Pages that link to "Item:Q1822170"

The following pages link to On detection of the number of signals in presence of white noise (Q1822170):

Displaying 41 items.

• Performance measures for dynamic signal detection (Q634599) (← links)
• Maximum likelihood estimation and MUSIC in array localization signal processing: A review (Q811049) (← links)
• Model averaging assisted sufficient dimension reduction (Q830525) (← links)
• Accurate tempo estimation based on harmonic + noise decomposition (Q838863) (← links)
• On hybrid methods of inverse regression-based algorithms (Q1019889) (← links)
• Robust \(M\)-estimation of a dispersion matrix with a structure (Q1206622) (← links)
• Bayes estimation of number of signals (Q1207627) (← links)
• Model selection with data-oriented penalty (Q1298945) (← links)
• Consistent estimates of super imposed exponential signals when some observations are missing (Q1347126) (← links)
• Estimating the number of signals in the presence of white noise (Q1587194) (← links)
• A selection procedure for estimating the number of signal components (Q1611816) (← links)
• Model selection under order restriction (Q1613081) (← links)
• Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
• On detection of the number of signals in presence of white noise (Q1822170) (← links)
• On detection of the number of signals when the noise covariance matrix is arbitrary (Q1822171) (← links)
• Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series (Q1822435) (← links)
• Maximum likelihood principle and model selection when the true model is unspecified (Q1825556) (← links)
• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size (Q1848966) (← links)
• Test for generalized variance in signal processing (Q1916183) (← links)
• Spatial information and performance evaluation in coprime array (Q2004232) (← links)
• Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings (Q2034468) (← links)
• Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size (Q2041755) (← links)
• In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute (Q2062778) (← links)
• High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis (Q2062799) (← links)
• On finite mixture modeling of change-point processes (Q2129299) (← links)
• A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065) (← links)
• Professor C. R. Rao's contributions in statistical signal processing and its long-term implications (Q2211877) (← links)
• A consistent variable selection method in high-dimensional canonical discriminant analysis (Q2293390) (← links)
• Consistency of test-based method for selection of variables in high-dimensional two-group discriminant analysis (Q2329876) (← links)
• On kernel method for sliced average variance estimation (Q2372139) (← links)
• Detection of outliers in signal processing and detection of number of signals in presence of outliers (Q3473057) (← links)
• Information theoretic criterion approach to dimensionality reduction in multinomial logistic regression models. part i: theory (Q3473229) (← links)
• On a class of model selection procedures (Q3474052) (← links)
• Multivariate components of covariance model in unbalanced case (Q3787317) (← links)
• ON CHANGE POINT DETECTION AND ESTIMATION (Q4787607) (← links)
• (Q4969179) (← links)
• Statistical Analysis of Non Linear Least Squares Estimation for Harmonic Signals in Multiplicative and Additive Noise (Q5249185) (← links)
• A Selection Procedure for the Number of Signals in Presence of Colored Noise (Q5321973) (← links)
• Estimating the number of signals of the damped exponential models. (Q5941002) (← links)
• Model selection for canonical correlation analysis (Q5957989) (← links)
• Sparse principal component analysis for high‐dimensional stationary time series (Q6140347) (← links)