiked case (English)
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    5 May 2014
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    sphericity tests
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    large dimensionality
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    asymptotic power
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    spiked covariance
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    contiguity
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    power envelope
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